Historical rule simulator
Backtest: After 5 Consecutive Red Days
Simulates one mechanical rule — buy after 5 consecutive red days, 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 Avalanche
6 historical signal(s) detected for Avalanche; 6 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-12-19 | 2025-12-26 | $11.4362 | $12.0786 | +5.62% | 105.62 |
| 2026-01-12 | 2026-01-19 | $13.7275 | $12.7486 | -7.13% | 98.09 |
| 2026-02-02 | 2026-02-09 | $9.9718 | $9.1692 | -8.05% | 90.19 |
| 2026-02-12 | 2026-02-19 | $8.7019 | $8.9387 | +2.72% | 92.64 |
| 2026-05-02 | 2026-05-09 | $9.0862 | $9.9079 | +9.04% | 101.02 |
| 2026-06-06 | 2026-06-13 | $6.7209 | $6.5676 | -2.28% | 98.72 |
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 Avalanche · Read the full methodology