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 WhiteBIT Coin
6 historical signal(s) detected for WhiteBIT Coin; 6 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 |
|---|---|---|---|---|---|
| 2025-11-01 | 2025-11-08 | $47.0869 | $54.0166 | +14.72% | 114.72 |
| 2025-11-19 | 2025-11-26 | $61.3874 | $58.0783 | -5.39% | 108.53 |
| 2026-02-07 | 2026-02-14 | $52.4036 | $50.5664 | -3.51% | 104.73 |
| 2026-06-10 | 2026-06-17 | $50.9637 | $53.8487 | +5.66% | 110.66 |
| 2026-07-01 | 2026-07-08 | $53.9198 | $56.2468 | +4.32% | 115.43 |
| 2026-08-22 | 2026-08-29 | $72.5981 | $71.7529 | -1.16% | 114.09 |
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 WhiteBIT Coin · Read the full methodology