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 Dogecoin
6 historical signal(s) detected for Dogecoin; 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 |
|---|---|---|---|---|---|
| 2025-10-13 | 2025-10-20 | $0.2075 | $0.1952 | -5.91% | 94.09 |
| 2025-11-08 | 2025-11-15 | $0.1790 | $0.1577 | -11.93% | 82.87 |
| 2026-01-03 | 2026-01-10 | $0.1421 | $0.1409 | -0.84% | 82.17 |
| 2026-02-07 | 2026-02-14 | $0.0983 | $0.0975 | -0.88% | 81.45 |
| 2026-02-15 | 2026-02-22 | $0.1115 | $0.0998 | -10.50% | 72.90 |
| 2026-08-22 | 2026-08-29 | $0.0915 | $0.0852 | -6.88% | 67.88 |
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 Dogecoin · Read the full methodology