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 XRP

28 historical signal(s) detected for XRP; 25 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades25
Win rate28.0%
Average return / trade-2.98%
Compounded total return-55.23%
Max drawdown-55.23%
Buy & hold, same period-54.67%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-21 2025-09-28 $2.9790 $2.8061 -5.80% 94.20
2025-10-17 2025-10-24 $2.3271 $2.3947 +2.91% 96.93
2025-10-30 2025-11-06 $2.5501 $2.3425 -8.14% 89.04
2025-11-14 2025-11-21 $2.3191 $1.9994 -13.78% 76.77
2025-11-22 2025-11-29 $1.9495 $2.1800 +11.82% 85.85
2025-12-07 2025-12-14 $2.0316 $2.0230 -0.42% 85.48
2025-12-24 2025-12-31 $1.8727 $1.8749 +0.12% 85.58
2026-01-09 2026-01-16 $2.1257 $2.0878 -1.78% 84.06
2026-01-17 2026-01-24 $2.0741 $1.9285 -7.02% 78.16
2026-01-31 2026-02-07 $1.7423 $1.4617 -16.10% 65.57
2026-02-13 2026-02-20 $1.3769 $1.4225 +3.31% 67.74
2026-02-20 2026-02-27 $1.4225 $1.4126 -0.69% 67.27
2026-03-20 2026-03-27 $1.4557 $1.3681 -6.01% 63.23
2026-03-27 2026-04-03 $1.3681 $1.3219 -3.38% 61.09
2026-04-05 2026-04-12 $1.3176 $1.3550 +2.84% 62.83
2026-04-30 2026-05-07 $1.3706 $1.4295 +4.30% 65.53
2026-05-18 2026-05-25 $1.4008 $1.3490 -3.70% 63.10
2026-05-27 2026-06-03 $1.3266 $1.2102 -8.77% 57.57
2026-06-03 2026-06-10 $1.2102 $1.1369 -6.06% 54.08
2026-06-19 2026-06-26 $1.1457 $1.0424 -9.01% 49.20
2026-06-26 2026-07-03 $1.0424 $1.0869 +4.27% 51.30
2026-07-08 2026-07-15 $1.1120 $1.1111 -0.08% 51.26
2026-07-25 2026-08-01 $1.0913 $1.0606 -2.81% 49.82
2026-08-06 2026-08-13 $1.0613 $1.0045 -5.34% 47.16
2026-08-27 2026-09-03 $1.4225 $1.3504 -5.07% 44.77

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.

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