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 Ethereum
25 historical signal(s) detected for Ethereum; 20 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 |
|---|---|---|---|---|---|
| 2025-09-16 | 2025-09-23 | $4522.7580 | $4201.8900 | -7.09% | 92.91 |
| 2025-09-24 | 2025-10-01 | $4164.8260 | $4147.3162 | -0.42% | 92.51 |
| 2025-10-12 | 2025-10-19 | $3747.4570 | $3890.0161 | +3.80% | 96.03 |
| 2025-10-23 | 2025-10-30 | $3805.8819 | $3902.8019 | +2.55% | 98.48 |
| 2025-10-30 | 2025-11-06 | $3902.8019 | $3425.9698 | -12.22% | 86.45 |
| 2025-11-13 | 2025-11-20 | $3412.5432 | $3020.9358 | -11.48% | 76.53 |
| 2025-11-22 | 2025-11-29 | $2763.8974 | $3031.2459 | +9.67% | 83.93 |
| 2025-12-17 | 2025-12-24 | $2957.8602 | $2965.2188 | +0.25% | 84.14 |
| 2025-12-26 | 2026-01-02 | $2901.6808 | $3003.8548 | +3.52% | 87.10 |
| 2026-01-10 | 2026-01-17 | $3085.4103 | $3292.5139 | +6.71% | 92.95 |
| 2026-01-21 | 2026-01-28 | $2941.8833 | $3020.0157 | +2.66% | 95.42 |
| 2026-01-31 | 2026-02-07 | $2702.9167 | $2055.7744 | -23.94% | 72.57 |
| 2026-02-20 | 2026-02-27 | $1949.6068 | $2027.5051 | +4.00% | 75.47 |
| 2026-03-20 | 2026-03-27 | $2139.5142 | $2059.5891 | -3.74% | 72.65 |
| 2026-04-30 | 2026-05-07 | $2253.6200 | $2351.0137 | +4.32% | 75.79 |
| 2026-05-14 | 2026-05-21 | $2258.4839 | $2127.4689 | -5.80% | 71.40 |
| 2026-05-29 | 2026-06-05 | $2008.1145 | $1769.0317 | -11.91% | 62.89 |
| 2026-06-19 | 2026-06-26 | $1710.0791 | $1566.0081 | -8.42% | 57.60 |
| 2026-06-26 | 2026-07-03 | $1566.0081 | $1698.5611 | +8.46% | 62.47 |
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 Ethereum · Read the full methodology