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 Ethereum
18 historical signal(s) detected for Ethereum; 14 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 | $4201.8900 | $4214.4983 | +0.30% | 100.30 |
| 2025-10-08 | 2025-10-15 | $4453.7813 | $4126.2354 | -7.35% | 92.92 |
| 2025-11-04 | 2025-11-11 | $3600.3638 | $3566.0499 | -0.95% | 92.04 |
| 2025-11-14 | 2025-11-21 | $3223.1758 | $2832.5308 | -12.12% | 80.88 |
| 2025-11-21 | 2025-11-28 | $2832.5308 | $3014.8198 | +6.44% | 86.09 |
| 2025-12-02 | 2025-12-09 | $2796.7339 | $3123.8053 | +11.69% | 96.16 |
| 2026-01-21 | 2026-01-28 | $2941.8833 | $3020.0157 | +2.66% | 98.71 |
| 2026-01-30 | 2026-02-06 | $2822.6338 | $1823.8053 | -35.39% | 63.78 |
| 2026-02-06 | 2026-02-13 | $1823.8053 | $1947.8399 | +6.80% | 68.12 |
| 2026-02-16 | 2026-02-23 | $1967.5499 | $1886.4504 | -4.12% | 65.31 |
| 2026-02-23 | 2026-03-02 | $1886.4504 | $1939.7957 | +2.83% | 67.16 |
| 2026-03-19 | 2026-03-26 | $2203.1349 | $2172.4163 | -1.39% | 66.22 |
| 2026-03-27 | 2026-04-03 | $2059.5891 | $2052.3362 | -0.35% | 65.99 |
| 2026-06-03 | 2026-06-10 | $1858.3640 | $1638.7504 | -11.82% | 58.19 |
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 Ethereum · Read the full methodology