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 Cardano
10 historical signal(s) detected for Cardano; 10 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 |
|---|---|---|---|---|---|
| 2025-12-02 | 2025-12-09 | $0.3857 | $0.4322 | +12.04% | 112.04 |
| 2025-12-19 | 2025-12-26 | $0.3514 | $0.3432 | -2.35% | 109.42 |
| 2026-02-02 | 2026-02-09 | $0.2962 | $0.2969 | +0.21% | 109.65 |
| 2026-03-10 | 2026-03-17 | $0.2680 | $0.3005 | +12.13% | 122.95 |
| 2026-03-30 | 2026-04-06 | $0.2400 | $0.2549 | +6.23% | 130.61 |
| 2026-05-20 | 2026-05-27 | $0.2481 | $0.2399 | -3.30% | 126.29 |
| 2026-06-05 | 2026-06-12 | $0.1797 | $0.1703 | -5.19% | 119.74 |
| 2026-06-20 | 2026-06-27 | $0.1620 | $0.1482 | -8.50% | 109.56 |
| 2026-07-10 | 2026-07-17 | $0.1665 | $0.1607 | -3.46% | 105.77 |
| 2026-08-12 | 2026-08-19 | $0.1869 | $0.1744 | -6.71% | 98.68 |
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.