Historical rule simulator

Backtest: After a 10% One-Day Rise

Simulates one mechanical rule โ€” buy after a 10% one-day rise, hold a fixed number of days, then exit โ€” 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 Rain

13 historical signal(s) detected for Rain; 13 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).

Completed trades13
Win rate30.8%
Average return / trade-4.60%
Compounded total return-50.73%
Max drawdown-56.32%
Buy & hold, same period+359.33%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-20 2025-09-27 $0.0037 $0.0035 -3.51% 96.49
2025-10-02 2025-10-09 $0.0043 $0.0030 -30.58% 66.98
2025-10-13 2025-10-20 $0.0044 $0.0035 -20.08% 53.53
2025-10-31 2025-11-07 $0.0035 $0.0032 -7.40% 49.57
2025-11-25 2025-12-02 $0.0080 $0.0081 +1.45% 50.29
2025-12-24 2025-12-31 $0.0080 $0.0080 +0.07% 50.33
2026-01-07 2026-01-14 $0.0092 $0.0090 -1.85% 49.40
2026-01-23 2026-01-30 $0.0101 $0.0095 -5.87% 46.49
2026-02-10 2026-02-17 $0.0103 $0.0097 -6.05% 43.68
2026-04-08 2026-04-15 $0.0076 $0.0077 +1.95% 44.53
2026-05-27 2026-06-03 $0.0116 $0.0138 +19.37% 53.16
2026-06-23 2026-06-30 $0.0160 $0.0160 -0.36% 52.97
2026-08-26 2026-09-02 $0.0182 $0.0169 -6.97% 49.27

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 Rain ยท Read the full methodology