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 Monero
20 historical signal(s) detected for Monero; 20 non-overlapping trade(s) taken at a 7-day hold (0 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 |
|---|---|---|---|---|---|
| 2025-09-20 | 2025-09-27 | $294.2582 | $287.7198 | -2.22% | 97.78 |
| 2025-09-28 | 2025-10-05 | $286.5601 | $330.4152 | +15.30% | 112.74 |
| 2025-11-05 | 2025-11-12 | $338.7065 | $370.3441 | +9.34% | 123.27 |
| 2025-11-21 | 2025-11-28 | $339.2437 | $409.3326 | +20.66% | 148.74 |
| 2025-12-07 | 2025-12-14 | $392.5420 | $414.3226 | +5.55% | 156.99 |
| 2025-12-24 | 2025-12-31 | $448.0822 | $439.0048 | -2.03% | 153.81 |
| 2026-01-18 | 2026-01-25 | $588.6166 | $491.4457 | -16.51% | 128.42 |
| 2026-01-25 | 2026-02-01 | $491.4457 | $460.2428 | -6.35% | 120.27 |
| 2026-02-04 | 2026-02-11 | $372.4219 | $346.2797 | -7.02% | 111.83 |
| 2026-02-23 | 2026-03-02 | $309.6183 | $336.6338 | +8.73% | 121.58 |
| 2026-03-09 | 2026-03-16 | $329.9859 | $351.0516 | +6.38% | 129.34 |
| 2026-03-20 | 2026-03-27 | $336.9557 | $322.3769 | -4.33% | 123.75 |
| 2026-04-13 | 2026-04-20 | $335.3775 | $347.0844 | +3.49% | 128.07 |
| 2026-04-30 | 2026-05-07 | $376.1622 | $414.7943 | +10.27% | 141.22 |
| 2026-05-15 | 2026-05-22 | $395.7990 | $392.3597 | -0.87% | 139.99 |
| 2026-06-02 | 2026-06-09 | $343.9163 | $314.5660 | -8.53% | 128.05 |
| 2026-06-19 | 2026-06-26 | $319.0584 | $307.5893 | -3.59% | 123.44 |
| 2026-07-29 | 2026-08-05 | $341.6993 | $351.0710 | +2.74% | 126.83 |
| 2026-09-09 | 2026-09-16 | $500.0708 | $506.6960 | +1.32% | 128.51 |
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.