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 Ethereum
6 historical signal(s) detected for Ethereum; 6 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 |
|---|---|---|---|---|---|
| 2025-09-26 | 2025-10-03 | $3896.0630 | $4484.1804 | +15.10% | 115.10 |
| 2025-11-15 | 2025-11-22 | $3118.7143 | $2763.8974 | -11.38% | 102.00 |
| 2025-12-19 | 2025-12-26 | $2826.6732 | $2901.6808 | +2.65% | 104.71 |
| 2026-02-02 | 2026-02-09 | $2264.3454 | $2092.4275 | -7.59% | 96.76 |
| 2026-05-20 | 2026-05-27 | $2109.3421 | $2072.3492 | -1.75% | 95.06 |
| 2026-06-05 | 2026-06-12 | $1769.0317 | $1671.8690 | -5.49% | 89.84 |
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 Ethereum · Read the full methodology