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 Stellar
5 historical signal(s) detected for Stellar; 4 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 |
|---|---|---|---|---|---|
| 2026-01-14 | 2026-01-21 | $0.2527 | $0.2077 | -17.81% | 82.19 |
| 2026-05-28 | 2026-06-04 | $0.1636 | $0.2089 | +27.63% | 104.90 |
| 2026-06-16 | 2026-06-23 | $0.2134 | $0.2025 | -5.12% | 99.52 |
| 2026-08-22 | 2026-08-29 | $0.2018 | $0.1795 | -11.05% | 88.52 |
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.