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 Solana
7 historical signal(s) detected for Solana; 7 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 | $193.4110 | $234.7840 | +21.39% | 121.39 |
| 2025-12-02 | 2025-12-09 | $126.6739 | $133.2287 | +5.17% | 127.67 |
| 2026-02-02 | 2026-02-09 | $100.8811 | $87.2358 | -13.53% | 110.40 |
| 2026-02-13 | 2026-02-20 | $78.6297 | $82.6526 | +5.12% | 116.05 |
| 2026-05-29 | 2026-06-05 | $82.0439 | $68.8109 | -16.13% | 97.33 |
| 2026-06-05 | 2026-06-12 | $68.8109 | $66.8166 | -2.90% | 94.51 |
| 2026-06-26 | 2026-07-03 | $67.6320 | $80.6197 | +19.20% | 112.66 |
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.