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 Cardano
37 historical signal(s) detected for Cardano; 28 non-overlapping trade(s) taken at a 7-day hold (9 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 | $0.8064 | $0.8074 | +0.13% | 100.13 |
| 2025-10-06 | 2025-10-13 | $0.8371 | $0.7002 | -16.35% | 83.76 |
| 2025-10-17 | 2025-10-24 | $0.6450 | $0.6431 | -0.30% | 83.51 |
| 2025-10-30 | 2025-11-06 | $0.6399 | $0.5455 | -14.75% | 71.18 |
| 2025-11-14 | 2025-11-21 | $0.5297 | $0.4325 | -18.36% | 58.12 |
| 2025-11-22 | 2025-11-29 | $0.4090 | $0.4205 | +2.83% | 59.76 |
| 2025-11-30 | 2025-12-07 | $0.4153 | $0.4138 | -0.35% | 59.55 |
| 2025-12-07 | 2025-12-14 | $0.4138 | $0.4108 | -0.73% | 59.12 |
| 2025-12-17 | 2025-12-24 | $0.3855 | $0.3630 | -5.85% | 55.66 |
| 2025-12-26 | 2026-01-02 | $0.3432 | $0.3568 | +3.98% | 57.87 |
| 2026-01-09 | 2026-01-16 | $0.3960 | $0.4038 | +1.98% | 59.02 |
| 2026-01-20 | 2026-01-27 | $0.3777 | $0.3645 | -3.50% | 56.95 |
| 2026-01-31 | 2026-02-07 | $0.3296 | $0.2832 | -14.07% | 48.94 |
| 2026-02-24 | 2026-03-03 | $0.2793 | $0.2870 | +2.78% | 50.30 |
| 2026-03-04 | 2026-03-11 | $0.2822 | $0.2763 | -2.10% | 49.24 |
| 2026-03-21 | 2026-03-28 | $0.2662 | $0.2464 | -7.43% | 45.58 |
| 2026-03-28 | 2026-04-04 | $0.2464 | $0.2466 | +0.05% | 45.61 |
| 2026-04-13 | 2026-04-20 | $0.2364 | $0.2428 | +2.69% | 46.83 |
| 2026-04-20 | 2026-04-27 | $0.2428 | $0.2523 | +3.91% | 48.67 |
| 2026-04-30 | 2026-05-07 | $0.2446 | $0.2671 | +9.20% | 53.14 |
| 2026-05-14 | 2026-05-21 | $0.2647 | $0.2490 | -5.93% | 49.99 |
| 2026-05-29 | 2026-06-05 | $0.2347 | $0.1797 | -23.44% | 38.28 |
| 2026-06-18 | 2026-06-25 | $0.1667 | $0.1486 | -10.86% | 34.12 |
| 2026-06-26 | 2026-07-03 | $0.1437 | $0.1613 | +12.29% | 38.31 |
| 2026-07-08 | 2026-07-15 | $0.1746 | $0.1654 | -5.26% | 36.30 |
| 2026-08-10 | 2026-08-17 | $0.1944 | $0.1748 | -10.09% | 32.63 |
| 2026-08-31 | 2026-09-07 | $0.1927 | $0.2233 | +15.91% | 37.83 |
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.