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 Stellar

22 historical signal(s) detected for Stellar; 16 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades15
Win rate33.3%
Average return / trade-3.26%
Compounded total return-43.73%
Max drawdown-51.59%
Buy & hold, same period-50.01%

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
2025-09-26 2025-10-03 $0.3515 $0.4085 +16.23% 116.23
2025-10-08 2025-10-15 $0.3842 $0.3375 -12.14% 102.12
2025-10-31 2025-11-07 $0.2984 $0.2695 -9.70% 92.21
2025-11-12 2025-11-19 $0.2815 $0.2559 -9.11% 83.81
2025-12-02 2025-12-09 $0.2340 $0.2408 +2.91% 86.25
2026-01-15 2026-01-22 $0.2370 $0.2131 -10.09% 77.55
2026-01-30 2026-02-06 $0.1992 $0.1649 -17.18% 64.23
2026-02-08 2026-02-15 $0.1618 $0.1744 +7.80% 69.23
2026-02-23 2026-03-02 $0.1508 $0.1544 +2.40% 70.90
2026-05-31 2026-06-07 $0.2299 $0.2124 -7.63% 65.49
2026-06-10 2026-06-17 $0.1923 $0.2165 +12.59% 73.73
2026-06-20 2026-06-27 $0.2180 $0.1775 -18.59% 60.02
2026-07-08 2026-07-15 $0.1887 $0.1844 -2.28% 58.65
2026-07-28 2026-08-04 $0.1718 $0.1712 -0.37% 58.44
2026-08-26 2026-09-02 $0.1825 $0.1757 -3.71% 56.27

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 Stellar ยท Read the full methodology