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 TRON

19 historical signal(s) detected for TRON; 18 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).

Completed trades17
Win rate52.9%
Average return / trade-0.31%
Compounded total return-5.84%
Max drawdown-12.25%
Buy & hold, same period-2.96%

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
2025-09-16 2025-09-23 $0.3447 $0.3401 -1.35% 98.65
2025-09-24 2025-10-01 $0.3361 $0.3335 -0.76% 97.90
2025-10-12 2025-10-19 $0.3146 $0.3131 -0.47% 97.43
2025-10-26 2025-11-02 $0.2971 $0.2974 +0.10% 97.53
2025-11-15 2025-11-22 $0.2925 $0.2764 -5.51% 92.15
2025-12-25 2026-01-01 $0.2802 $0.2844 +1.50% 93.53
2026-01-21 2026-01-28 $0.2969 $0.2943 -0.90% 92.69
2026-02-01 2026-02-08 $0.2862 $0.2781 -2.85% 90.05
2026-03-02 2026-03-09 $0.2809 $0.2894 +3.05% 92.80
2026-03-25 2026-04-01 $0.3061 $0.3132 +2.29% 94.93
2026-04-25 2026-05-02 $0.3234 $0.3269 +1.09% 95.97
2026-05-30 2026-06-06 $0.3440 $0.3201 -6.94% 89.31
2026-06-11 2026-06-18 $0.3209 $0.3215 +0.19% 89.48
2026-06-26 2026-07-03 $0.3235 $0.3173 -1.93% 87.75
2026-07-18 2026-07-25 $0.3226 $0.3306 +2.50% 89.94
2026-08-16 2026-08-23 $0.3310 $0.3443 +4.02% 93.56
2026-09-01 2026-09-08 $0.3324 $0.3345 +0.64% 94.16

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 TRON ยท Read the full methodology