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 Litecoin

31 historical signal(s) detected for Litecoin; 25 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades24
Win rate41.7%
Average return / trade-1.19%
Compounded total return-31.25%
Max drawdown-45.59%
Buy & hold, same period-58.98%

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
2025-10-07 2025-10-14 $118.3085 $99.5173 -15.88% 84.12
2025-10-17 2025-10-24 $91.7573 $94.0947 +2.55% 86.26
2025-11-05 2025-11-12 $85.3294 $99.6376 +16.77% 100.72
2025-11-13 2025-11-20 $97.5405 $92.7930 -4.87% 95.82
2025-11-22 2025-11-29 $82.5908 $84.3025 +2.07% 97.81
2025-11-30 2025-12-07 $84.0081 $81.7044 -2.74% 95.13
2025-12-13 2025-12-20 $81.9242 $77.4827 -5.42% 89.97
2025-12-26 2026-01-02 $75.6720 $79.9006 +5.59% 95.00
2026-01-13 2026-01-20 $75.9738 $70.7816 -6.83% 88.50
2026-01-31 2026-02-07 $65.3773 $54.8135 -16.16% 74.20
2026-02-11 2026-02-18 $53.3494 $53.9253 +1.08% 75.00
2026-02-18 2026-02-25 $53.9253 $51.1705 -5.11% 71.17
2026-03-01 2026-03-08 $54.5128 $53.6117 -1.65% 70.00
2026-03-08 2026-03-15 $53.6117 $54.9541 +2.50% 71.75
2026-03-20 2026-03-27 $55.5928 $54.5462 -1.88% 70.40
2026-05-05 2026-05-12 $54.9584 $58.4946 +6.43% 74.93
2026-05-14 2026-05-21 $56.9791 $53.9177 -5.37% 70.90
2026-05-27 2026-06-03 $51.9050 $46.8740 -9.69% 64.03
2026-06-03 2026-06-10 $46.8740 $42.9952 -8.27% 58.73
2026-06-19 2026-06-26 $43.7987 $40.8699 -6.69% 54.80
2026-06-26 2026-07-03 $40.8699 $43.4856 +6.40% 58.31
2026-07-09 2026-07-16 $43.6261 $45.1363 +3.46% 60.33
2026-08-15 2026-08-22 $43.8069 $53.1296 +21.28% 73.17
2026-08-25 2026-09-01 $51.6415 $48.5260 -6.03% 68.75

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 Litecoin ยท Read the full methodology