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 WhiteBIT Coin
3 historical signal(s) detected for WhiteBIT Coin; 3 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 |
|---|---|---|---|---|---|
| 2026-05-20 | 2026-05-27 | $56.5599 | $55.7768 | -1.38% | 98.62 |
| 2026-06-05 | 2026-06-12 | $45.7253 | $51.7840 | +13.25% | 111.68 |
| 2026-08-14 | 2026-08-21 | $54.9227 | $60.9277 | +10.93% | 123.89 |
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 WhiteBIT Coin · Read the full methodology