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 XRP

15 historical signal(s) detected for XRP; 12 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades11
Win rate45.5%
Average return / trade+1.34%
Compounded total return+11.63%
Max drawdown-14.11%
Buy & hold, same period-58.65%

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 $2.7493 $3.0389 +10.53% 110.53
2025-10-11 2025-10-18 $2.3701 $2.2959 -3.13% 107.08
2025-11-04 2025-11-11 $2.3085 $2.5258 +9.41% 117.16
2025-11-12 2025-11-19 $2.3904 $2.2160 -7.30% 108.60
2025-11-21 2025-11-28 $1.9994 $2.1997 +10.02% 119.48
2025-12-02 2025-12-09 $2.0286 $2.0727 +2.17% 122.08
2026-01-08 2026-01-15 $2.1650 $2.1421 -1.05% 120.79
2026-01-26 2026-02-02 $1.8428 $1.5997 -13.19% 104.86
2026-02-06 2026-02-13 $1.2133 $1.3769 +13.48% 118.99
2026-02-23 2026-03-02 $1.3640 $1.3623 -0.13% 118.84
2026-06-03 2026-06-10 $1.2102 $1.1369 -6.06% 111.63

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 XRP ยท Read the full methodology