Historical rule simulator
Backtest: After a 5% One-Day Drop
Simulates one mechanical rule — buy after a 5% one-day drop, 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 BNB
12 historical signal(s) detected for BNB; 8 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-23 | 2025-09-30 | $992.9536 | $1031.1492 | +3.85% | 103.85 |
| 2025-10-11 | 2025-10-18 | $1104.4953 | $1071.9863 | -2.94% | 100.79 |
| 2025-10-18 | 2025-10-25 | $1071.9863 | $1108.5043 | +3.41% | 104.22 |
| 2025-11-04 | 2025-11-11 | $992.6566 | $991.9074 | -0.08% | 104.14 |
| 2025-12-02 | 2025-12-09 | $826.1811 | $897.2955 | +8.61% | 113.11 |
| 2026-02-01 | 2026-02-08 | $779.6856 | $646.8126 | -17.04% | 93.83 |
| 2026-02-23 | 2026-03-02 | $589.4688 | $618.6937 | +4.96% | 98.49 |
| 2026-06-03 | 2026-06-10 | $650.2436 | $593.0656 | -8.79% | 89.83 |
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.