Historical rule simulator

Backtest: After a 3% One-Day Drop

Simulates one mechanical rule โ€” buy after a 3% one-day drop, hold a fixed number of days, then exit โ€” using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.

Rule results for Zcash

73 historical signal(s) detected for Zcash; 38 non-overlapping trade(s) taken at a 7-day hold (35 skipped because a position was already open).

Completed trades37
Win rate56.8%
Average return / trade+7.21%
Compounded total return+507.56%
Max drawdown-44.05%
Buy & hold, same period+2204.45%

Hypothetical growth of $100

1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-15 2025-09-22 $50.4976 $51.9116 +2.80% 102.80
2025-09-23 2025-09-30 $48.5804 $72.2868 +48.80% 152.96
2025-10-07 2025-10-14 $157.1173 $249.7604 +58.96% 243.16
2025-10-16 2025-10-23 $229.8183 $238.4702 +3.76% 252.31
2025-10-23 2025-10-30 $238.4702 $350.5504 +47.00% 370.90
2025-11-09 2025-11-16 $597.2850 $666.1985 +11.54% 413.69
2025-11-18 2025-11-25 $613.6129 $519.0731 -15.41% 349.96
2025-11-25 2025-12-02 $519.0731 $344.9288 -33.55% 232.55
2025-12-07 2025-12-14 $341.6951 $442.9134 +29.62% 301.44
2025-12-15 2025-12-22 $404.3998 $441.5361 +9.18% 329.12
2025-12-24 2025-12-31 $417.3590 $527.9268 +26.49% 416.31
2026-01-01 2026-01-08 $511.1265 $469.3023 -8.18% 382.24
2026-01-08 2026-01-15 $469.3023 $446.6909 -4.82% 363.82
2026-01-16 2026-01-23 $413.3106 $364.6081 -11.78% 320.95
2026-01-26 2026-02-02 $328.0067 $305.2245 -6.95% 298.66
2026-02-03 2026-02-10 $294.3372 $240.3756 -18.33% 243.91
2026-02-13 2026-02-20 $232.9823 $261.4991 +12.24% 273.76
2026-02-23 2026-03-02 $232.0731 $213.2087 -8.13% 251.51
2026-03-02 2026-03-09 $213.2087 $197.4597 -7.39% 232.93
2026-03-12 2026-03-19 $212.6606 $248.5112 +16.86% 272.20
2026-03-19 2026-03-26 $248.5112 $231.4329 -6.87% 253.49
2026-03-26 2026-04-02 $231.4329 $251.9365 +8.86% 275.95
2026-04-03 2026-04-10 $240.9367 $367.6369 +52.59% 421.06
2026-04-15 2026-04-22 $355.1249 $316.9756 -10.74% 375.83
2026-04-29 2026-05-06 $335.9292 $516.8631 +53.86% 578.25
2026-05-12 2026-05-19 $556.1287 $563.1102 +1.26% 585.51
2026-05-23 2026-05-30 $582.5787 $529.3962 -9.13% 532.06
2026-05-30 2026-06-06 $529.3962 $389.9925 -26.33% 391.96
2026-06-10 2026-06-17 $429.0663 $504.7611 +17.64% 461.10
2026-06-18 2026-06-25 $476.8604 $415.8494 -12.79% 402.11
2026-06-28 2026-07-05 $395.0296 $463.0409 +17.22% 471.34
2026-07-09 2026-07-16 $465.8796 $570.1796 +22.39% 576.86
2026-07-17 2026-07-24 $523.5638 $504.2249 -3.69% 555.55
2026-07-25 2026-08-01 $488.2650 $457.2306 -6.36% 520.24
2026-08-12 2026-08-19 $480.6650 $508.5420 +5.80% 550.41
2026-08-26 2026-09-02 $768.0146 $829.8595 +8.05% 594.74
2026-09-08 2026-09-15 $1139.1361 $1163.6923 +2.16% 607.56

How this backtest works

Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.

View the full study for Zcash ยท Read the full methodology