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 Chainlink

27 historical signal(s) detected for Chainlink; 22 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades21
Win rate47.6%
Average return / trade-2.17%
Compounded total return-41.47%
Max drawdown-49.99%
Buy & hold, same period-65.37%

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
2025-09-16 2025-09-23 $23.5744 $21.6716 -8.07% 91.93
2025-10-06 2025-10-13 $21.9950 $19.0301 -13.48% 79.54
2025-10-17 2025-10-24 $17.4105 $17.4232 +0.07% 79.59
2025-11-14 2025-11-21 $14.5306 $12.9302 -11.01% 70.83
2025-11-22 2025-11-29 $12.1179 $13.1326 +8.37% 76.76
2025-11-30 2025-12-07 $12.9925 $13.9152 +7.10% 82.21
2025-12-13 2025-12-20 $13.6404 $12.5263 -8.17% 75.49
2025-12-26 2026-01-02 $12.0612 $12.6253 +4.68% 79.03
2026-01-20 2026-01-27 $13.2678 $12.6236 -4.86% 75.19
2026-01-31 2026-02-07 $11.2028 $9.1344 -18.46% 61.31
2026-02-20 2026-02-27 $9.7815 $9.8097 +0.29% 61.48
2026-03-02 2026-03-09 $9.4274 $9.5326 +1.12% 62.17
2026-03-21 2026-03-28 $9.1218 $8.5574 -6.19% 58.32
2026-03-29 2026-04-05 $8.4420 $8.6977 +3.03% 60.09
2026-04-30 2026-05-07 $9.1118 $9.9964 +9.71% 65.92
2026-05-14 2026-05-21 $10.2129 $9.6245 -5.76% 62.12
2026-05-29 2026-06-05 $8.9948 $8.0063 -10.99% 55.30
2026-06-19 2026-06-26 $8.0049 $7.2396 -9.56% 50.01
2026-06-26 2026-07-03 $7.2396 $7.7381 +6.89% 53.45
2026-07-09 2026-07-16 $7.6349 $8.5347 +11.79% 59.75
2026-07-25 2026-08-01 $8.3348 $8.1637 -2.05% 58.53

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 Chainlink ยท Read the full methodology