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 Zcash
4 historical signal(s) detected for Zcash; 4 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 |
|---|---|---|---|---|---|
| 2025-10-17 | 2025-10-24 | $204.5334 | $243.1103 | +18.86% | 118.86 |
| 2026-01-11 | 2026-01-18 | $373.8885 | $399.8364 | +6.94% | 127.11 |
| 2026-04-19 | 2026-04-26 | $323.2368 | $358.8737 | +11.03% | 141.12 |
| 2026-07-24 | 2026-07-31 | $504.2249 | $469.9643 | -6.79% | 131.53 |
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.