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 Stellar
7 historical signal(s) detected for Stellar; 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 |
|---|---|---|---|---|---|
| 2025-09-24 | 2025-10-01 | $0.3648 | $0.3642 | -0.18% | 99.82 |
| 2025-12-15 | 2025-12-22 | $0.2294 | $0.2165 | -5.66% | 94.17 |
| 2026-01-11 | 2026-01-18 | $0.2261 | $0.2305 | +1.91% | 95.97 |
| 2026-02-12 | 2026-02-19 | $0.1551 | $0.1614 | +4.09% | 99.90 |
| 2026-02-20 | 2026-02-27 | $0.1591 | $0.1625 | +2.12% | 102.02 |
| 2026-05-20 | 2026-05-27 | $0.1434 | $0.1474 | +2.84% | 104.92 |
| 2026-06-24 | 2026-07-01 | $0.1950 | $0.1885 | -3.32% | 101.43 |
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.