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 Ethereum
4 historical signal(s) detected for Ethereum; 4 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 | $4151.9189 | $3982.3559 | -4.08% | 95.92 |
| 2026-02-07 | 2026-02-14 | $2055.7744 | $2048.3188 | -0.36% | 95.57 |
| 2026-02-26 | 2026-03-05 | $2053.0977 | $2127.5792 | +3.63% | 99.04 |
| 2026-08-20 | 2026-08-27 | $2251.7346 | $2506.3431 | +11.31% | 110.23 |
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 Ethereum · Read the full methodology