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 Solana

20 historical signal(s) detected for Solana; 13 non-overlapping trade(s) taken at a 7-day hold (7 skipped because a position was already open).

Completed trades12
Win rate33.3%
Average return / trade-5.82%
Compounded total return-53.04%
Max drawdown-53.04%
Buy & hold, same period-70.55%

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
2025-09-23 2025-09-30 $220.4557 $212.9237 -3.42% 96.58
2025-10-08 2025-10-15 $220.3896 $202.5850 -8.08% 88.78
2025-11-04 2025-11-11 $165.8882 $167.3829 +0.90% 89.58
2025-11-12 2025-11-19 $154.6564 $140.6209 -9.08% 81.45
2025-12-02 2025-12-09 $126.6739 $133.2287 +5.17% 85.67
2026-01-19 2026-01-26 $135.5033 $118.6620 -12.43% 75.02
2026-01-26 2026-02-02 $118.6620 $100.8811 -14.98% 63.78
2026-02-04 2026-02-11 $97.6309 $82.9768 -15.01% 54.20
2026-02-23 2026-03-02 $78.7499 $83.7399 +6.34% 57.64
2026-03-19 2026-03-26 $90.1155 $91.7964 +1.87% 58.71
2026-03-27 2026-04-03 $86.5600 $79.0495 -8.68% 53.62
2026-06-03 2026-06-10 $74.1390 $64.9238 -12.43% 46.96

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 Solana ยท Read the full methodology