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).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity 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.