Historical rule simulator

Backtest: After 3 Consecutive Red Days

Simulates one mechanical rule โ€” buy after 3 consecutive red days, 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 Avalanche

31 historical signal(s) detected for Avalanche; 22 non-overlapping trade(s) taken at a 7-day hold (9 skipped because a position was already open).

Completed trades21
Win rate42.9%
Average return / trade-1.58%
Compounded total return-34.45%
Max drawdown-45.24%
Buy & hold, same period-80.42%

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
2025-09-22 2025-09-29 $33.0506 $30.0137 -9.19% 90.81
2025-10-17 2025-10-24 $20.9570 $19.1297 -8.72% 82.89
2025-11-14 2025-11-21 $16.0839 $13.8139 -14.11% 71.19
2025-11-22 2025-11-29 $13.3013 $14.8529 +11.66% 79.50
2025-12-01 2025-12-08 $13.7600 $13.4556 -2.21% 77.74
2025-12-13 2025-12-20 $13.1091 $12.2516 -6.54% 72.65
2025-12-26 2026-01-02 $12.0786 $13.6475 +12.99% 82.09
2026-01-10 2026-01-17 $13.8070 $13.6108 -1.42% 80.93
2026-01-17 2026-01-24 $13.6108 $12.1790 -10.52% 72.41
2026-01-25 2026-02-01 $12.1636 $10.1577 -16.49% 60.47
2026-02-06 2026-02-13 $8.3277 $8.9723 +7.74% 65.15
2026-02-18 2026-02-25 $9.2405 $8.3738 -9.38% 59.04
2026-03-08 2026-03-15 $9.0199 $9.8089 +8.75% 64.21
2026-03-20 2026-03-27 $9.5430 $9.1473 -4.15% 61.54
2026-03-29 2026-04-05 $8.7560 $8.9922 +2.70% 63.20
2026-04-30 2026-05-07 $9.1194 $9.6121 +5.40% 66.62
2026-05-14 2026-05-21 $9.7510 $9.2873 -4.76% 63.45
2026-05-29 2026-06-05 $8.9198 $7.6985 -13.69% 54.76
2026-06-11 2026-06-18 $6.3806 $6.7589 +5.93% 58.01
2026-06-20 2026-06-27 $5.8922 $6.6154 +12.27% 65.13
2026-08-08 2026-08-15 $6.4301 $6.4720 +0.65% 65.55

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 Avalanche ยท Read the full methodology