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 Litecoin
4 historical signal(s) detected for Litecoin; 4 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 | $77.5498 | $83.9031 | +8.19% | 108.19 |
| 2025-12-15 | 2025-12-22 | $78.9962 | $76.8239 | -2.75% | 105.22 |
| 2026-02-02 | 2026-02-09 | $58.5279 | $54.5201 | -6.85% | 98.01 |
| 2026-02-20 | 2026-02-27 | $52.6980 | $55.6584 | +5.62% | 103.52 |
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 Litecoin · Read the full methodology