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 BNB
5 historical signal(s) detected for BNB; 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 |
|---|---|---|---|---|---|
| 2025-10-18 | 2025-10-25 | $1071.9863 | $1108.5043 | +3.41% | 103.41 |
| 2025-11-15 | 2025-11-22 | $915.9157 | $830.0518 | -9.37% | 93.71 |
| 2026-02-12 | 2026-02-19 | $608.4290 | $604.1151 | -0.71% | 93.05 |
| 2026-05-20 | 2026-05-27 | $639.4079 | $655.7801 | +2.56% | 95.43 |
| 2026-06-05 | 2026-06-12 | $603.8315 | $605.0188 | +0.20% | 95.62 |
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.