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 LEO Token
6 historical signal(s) detected for LEO Token; 5 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-12-15 | 2025-12-22 | $9.2162 | $8.1029 | -12.08% | 87.92 |
| 2026-03-09 | 2026-03-16 | $8.9694 | $9.0502 | +0.90% | 88.71 |
| 2026-04-16 | 2026-04-23 | $9.7582 | $10.1536 | +4.05% | 92.31 |
| 2026-06-20 | 2026-06-27 | $9.5213 | $9.2707 | -2.63% | 89.88 |
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 LEO Token · Read the full methodology