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 Litecoin

17 historical signal(s) detected for Litecoin; 11 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades11
Win rate27.3%
Average return / trade-3.30%
Compounded total return-32.20%
Max drawdown-32.88%
Buy & hold, same period-60.39%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-23 2025-09-30 $105.7743 $106.8529 +1.02% 101.02
2025-10-11 2025-10-18 $96.8838 $90.1182 -6.98% 93.97
2025-10-31 2025-11-07 $93.2848 $86.9684 -6.77% 87.60
2025-11-11 2025-11-18 $104.3072 $91.1723 -12.59% 76.57
2025-11-21 2025-11-28 $87.2307 $86.6029 -0.72% 76.02
2025-12-02 2025-12-09 $77.5498 $83.9031 +8.19% 82.25
2026-01-16 2026-01-23 $72.3009 $68.2044 -5.67% 77.59
2026-02-01 2026-02-08 $59.4259 $55.1797 -7.15% 72.04
2026-02-23 2026-03-02 $51.6321 $53.2577 +3.15% 74.31
2026-06-03 2026-06-10 $46.8740 $42.9952 -8.27% 68.16
2026-06-24 2026-07-01 $42.1222 $41.8996 -0.53% 67.80

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 Litecoin ยท Read the full methodology