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 Bitcoin Cash

34 historical signal(s) detected for Bitcoin Cash; 25 non-overlapping trade(s) taken at a 7-day hold (9 skipped because a position was already open).

Completed trades24
Win rate37.5%
Average return / trade-1.19%
Compounded total return-35.88%
Max drawdown-50.39%
Buy & hold, same period-58.43%

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 $594.1888 $556.4495 -6.35% 93.65
2025-10-12 2025-10-19 $499.5693 $468.5359 -6.21% 87.83
2025-11-01 2025-11-08 $535.4962 $513.3722 -4.13% 84.20
2025-12-16 2025-12-23 $535.9420 $589.6432 +10.02% 92.64
2025-12-23 2025-12-30 $589.6432 $598.5278 +1.51% 94.04
2025-12-31 2026-01-07 $594.8267 $636.6984 +7.04% 100.65
2026-01-15 2026-01-22 $597.4670 $584.2144 -2.22% 98.42
2026-01-26 2026-02-02 $571.8263 $517.2449 -9.55% 89.03
2026-02-13 2026-02-20 $504.6694 $559.5039 +10.87% 98.70
2026-02-25 2026-03-04 $486.2023 $448.5753 -7.74% 91.06
2026-03-20 2026-03-27 $459.5624 $465.2478 +1.24% 92.19
2026-03-27 2026-04-03 $465.2478 $445.3382 -4.28% 88.24
2026-04-04 2026-04-11 $443.6803 $443.9442 +0.06% 88.30
2026-04-20 2026-04-27 $436.3393 $455.1661 +4.31% 92.11
2026-05-14 2026-05-21 $434.0643 $373.3493 -13.99% 79.22
2026-05-25 2026-06-01 $347.2230 $302.5864 -12.86% 69.04
2026-06-03 2026-06-10 $268.7844 $203.4155 -24.32% 52.25
2026-06-11 2026-06-18 $194.4110 $212.3372 +9.22% 57.07
2026-06-19 2026-06-26 $199.5051 $192.8499 -3.34% 55.16
2026-07-09 2026-07-16 $235.2031 $223.0598 -5.16% 52.31
2026-07-18 2026-07-25 $219.7878 $210.7167 -4.13% 50.16
2026-07-25 2026-08-01 $210.7167 $209.8023 -0.43% 49.94
2026-08-15 2026-08-22 $204.6539 $288.1096 +40.78% 70.30
2026-08-25 2026-09-01 $270.8067 $247.0126 -8.79% 64.12

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 Bitcoin Cash ยท Read the full methodology