Historical rule simulator
Backtest: After 7 Consecutive Red Days
Simulates one mechanical rule — buy after 7 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
3 historical signal(s) detected for Stellar; 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 |
|---|---|---|---|---|---|
| 2025-12-17 | 2025-12-24 | $0.2195 | $0.2171 | -1.09% | 98.91 |
| 2026-01-13 | 2026-01-20 | $0.2193 | $0.2156 | -1.67% | 97.26 |
| 2026-06-26 | 2026-07-03 | $0.1789 | $0.1990 | +11.25% | 108.20 |
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.