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 Chainlink
5 historical signal(s) detected for Chainlink; 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 | $21.5344 | $21.3143 | -1.02% | 98.98 |
| 2025-12-02 | 2025-12-09 | $12.0759 | $13.7499 | +13.86% | 112.70 |
| 2026-02-02 | 2026-02-09 | $9.9172 | $9.7767 | -1.42% | 111.10 |
| 2026-05-02 | 2026-05-09 | $9.0944 | $10.3480 | +13.78% | 126.42 |
| 2026-06-05 | 2026-06-12 | $8.0063 | $7.8771 | -1.61% | 124.38 |
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.
View the full study for Chainlink · Read the full methodology