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 LEO Token
5 historical signal(s) detected for LEO Token; 3 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-07 | 2025-11-14 | $8.6747 | $9.1740 | +5.76% | 105.76 |
| 2025-12-18 | 2025-12-25 | $7.2240 | $8.1218 | +12.43% | 118.90 |
| 2026-02-06 | 2026-02-13 | $6.8176 | $8.3201 | +22.04% | 145.10 |
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 LEO Token · Read the full methodology