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 Monero
6 historical signal(s) detected for Monero; 5 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 |
|---|---|---|---|---|---|
| 2025-11-10 | 2025-11-17 | $417.3683 | $406.0142 | -2.72% | 97.28 |
| 2025-11-23 | 2025-11-30 | $369.5156 | $412.6718 | +11.68% | 108.64 |
| 2026-01-12 | 2026-01-19 | $554.3023 | $561.5478 | +1.31% | 110.06 |
| 2026-05-30 | 2026-06-06 | $396.7936 | $307.9241 | -22.40% | 85.41 |
| 2026-06-12 | 2026-06-19 | $387.1912 | $319.0584 | -17.60% | 70.38 |
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.