Historical rule simulator
Backtest: After a 3% One-Day Rise
Simulates one mechanical rule — buy after a 3% 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 BNB
27 historical signal(s) detected for BNB; 18 non-overlapping trade(s) taken at a 7-day hold (9 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-17 | 2025-09-24 | $956.0360 | $1016.9886 | +6.38% | 106.38 |
| 2025-09-30 | 2025-10-07 | $1031.1492 | $1226.0518 | +18.90% | 126.48 |
| 2025-10-07 | 2025-10-14 | $1226.0518 | $1294.4777 | +5.58% | 133.54 |
| 2025-10-24 | 2025-10-31 | $1127.4784 | $1077.7429 | -4.41% | 127.65 |
| 2025-11-08 | 2025-11-15 | $991.3742 | $915.9157 | -7.61% | 117.93 |
| 2025-11-27 | 2025-12-04 | $892.1426 | $921.0904 | +3.24% | 121.76 |
| 2025-12-20 | 2025-12-27 | $855.7953 | $834.2373 | -2.52% | 118.69 |
| 2026-01-14 | 2026-01-21 | $943.2812 | $881.8890 | -6.51% | 110.97 |
| 2026-02-07 | 2026-02-14 | $654.5520 | $618.9261 | -5.44% | 104.93 |
| 2026-02-21 | 2026-02-28 | $626.5274 | $613.2764 | -2.11% | 102.71 |
| 2026-03-03 | 2026-03-10 | $637.4294 | $634.8748 | -0.40% | 102.30 |
| 2026-03-10 | 2026-03-17 | $634.8748 | $678.2088 | +6.83% | 109.28 |
| 2026-04-08 | 2026-04-15 | $621.1198 | $614.5790 | -1.05% | 108.13 |
| 2026-05-31 | 2026-06-07 | $719.2840 | $574.2854 | -20.16% | 86.33 |
| 2026-06-08 | 2026-06-15 | $603.8984 | $616.2914 | +2.05% | 88.10 |
| 2026-07-31 | 2026-08-07 | $591.6968 | $591.7111 | +0.00% | 88.11 |
| 2026-08-20 | 2026-08-27 | $627.0534 | $707.4796 | +12.83% | 99.41 |
| 2026-09-04 | 2026-09-11 | $725.0808 | $708.4278 | -2.30% | 97.12 |
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.