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 Dogecoin
8 historical signal(s) detected for Dogecoin; 8 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 | $0.1355 | $0.1426 | +5.22% | 105.22 |
| 2026-01-11 | 2026-01-18 | $0.1403 | $0.1378 | -1.77% | 103.36 |
| 2026-01-19 | 2026-01-26 | $0.1284 | $0.1198 | -6.68% | 96.46 |
| 2026-02-20 | 2026-02-27 | $0.0991 | $0.0977 | -1.39% | 95.12 |
| 2026-03-22 | 2026-03-29 | $0.0916 | $0.0909 | -0.77% | 94.39 |
| 2026-05-20 | 2026-05-27 | $0.1029 | $0.1009 | -1.87% | 92.62 |
| 2026-05-29 | 2026-06-05 | $0.0995 | $0.0885 | -11.05% | 82.39 |
| 2026-06-20 | 2026-06-27 | $0.0834 | $0.0757 | -9.30% | 74.72 |
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 Dogecoin · Read the full methodology