Historical rule simulator

Backtest: After a 5% One-Day Drop

Simulates one mechanical rule โ€” buy after a 5% one-day drop, 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 Avalanche

22 historical signal(s) detected for Avalanche; 14 non-overlapping trade(s) taken at a 7-day hold (8 skipped because a position was already open).

Completed trades14
Win rate42.9%
Average return / trade-4.42%
Compounded total return-50.62%
Max drawdown-55.21%
Buy & hold, same period-77.71%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-26 2025-10-03 $28.8504 $30.9735 +7.36% 107.36
2025-10-08 2025-10-15 $27.9411 $22.7524 -18.57% 87.42
2025-10-31 2025-11-07 $18.1215 $16.1013 -11.15% 77.68
2025-11-12 2025-11-19 $17.0051 $14.5614 -14.37% 66.51
2025-12-02 2025-12-09 $12.7512 $13.6405 +6.97% 71.15
2026-01-16 2026-01-23 $13.8327 $12.2528 -11.42% 63.03
2026-01-26 2026-02-02 $11.5270 $9.9718 -13.49% 54.52
2026-02-06 2026-02-13 $8.3277 $8.9723 +7.74% 58.74
2026-02-23 2026-03-02 $8.5389 $9.0794 +6.33% 62.46
2026-03-19 2026-03-26 $9.7177 $9.7527 +0.36% 62.69
2026-03-27 2026-04-03 $9.1473 $8.7535 -4.30% 59.99
2026-06-03 2026-06-10 $8.1696 $6.6353 -18.78% 48.72
2026-06-19 2026-06-26 $6.3106 $6.2279 -1.31% 48.08
2026-07-24 2026-07-31 $6.2625 $6.4310 +2.69% 49.38

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 Avalanche ยท Read the full methodology