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 Bitcoin
4 historical signal(s) detected for Bitcoin; 4 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 |
|---|---|---|---|---|---|
| 2026-01-11 | 2026-01-18 | $90420.2980 | $94802.8817 | +4.85% | 104.85 |
| 2026-01-20 | 2026-01-27 | $92566.0128 | $88249.9014 | -4.66% | 99.96 |
| 2026-05-20 | 2026-05-27 | $76758.7316 | $75851.1041 | -1.18% | 98.78 |
| 2026-06-05 | 2026-06-12 | $63810.6592 | $63555.6618 | -0.40% | 98.38 |
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.