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 XRP
2 historical signal(s) detected for XRP; 2 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 |
|---|---|---|---|---|---|
| 2025-11-18 | 2025-11-25 | $2.1613 | $2.2261 | +3.00% | 103.00 |
| 2026-06-07 | 2026-06-14 | $1.0930 | $1.1502 | +5.24% | 108.39 |
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.