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 Rain

28 historical signal(s) detected for Rain; 23 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades22
Win rate45.5%
Average return / trade+3.26%
Compounded total return+65.16%
Max drawdown-20.76%
Buy & hold, same period+509.32%

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
2025-09-14 2025-09-21 $0.0023 $0.0038 +63.61% 163.61
2025-10-05 2025-10-12 $0.0038 $0.0037 -1.19% 161.65
2025-10-16 2025-10-23 $0.0038 $0.0032 -14.96% 137.48
2025-10-23 2025-10-30 $0.0032 $0.0031 -4.04% 131.93
2025-11-13 2025-11-20 $0.0033 $0.0035 +5.20% 138.78
2025-11-28 2025-12-05 $0.0072 $0.0078 +8.79% 150.99
2025-12-23 2025-12-30 $0.0072 $0.0080 +11.50% 168.36
2026-01-10 2026-01-17 $0.0084 $0.0095 +12.76% 189.85
2026-01-19 2026-01-26 $0.0091 $0.0095 +4.97% 199.28
2026-01-30 2026-02-06 $0.0095 $0.0088 -7.73% 183.88
2026-02-13 2026-02-20 $0.0099 $0.0098 -1.16% 181.74
2026-02-23 2026-03-02 $0.0094 $0.0091 -2.53% 177.15
2026-03-09 2026-03-16 $0.0089 $0.0091 +2.92% 182.33
2026-03-21 2026-03-28 $0.0088 $0.0083 -5.18% 172.89
2026-03-29 2026-04-05 $0.0081 $0.0074 -8.67% 157.90
2026-04-06 2026-04-13 $0.0066 $0.0080 +20.07% 189.59
2026-05-05 2026-05-12 $0.0075 $0.0075 +0.75% 191.00
2026-06-02 2026-06-09 $0.0135 $0.0133 -1.77% 187.62
2026-06-28 2026-07-05 $0.0156 $0.0154 -1.13% 185.50
2026-07-18 2026-07-25 $0.0141 $0.0141 -0.37% 184.82
2026-08-02 2026-08-09 $0.0123 $0.0127 +3.03% 190.42
2026-09-09 2026-09-16 $0.0162 $0.0140 -13.27% 165.16

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 Rain ยท Read the full methodology