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 Hyperliquid
11 historical signal(s) detected for Hyperliquid; 9 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-27 | 2025-10-04 | $44.8466 | $49.4921 | +10.36% | 110.36 |
| 2025-10-24 | 2025-10-31 | $40.1599 | $45.4380 | +13.14% | 124.86 |
| 2025-12-20 | 2025-12-27 | $24.8744 | $25.7837 | +3.66% | 129.43 |
| 2026-01-27 | 2026-02-03 | $24.9948 | $33.2521 | +33.04% | 172.18 |
| 2026-03-01 | 2026-03-08 | $31.2755 | $30.3868 | -2.84% | 167.29 |
| 2026-03-10 | 2026-03-17 | $34.6599 | $40.7693 | +17.63% | 196.78 |
| 2026-05-15 | 2026-05-22 | $44.1587 | $58.5893 | +32.68% | 261.08 |
| 2026-06-12 | 2026-06-19 | $58.9072 | $68.2646 | +15.89% | 302.56 |
| 2026-08-20 | 2026-08-27 | $69.6037 | $82.2983 | +18.24% | 357.74 |
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 Hyperliquid · Read the full methodology