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 Cardano
8 historical signal(s) detected for Cardano; 8 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 |
|---|---|---|---|---|---|
| 2025-10-13 | 2025-10-20 | $0.7002 | $0.6527 | -6.79% | 93.21 |
| 2025-12-03 | 2025-12-10 | $0.4336 | $0.4702 | +8.46% | 101.10 |
| 2026-01-03 | 2026-01-10 | $0.3960 | $0.4041 | +2.04% | 103.16 |
| 2026-02-07 | 2026-02-14 | $0.2832 | $0.2913 | +2.86% | 106.11 |
| 2026-02-26 | 2026-03-05 | $0.3094 | $0.2904 | -6.14% | 99.60 |
| 2026-07-04 | 2026-07-11 | $0.1798 | $0.1666 | -7.31% | 92.31 |
| 2026-08-22 | 2026-08-29 | $0.2291 | $0.2031 | -11.35% | 81.83 |
| 2026-09-04 | 2026-09-11 | $0.2212 | $0.2046 | -7.49% | 75.71 |
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.