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 Chainlink
5 historical signal(s) detected for Chainlink; 4 non-overlapping trade(s) taken at a 7-day hold (1 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 | $19.0301 | $17.2775 | -9.21% | 90.79 |
| 2025-12-03 | 2025-12-10 | $13.4923 | $14.4164 | +6.85% | 97.01 |
| 2026-02-07 | 2026-02-14 | $9.1344 | $9.7250 | +6.47% | 103.28 |
| 2026-08-20 | 2026-08-27 | $10.5474 | $11.6202 | +10.17% | 113.79 |
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 Chainlink · Read the full methodology