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 XRP
9 historical signal(s) detected for XRP; 9 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 |
|---|---|---|---|---|---|
| 2025-09-23 | 2025-09-30 | $2.8531 | $2.8804 | +0.96% | 100.96 |
| 2025-11-16 | 2025-11-23 | $2.2301 | $1.9493 | -12.59% | 88.25 |
| 2025-12-26 | 2026-01-02 | $1.8322 | $1.8802 | +2.62% | 90.56 |
| 2026-01-19 | 2026-01-26 | $1.9624 | $1.8428 | -6.09% | 85.05 |
| 2026-02-02 | 2026-02-09 | $1.5997 | $1.4412 | -9.91% | 76.62 |
| 2026-03-22 | 2026-03-29 | $1.4130 | $1.3343 | -5.57% | 72.35 |
| 2026-05-20 | 2026-05-27 | $1.3587 | $1.3266 | -2.36% | 70.64 |
| 2026-06-05 | 2026-06-12 | $1.1677 | $1.1411 | -2.27% | 69.04 |
| 2026-08-08 | 2026-08-15 | $1.0206 | $0.9986 | -2.15% | 67.55 |
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.