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 Hyperliquid

27 historical signal(s) detected for Hyperliquid; 23 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).

Completed trades22
Win rate59.1%
Average return / trade+6.08%
Compounded total return+192.99%
Max drawdown-27.84%
Buy & hold, same period+3.98%

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
2025-09-15 2025-09-22 $53.7037 $50.8331 -5.35% 94.65
2025-09-22 2025-09-29 $50.8331 $47.1639 -7.22% 87.82
2025-10-06 2025-10-13 $48.1753 $39.7497 -17.49% 72.46
2025-10-17 2025-10-24 $36.7679 $40.1599 +9.23% 79.15
2025-11-02 2025-11-09 $43.2267 $40.0526 -7.34% 73.34
2025-11-13 2025-11-20 $38.3048 $38.7453 +1.15% 74.18
2025-11-23 2025-11-30 $29.9865 $34.3910 +14.69% 85.08
2025-12-02 2025-12-09 $31.0863 $29.4728 -5.19% 80.66
2025-12-17 2025-12-24 $26.7802 $23.9584 -10.54% 72.16
2026-01-10 2026-01-17 $25.1091 $25.1181 +0.04% 72.19
2026-01-21 2026-01-28 $21.0921 $30.7818 +45.94% 105.35
2026-02-08 2026-02-15 $31.4764 $31.8791 +1.28% 106.70
2026-02-24 2026-03-03 $26.4557 $32.8655 +24.23% 132.55
2026-03-24 2026-03-31 $37.3734 $36.8313 -1.45% 130.62
2026-04-01 2026-04-08 $36.4938 $38.7571 +6.20% 138.73
2026-04-30 2026-05-07 $39.9505 $43.1093 +7.91% 149.69
2026-05-14 2026-05-21 $38.8141 $54.7628 +41.09% 211.20
2026-05-28 2026-06-04 $57.8225 $74.5031 +28.85% 272.13
2026-06-07 2026-06-14 $56.5968 $60.6895 +7.23% 291.81
2026-06-24 2026-07-01 $62.1166 $64.9679 +4.59% 305.21
2026-07-09 2026-07-16 $67.5971 $66.8295 -1.14% 301.74
2026-07-24 2026-07-31 $57.5093 $55.8422 -2.90% 292.99

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 Hyperliquid ยท Read the full methodology