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 Hyperliquid
6 historical signal(s) detected for Hyperliquid; 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 |
|---|---|---|---|---|---|
| 2025-09-24 | 2025-10-01 | $44.6392 | $45.2580 | +1.39% | 101.39 |
| 2025-10-08 | 2025-10-15 | $45.1514 | $39.5061 | -12.50% | 88.71 |
| 2025-11-04 | 2025-11-11 | $40.1118 | $41.5397 | +3.56% | 91.87 |
| 2025-12-09 | 2025-12-16 | $29.4728 | $27.5795 | -6.42% | 85.97 |
| 2025-12-19 | 2025-12-26 | $22.5310 | $24.3823 | +8.22% | 93.03 |
| 2026-04-03 | 2026-04-10 | $35.2393 | $39.5039 | +12.10% | 104.29 |
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 Hyperliquid · Read the full methodology