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 Sui
9 historical signal(s) detected for Sui; 9 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 |
|---|---|---|---|---|---|
| 2025-10-13 | 2025-10-20 | $2.8096 | $2.5810 | -8.14% | 91.86 |
| 2025-11-25 | 2025-12-02 | $1.5269 | $1.3458 | -11.86% | 80.97 |
| 2025-12-03 | 2025-12-10 | $1.6283 | $1.6587 | +1.87% | 82.48 |
| 2026-01-06 | 2026-01-13 | $1.9065 | $1.7751 | -6.89% | 76.80 |
| 2026-02-07 | 2026-02-14 | $1.0249 | $0.9944 | -2.98% | 74.51 |
| 2026-02-26 | 2026-03-05 | $0.9921 | $0.9756 | -1.66% | 73.28 |
| 2026-04-08 | 2026-04-15 | $0.9622 | $0.9347 | -2.86% | 71.18 |
| 2026-05-11 | 2026-05-18 | $1.3310 | $1.0438 | -21.58% | 55.82 |
| 2026-08-22 | 2026-08-29 | $0.8438 | $0.7437 | -11.86% | 49.20 |
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.