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 Rain
26 historical signal(s) detected for Rain; 18 non-overlapping trade(s) taken at a 7-day hold (8 skipped because a position was already open).
Hypothetical growth of $100
1 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 |
|---|---|---|---|---|---|
| 2025-09-12 | 2025-09-19 | $0.0027 | $0.0024 | -9.18% | 90.82 |
| 2025-09-26 | 2025-10-03 | $0.0035 | $0.0042 | +19.39% | 108.42 |
| 2025-10-04 | 2025-10-11 | $0.0039 | $0.0034 | -12.20% | 95.20 |
| 2025-10-14 | 2025-10-21 | $0.0041 | $0.0034 | -17.51% | 78.53 |
| 2025-10-27 | 2025-11-03 | $0.0032 | $0.0035 | +11.93% | 87.90 |
| 2025-11-04 | 2025-11-11 | $0.0032 | $0.0034 | +4.58% | 91.92 |
| 2025-11-28 | 2025-12-05 | $0.0072 | $0.0078 | +8.79% | 100.01 |
| 2025-12-23 | 2025-12-30 | $0.0072 | $0.0080 | +11.50% | 111.51 |
| 2026-01-21 | 2026-01-28 | $0.0085 | $0.0100 | +18.18% | 131.78 |
| 2026-02-04 | 2026-02-11 | $0.0090 | $0.0101 | +12.19% | 147.85 |
| 2026-03-27 | 2026-04-03 | $0.0084 | $0.0079 | -5.41% | 139.85 |
| 2026-04-04 | 2026-04-11 | $0.0075 | $0.0082 | +9.84% | 153.61 |
| 2026-04-26 | 2026-05-03 | $0.0071 | $0.0077 | +8.54% | 166.73 |
| 2026-06-02 | 2026-06-09 | $0.0135 | $0.0133 | -1.77% | 163.78 |
| 2026-07-23 | 2026-07-30 | $0.0143 | $0.0138 | -3.98% | 157.26 |
| 2026-08-23 | 2026-08-30 | $0.0141 | $0.0176 | +25.28% | 197.02 |
| 2026-08-31 | 2026-09-07 | $0.0167 | $0.0167 | +0.28% | 197.57 |
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.