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 BNB
24 historical signal(s) detected for BNB; 21 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-16 | 2025-10-23 | $1164.1691 | $1072.0760 | -7.91% | 92.09 |
| 2025-11-05 | 2025-11-12 | $937.0550 | $957.7154 | +2.20% | 94.12 |
| 2025-11-13 | 2025-11-20 | $953.3751 | $896.3084 | -5.99% | 88.49 |
| 2025-11-22 | 2025-11-29 | $830.0518 | $887.4820 | +6.92% | 94.61 |
| 2025-12-13 | 2025-12-20 | $881.7183 | $855.7953 | -2.94% | 91.83 |
| 2026-01-21 | 2026-01-28 | $881.8890 | $897.3152 | +1.75% | 93.43 |
| 2026-02-01 | 2026-02-08 | $779.6856 | $646.8126 | -17.04% | 77.51 |
| 2026-02-10 | 2026-02-17 | $636.9565 | $626.8657 | -1.58% | 76.28 |
| 2026-03-08 | 2026-03-15 | $620.9074 | $657.3498 | +5.87% | 80.76 |
| 2026-03-20 | 2026-03-27 | $639.1520 | $628.0751 | -1.73% | 79.36 |
| 2026-03-29 | 2026-04-05 | $610.6947 | $594.0995 | -2.72% | 77.20 |
| 2026-04-30 | 2026-05-07 | $617.1644 | $647.9171 | +4.98% | 81.05 |
| 2026-05-18 | 2026-05-25 | $649.0697 | $656.3217 | +1.12% | 81.96 |
| 2026-05-29 | 2026-06-05 | $637.5900 | $603.8315 | -5.29% | 77.62 |
| 2026-06-11 | 2026-06-18 | $586.1915 | $601.0036 | +2.53% | 79.58 |
| 2026-06-19 | 2026-06-26 | $578.0941 | $560.0088 | -3.13% | 77.09 |
| 2026-06-26 | 2026-07-03 | $560.0088 | $558.1197 | -0.34% | 76.83 |
| 2026-07-09 | 2026-07-16 | $568.1934 | $580.0915 | +2.09% | 78.44 |
| 2026-07-18 | 2026-07-25 | $567.7583 | $564.4209 | -0.59% | 77.98 |
| 2026-07-25 | 2026-08-01 | $564.4209 | $586.4609 | +3.90% | 81.02 |
| 2026-08-17 | 2026-08-24 | $602.4629 | $702.2080 | +16.56% | 94.43 |
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.