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 Chainlink
28 historical signal(s) detected for Chainlink; 19 non-overlapping trade(s) taken at a 7-day hold (9 skipped because a position was already open).
Hypothetical growth of $100
2 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-23 | 2025-09-30 | $21.6716 | $21.7255 | +0.25% | 100.25 |
| 2025-10-08 | 2025-10-15 | $21.8340 | $19.1197 | -12.43% | 87.79 |
| 2025-10-16 | 2025-10-23 | $18.0588 | $17.2069 | -4.72% | 83.64 |
| 2025-10-31 | 2025-11-07 | $16.7905 | $14.7233 | -12.31% | 73.35 |
| 2025-11-12 | 2025-11-19 | $15.2975 | $13.7755 | -9.95% | 66.05 |
| 2025-11-22 | 2025-11-29 | $12.1179 | $13.1326 | +8.37% | 71.58 |
| 2025-12-02 | 2025-12-09 | $12.0759 | $13.7499 | +13.86% | 81.50 |
| 2025-12-18 | 2025-12-25 | $12.2552 | $12.2686 | +0.11% | 81.59 |
| 2026-01-26 | 2026-02-02 | $12.1012 | $9.9172 | -18.05% | 66.87 |
| 2026-02-06 | 2026-02-13 | $8.2126 | $9.3755 | +14.16% | 76.33 |
| 2026-02-23 | 2026-03-02 | $9.5031 | $9.4274 | -0.80% | 75.73 |
| 2026-03-09 | 2026-03-16 | $9.5326 | $10.2480 | +7.50% | 81.41 |
| 2026-03-21 | 2026-03-28 | $9.1218 | $8.5574 | -6.19% | 76.37 |
| 2026-03-28 | 2026-04-04 | $8.5574 | $8.6597 | +1.20% | 77.28 |
| 2026-04-09 | 2026-04-16 | $8.8512 | $9.2658 | +4.68% | 80.90 |
| 2026-06-03 | 2026-06-10 | $8.3646 | $7.8339 | -6.34% | 75.77 |
| 2026-07-28 | 2026-08-04 | $8.3723 | $8.1795 | -2.30% | 74.03 |
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 Chainlink · Read the full methodology