Historical rule simulator
Backtest: After a 10% One-Day Rise
Simulates one mechanical rule — buy after a 10% one-day rise, 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 Avalanche
6 historical signal(s) detected for Avalanche; 6 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 |
|---|---|---|---|---|---|
| 2025-09-11 | 2025-09-18 | $29.4520 | $31.8110 | +8.01% | 108.01 |
| 2025-09-19 | 2025-09-26 | $35.2323 | $28.8504 | -18.11% | 88.45 |
| 2025-11-08 | 2025-11-15 | $17.7863 | $15.1362 | -14.90% | 75.27 |
| 2026-01-02 | 2026-01-09 | $13.6475 | $13.8820 | +1.72% | 76.56 |
| 2026-02-07 | 2026-02-14 | $9.2696 | $9.2211 | -0.52% | 76.16 |
| 2026-02-26 | 2026-03-05 | $9.5407 | $9.5327 | -0.08% | 76.10 |
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 Avalanche · Read the full methodology