Historical rule simulator
Backtest: After 3 Consecutive Red Days
Simulates one mechanical rule — buy after 3 consecutive red days, hold a fixed number of days, then exit — 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 Bitcoin
30 historical signal(s) detected for Bitcoin; 25 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).
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 date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-24 | 2025-10-01 | $112002.4614 | $114087.5138 | +1.86% | 101.86 |
| 2025-10-12 | 2025-10-19 | $110655.2698 | $107210.0961 | -3.11% | 98.69 |
| 2025-10-30 | 2025-11-06 | $110026.0876 | $103878.9336 | -5.59% | 93.18 |
| 2025-11-14 | 2025-11-21 | $99480.3071 | $86618.4716 | -12.93% | 81.13 |
| 2025-11-22 | 2025-11-29 | $85087.9526 | $90904.8677 | +6.84% | 86.68 |
| 2025-12-01 | 2025-12-08 | $90359.8687 | $90398.4488 | +0.04% | 86.71 |
| 2025-12-15 | 2025-12-22 | $88184.4109 | $88672.3297 | +0.55% | 87.19 |
| 2026-01-09 | 2026-01-16 | $91027.6662 | $95593.3078 | +5.02% | 91.57 |
| 2026-01-18 | 2026-01-25 | $94802.8817 | $89149.9597 | -5.96% | 86.11 |
| 2026-02-01 | 2026-02-08 | $78647.0274 | $69245.7820 | -11.95% | 75.81 |
| 2026-02-12 | 2026-02-19 | $67090.5793 | $66426.6195 | -0.99% | 75.06 |
| 2026-02-25 | 2026-03-04 | $64073.5489 | $68287.4630 | +6.58% | 80.00 |
| 2026-03-08 | 2026-03-15 | $67339.6744 | $71149.2824 | +5.66% | 84.53 |
| 2026-03-20 | 2026-03-27 | $69936.1993 | $68727.2123 | -1.73% | 83.06 |
| 2026-04-04 | 2026-04-11 | $66822.5523 | $72920.2549 | +9.13% | 90.64 |
| 2026-04-30 | 2026-05-07 | $75784.9574 | $81436.8594 | +7.46% | 97.40 |
| 2026-05-14 | 2026-05-21 | $79288.8421 | $77470.3961 | -2.29% | 95.17 |
| 2026-05-29 | 2026-06-05 | $73651.6426 | $63810.6592 | -13.36% | 82.45 |
| 2026-06-11 | 2026-06-18 | $61480.1444 | $64444.5453 | +4.82% | 86.43 |
| 2026-06-19 | 2026-06-26 | $62897.2386 | $59726.7365 | -5.04% | 82.07 |
| 2026-06-26 | 2026-07-03 | $59726.7365 | $61490.2145 | +2.95% | 84.50 |
| 2026-07-14 | 2026-07-21 | $62278.9630 | $65184.9214 | +4.67% | 88.44 |
| 2026-07-25 | 2026-08-01 | $64092.6474 | $62820.0861 | -1.99% | 86.68 |
| 2026-08-12 | 2026-08-19 | $63537.5599 | $64686.2578 | +1.81% | 88.25 |
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.