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 Rain
7 historical signal(s) detected for Rain; 7 non-overlapping trade(s) taken at a 7-day hold (0 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 |
|---|---|---|---|---|---|
| 2025-10-18 | 2025-10-25 | $0.0036 | $0.0033 | -8.23% | 91.77 |
| 2025-11-15 | 2025-11-22 | $0.0033 | $0.0036 | +10.74% | 101.63 |
| 2025-11-30 | 2025-12-07 | $0.0069 | $0.0075 | +9.25% | 111.03 |
| 2026-01-21 | 2026-01-28 | $0.0085 | $0.0100 | +18.18% | 131.21 |
| 2026-05-07 | 2026-05-14 | $0.0072 | $0.0075 | +4.27% | 136.81 |
| 2026-07-05 | 2026-07-12 | $0.0154 | $0.0145 | -5.75% | 128.95 |
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.