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).

Completed trades17
Win rate64.7%
Average return / trade+4.73%
Compounded total return+97.57%
Max drawdown-27.57%
Buy & hold, same period+527.70%

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 dateExit dateEntry priceExit priceTrade returnEquity 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.

View the full study for Rain ยท Read the full methodology