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 Solana

29 historical signal(s) detected for Solana; 24 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades23
Win rate43.5%
Average return / trade-1.45%
Compounded total return-36.48%
Max drawdown-51.84%
Buy & hold, same period-55.35%

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
2025-09-24 2025-10-01 $213.6986 $208.8580 -2.27% 97.73
2025-10-12 2025-10-19 $177.9843 $187.6503 +5.43% 103.04
2025-10-30 2025-11-06 $194.0727 $162.4654 -16.29% 86.26
2025-11-14 2025-11-21 $144.6022 $133.6111 -7.60% 79.70
2025-11-22 2025-11-29 $128.5723 $137.4006 +6.87% 85.18
2025-11-30 2025-12-07 $136.0233 $132.2606 -2.77% 82.82
2025-12-07 2025-12-14 $132.2606 $133.1703 +0.69% 83.39
2025-12-25 2026-01-01 $122.4602 $124.5211 +1.68% 84.79
2026-01-20 2026-01-27 $133.4132 $124.1865 -6.92% 78.93
2026-01-31 2026-02-07 $117.4775 $86.9776 -25.96% 58.44
2026-02-11 2026-02-18 $82.9768 $85.3436 +2.85% 60.10
2026-03-08 2026-03-15 $83.6230 $88.2240 +5.50% 63.41
2026-03-20 2026-03-27 $89.1381 $86.5600 -2.89% 61.58
2026-03-29 2026-04-05 $82.1077 $80.9065 -1.46% 60.68
2026-04-20 2026-04-27 $83.5092 $86.9373 +4.11% 63.17
2026-04-30 2026-05-07 $83.0356 $89.1654 +7.38% 67.83
2026-05-18 2026-05-25 $85.1828 $85.2230 +0.05% 67.86
2026-05-27 2026-06-03 $83.6675 $74.1390 -11.39% 60.13
2026-06-03 2026-06-10 $74.1390 $64.9238 -12.43% 52.66
2026-06-19 2026-06-26 $69.6488 $67.6320 -2.90% 51.13
2026-07-18 2026-07-25 $75.0020 $73.9078 -1.46% 50.39
2026-07-25 2026-08-01 $73.9078 $72.7950 -1.51% 49.63
2026-08-17 2026-08-24 $74.5477 $95.4076 +27.98% 63.52

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 Solana ยท Read the full methodology