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 Cash
5 historical signal(s) detected for Bitcoin Cash; 5 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 |
|---|---|---|---|---|---|
| 2025-09-24 | 2025-10-01 | $556.8667 | $560.0697 | +0.58% | 100.58 |
| 2025-10-19 | 2025-10-26 | $468.5359 | $508.5859 | +8.55% | 109.17 |
| 2025-12-25 | 2026-01-01 | $568.2603 | $599.3461 | +5.47% | 115.14 |
| 2026-04-06 | 2026-04-13 | $431.3714 | $422.3674 | -2.09% | 112.74 |
| 2026-05-20 | 2026-05-27 | $370.2146 | $343.7626 | -7.15% | 104.69 |
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 Bitcoin Cash · Read the full methodology