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 Dogecoin

21 historical signal(s) detected for Dogecoin; 15 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades15
Win rate40.0%
Average return / trade-4.32%
Compounded total return-51.68%
Max drawdown-52.63%
Buy & hold, same period-70.76%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-23 2025-09-30 $0.2413 $0.2350 -2.61% 97.39
2025-10-08 2025-10-15 $0.2473 $0.2045 -17.30% 80.54
2025-10-31 2025-11-07 $0.1827 $0.1615 -11.60% 71.19
2025-11-12 2025-11-19 $0.1721 $0.1616 -6.08% 66.87
2025-11-22 2025-11-29 $0.1402 $0.1503 +7.18% 71.67
2025-12-02 2025-12-09 $0.1355 $0.1426 +5.22% 75.41
2026-01-19 2026-01-26 $0.1284 $0.1198 -6.68% 70.38
2026-01-30 2026-02-06 $0.1178 $0.0887 -24.70% 53.00
2026-02-06 2026-02-13 $0.0887 $0.0939 +5.84% 56.09
2026-02-16 2026-02-23 $0.1029 $0.0938 -8.88% 51.11
2026-02-23 2026-03-02 $0.0938 $0.0926 -1.26% 50.47
2026-03-06 2026-03-13 $0.0940 $0.0952 +1.31% 51.13
2026-03-19 2026-03-26 $0.0956 $0.0967 +1.24% 51.77
2026-06-03 2026-06-10 $0.0926 $0.0847 -8.50% 47.37
2026-07-24 2026-07-31 $0.0692 $0.0706 +2.02% 48.32

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 Dogecoin ยท Read the full methodology