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 Stellar

29 historical signal(s) detected for Stellar; 23 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades22
Win rate18.2%
Average return / trade-2.64%
Compounded total return-49.58%
Max drawdown-60.54%
Buy & hold, same period-47.46%

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
2025-09-22 2025-09-29 $0.3800 $0.3676 -3.25% 96.75
2025-10-17 2025-10-24 $0.3120 $0.3115 -0.18% 96.58
2025-10-30 2025-11-06 $0.3159 $0.2801 -11.33% 85.64
2025-11-14 2025-11-21 $0.2681 $0.2368 -11.69% 75.63
2025-11-22 2025-11-29 $0.2316 $0.2535 +9.44% 82.77
2025-12-07 2025-12-14 $0.2395 $0.2379 -0.67% 82.22
2025-12-26 2026-01-02 $0.2098 $0.2086 -0.57% 81.75
2026-01-09 2026-01-16 $0.2303 $0.2283 -0.85% 81.05
2026-01-17 2026-01-24 $0.2261 $0.2122 -6.13% 76.09
2026-02-06 2026-02-13 $0.1649 $0.1566 -5.04% 72.25
2026-02-18 2026-02-25 $0.1662 $0.1498 -9.84% 65.14
2026-03-08 2026-03-15 $0.1503 $0.1665 +10.77% 72.16
2026-03-20 2026-03-27 $0.1654 $0.1739 +5.14% 75.87
2026-04-05 2026-04-12 $0.1619 $0.1536 -5.11% 71.99
2026-04-25 2026-05-02 $0.1731 $0.1596 -7.83% 66.35
2026-05-14 2026-05-21 $0.1589 $0.1437 -9.58% 60.00
2026-06-04 2026-06-11 $0.2089 $0.1827 -12.54% 52.47
2026-06-22 2026-06-29 $0.2097 $0.1726 -17.71% 43.18
2026-07-08 2026-07-15 $0.1887 $0.1844 -2.28% 42.19
2026-07-25 2026-08-01 $0.1778 $0.1720 -3.25% 40.82
2026-08-06 2026-08-13 $0.1648 $0.1594 -3.32% 39.46
2026-08-17 2026-08-24 $0.1563 $0.1996 +27.77% 50.42

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 Stellar ยท Read the full methodology