Historical rule simulator
Backtest: After a 5% One-Day Drop
Simulates one mechanical rule — buy after a 5% one-day drop, hold a fixed number of days, then exit — 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 Sui
32 historical signal(s) detected for Sui; 21 non-overlapping trade(s) taken at a 7-day hold (11 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 |
|---|---|---|---|---|---|
| 2025-09-20 | 2025-09-27 | $3.6395 | $3.2198 | -11.53% | 88.47 |
| 2025-10-11 | 2025-10-18 | $2.6108 | $2.4397 | -6.55% | 82.67 |
| 2025-10-31 | 2025-11-07 | $2.2915 | $1.9667 | -14.18% | 70.95 |
| 2025-11-12 | 2025-11-19 | $2.0091 | $1.6671 | -17.02% | 58.87 |
| 2025-11-21 | 2025-11-28 | $1.4962 | $1.5432 | +3.14% | 60.72 |
| 2025-12-02 | 2025-12-09 | $1.3458 | $1.6112 | +19.72% | 72.70 |
| 2025-12-16 | 2025-12-23 | $1.4695 | $1.4602 | -0.63% | 72.24 |
| 2026-01-19 | 2026-01-26 | $1.6552 | $1.4198 | -14.22% | 61.97 |
| 2026-01-26 | 2026-02-02 | $1.4198 | $1.1253 | -20.75% | 49.11 |
| 2026-02-06 | 2026-02-13 | $0.9010 | $0.9521 | +5.66% | 51.89 |
| 2026-02-23 | 2026-03-02 | $0.9132 | $0.9178 | +0.51% | 52.16 |
| 2026-03-07 | 2026-03-14 | $0.9284 | $1.0125 | +9.06% | 56.88 |
| 2026-03-19 | 2026-03-26 | $1.0077 | $1.0025 | -0.51% | 56.59 |
| 2026-03-27 | 2026-04-03 | $0.9523 | $0.8625 | -9.43% | 51.26 |
| 2026-04-09 | 2026-04-16 | $0.9141 | $0.9608 | +5.11% | 53.88 |
| 2026-05-16 | 2026-05-23 | $1.0989 | $1.0456 | -4.85% | 51.26 |
| 2026-05-23 | 2026-05-30 | $1.0456 | $0.9045 | -13.50% | 44.34 |
| 2026-06-03 | 2026-06-10 | $0.8069 | $0.7490 | -7.18% | 41.16 |
| 2026-07-28 | 2026-08-04 | $0.6804 | $0.6905 | +1.49% | 41.77 |
| 2026-08-25 | 2026-09-01 | $0.7990 | $0.7265 | -9.08% | 37.98 |
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.