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 Litecoin
3 historical signal(s) detected for Litecoin; 3 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 |
|---|---|---|---|---|---|
| 2025-11-08 | 2025-11-15 | $102.4014 | $97.6261 | -4.66% | 95.34 |
| 2026-02-26 | 2026-03-05 | $56.7460 | $56.7829 | +0.07% | 95.40 |
| 2026-08-22 | 2026-08-29 | $53.1296 | $49.3126 | -7.18% | 88.54 |
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 Litecoin · Read the full methodology