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 Zcash

55 historical signal(s) detected for Zcash; 29 non-overlapping trade(s) taken at a 7-day hold (26 skipped because a position was already open).

Completed trades29
Win rate55.2%
Average return / trade+5.48%
Compounded total return+151.75%
Max drawdown-67.88%
Buy & hold, same period+2295.39%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-23 2025-09-30 $48.5804 $72.2868 +48.80% 148.80
2025-10-07 2025-10-14 $157.1173 $249.7604 +58.96% 236.54
2025-10-16 2025-10-23 $229.8183 $238.4702 +3.76% 245.44
2025-10-23 2025-10-30 $238.4702 $350.5504 +47.00% 360.80
2025-11-09 2025-11-16 $597.2850 $666.1985 +11.54% 402.43
2025-11-18 2025-11-25 $613.6129 $519.0731 -15.41% 340.42
2025-11-25 2025-12-02 $519.0731 $344.9288 -33.55% 226.21
2025-12-07 2025-12-14 $341.6951 $442.9134 +29.62% 293.22
2025-12-15 2025-12-22 $404.3998 $441.5361 +9.18% 320.15
2026-01-03 2026-01-10 $488.5545 $417.4310 -14.56% 273.54
2026-01-11 2026-01-18 $373.8885 $399.8364 +6.94% 292.53
2026-01-19 2026-01-26 $365.7611 $328.0067 -10.32% 262.33
2026-01-26 2026-02-02 $328.0067 $305.2245 -6.95% 244.11
2026-02-04 2026-02-11 $270.7563 $233.8415 -13.63% 210.83
2026-02-16 2026-02-23 $297.2224 $232.0731 -21.92% 164.62
2026-02-23 2026-03-02 $232.0731 $213.2087 -8.13% 151.24
2026-03-06 2026-03-13 $226.0633 $207.4544 -8.23% 138.79
2026-03-19 2026-03-26 $248.5112 $231.4329 -6.87% 129.25
2026-04-20 2026-04-27 $301.4359 $355.1408 +17.82% 152.28
2026-04-29 2026-05-06 $335.9292 $516.8631 +53.86% 234.29
2026-05-12 2026-05-19 $556.1287 $563.1102 +1.26% 237.23
2026-05-23 2026-05-30 $582.5787 $529.3962 -9.13% 215.58
2026-06-05 2026-06-12 $459.1723 $427.9931 -6.79% 200.94
2026-06-18 2026-06-25 $476.8604 $415.8494 -12.79% 175.23
2026-06-28 2026-07-05 $395.0296 $463.0409 +17.22% 205.40
2026-07-14 2026-07-21 $495.4195 $542.4718 +9.50% 224.91
2026-07-28 2026-08-04 $476.3157 $483.0169 +1.41% 228.07
2026-08-26 2026-09-02 $768.0146 $829.8595 +8.05% 246.44
2026-09-08 2026-09-15 $1139.1361 $1163.6923 +2.16% 251.75

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.

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