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 LEO Token

17 historical signal(s) detected for LEO Token; 14 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades13
Win rate61.5%
Average return / trade-0.22%
Compounded total return-5.16%
Max drawdown-20.88%
Buy & hold, same period-2.15%

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
2025-10-19 2025-10-26 $9.4018 $9.0041 -4.23% 95.77
2025-12-13 2025-12-20 $9.4992 $7.9756 -16.04% 80.41
2026-01-04 2026-01-11 $9.2386 $9.0904 -1.60% 79.12
2026-02-24 2026-03-03 $8.0294 $9.0321 +12.49% 89.00
2026-03-07 2026-03-14 $9.0206 $9.0270 +0.07% 89.06
2026-03-14 2026-03-21 $9.0270 $9.0818 +0.61% 89.60
2026-04-14 2026-04-21 $10.0024 $10.2222 +2.20% 91.57
2026-06-06 2026-06-13 $9.5566 $9.6023 +0.48% 92.01
2026-06-18 2026-06-25 $9.6773 $9.4391 -2.46% 89.74
2026-07-03 2026-07-10 $9.1168 $9.5534 +4.79% 94.04
2026-07-22 2026-07-29 $9.7162 $9.7573 +0.42% 94.44
2026-08-13 2026-08-20 $9.0768 $9.3024 +2.49% 96.79
2026-09-02 2026-09-09 $9.3887 $9.1993 -2.02% 94.84

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 LEO Token ยท Read the full methodology