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 Sui
6 historical signal(s) detected for Sui; 6 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 |
|---|---|---|---|---|---|
| 2026-02-01 | 2026-02-08 | $1.1701 | $1.0248 | -12.42% | 87.58 |
| 2026-02-12 | 2026-02-19 | $0.9252 | $0.9605 | +3.82% | 90.93 |
| 2026-05-16 | 2026-05-23 | $1.0989 | $1.0456 | -4.85% | 86.52 |
| 2026-06-22 | 2026-06-29 | $0.6929 | $0.6803 | -1.82% | 84.94 |
| 2026-07-09 | 2026-07-16 | $0.7106 | $0.7548 | +6.22% | 90.22 |
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.