Historical rule simulator
Backtest: After 3 Consecutive Red Days
Simulates one mechanical rule — buy after 3 consecutive red days, hold a fixed number of days, then exit — 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 Zcash
19 historical signal(s) detected for Zcash; 18 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-20 | 2025-09-27 | $48.9116 | $56.1237 | +14.75% | 114.75 |
| 2025-10-15 | 2025-10-22 | $247.9710 | $263.2490 | +6.16% | 121.81 |
| 2025-11-23 | 2025-11-30 | $519.0073 | $460.0247 | -11.36% | 107.97 |
| 2025-12-03 | 2025-12-10 | $314.0455 | $433.1610 | +37.93% | 148.92 |
| 2025-12-24 | 2025-12-31 | $417.3590 | $527.9268 | +26.49% | 188.38 |
| 2026-01-09 | 2026-01-16 | $422.0000 | $413.3106 | -2.06% | 184.50 |
| 2026-01-18 | 2026-01-25 | $399.8364 | $358.8624 | -10.25% | 165.59 |
| 2026-01-31 | 2026-02-07 | $340.0890 | $240.1038 | -29.40% | 116.91 |
| 2026-02-21 | 2026-02-28 | $258.0195 | $218.5859 | -15.28% | 99.04 |
| 2026-03-08 | 2026-03-15 | $197.1186 | $212.3095 | +7.71% | 106.67 |
| 2026-03-20 | 2026-03-27 | $234.5005 | $221.4807 | -5.55% | 100.75 |
| 2026-03-28 | 2026-04-04 | $215.6057 | $234.2436 | +8.64% | 109.46 |
| 2026-04-17 | 2026-04-24 | $341.0786 | $342.7197 | +0.48% | 109.99 |
| 2026-05-12 | 2026-05-19 | $556.1287 | $563.1102 | +1.26% | 111.37 |
| 2026-05-28 | 2026-06-04 | $541.2592 | $620.9294 | +14.72% | 127.76 |
| 2026-06-07 | 2026-06-14 | $362.1606 | $420.3855 | +16.08% | 148.30 |
| 2026-06-19 | 2026-06-26 | $455.5548 | $416.3724 | -8.60% | 135.54 |
| 2026-07-22 | 2026-07-29 | $532.2180 | $465.4415 | -12.55% | 118.54 |
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.