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 Cardano
54 historical signal(s) detected for Cardano; 28 non-overlapping trade(s) taken at a 7-day hold (26 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-18 | 2025-09-25 | $0.9142 | $0.8126 | -11.11% | 88.89 |
| 2025-09-29 | 2025-10-06 | $0.8082 | $0.8371 | +3.57% | 92.06 |
| 2025-10-07 | 2025-10-14 | $0.8744 | $0.7299 | -16.53% | 76.85 |
| 2025-10-24 | 2025-10-31 | $0.6431 | $0.6009 | -6.55% | 71.81 |
| 2025-11-06 | 2025-11-13 | $0.5455 | $0.5447 | -0.14% | 71.71 |
| 2025-11-25 | 2025-12-02 | $0.4277 | $0.3857 | -9.81% | 64.67 |
| 2025-12-03 | 2025-12-10 | $0.4336 | $0.4702 | +8.46% | 70.14 |
| 2025-12-20 | 2025-12-27 | $0.3764 | $0.3495 | -7.15% | 65.13 |
| 2025-12-28 | 2026-01-04 | $0.3697 | $0.3889 | +5.18% | 68.50 |
| 2026-01-05 | 2026-01-12 | $0.4019 | $0.4095 | +1.88% | 69.79 |
| 2026-01-14 | 2026-01-21 | $0.4305 | $0.3647 | -15.29% | 59.12 |
| 2026-01-22 | 2026-01-29 | $0.3784 | $0.3711 | -1.93% | 57.98 |
| 2026-02-03 | 2026-02-10 | $0.3108 | $0.2703 | -13.04% | 50.42 |
| 2026-02-12 | 2026-02-19 | $0.2726 | $0.2885 | +5.82% | 53.35 |
| 2026-02-21 | 2026-02-28 | $0.3021 | $0.2935 | -2.86% | 51.82 |
| 2026-03-11 | 2026-03-18 | $0.2763 | $0.3052 | +10.48% | 57.25 |
| 2026-03-22 | 2026-03-29 | $0.2882 | $0.2459 | -14.68% | 48.85 |
| 2026-04-08 | 2026-04-15 | $0.2639 | $0.2400 | -9.08% | 44.41 |
| 2026-04-17 | 2026-04-24 | $0.2596 | $0.2499 | -3.70% | 42.77 |
| 2026-05-06 | 2026-05-13 | $0.2621 | $0.2710 | +3.38% | 44.21 |
| 2026-06-08 | 2026-06-15 | $0.1651 | $0.1829 | +10.77% | 48.98 |
| 2026-06-15 | 2026-06-22 | $0.1829 | $0.1566 | -14.40% | 41.93 |
| 2026-06-27 | 2026-07-04 | $0.1482 | $0.1798 | +21.28% | 50.85 |
| 2026-07-15 | 2026-07-22 | $0.1654 | $0.1735 | +4.91% | 53.35 |
| 2026-07-29 | 2026-08-05 | $0.1618 | $0.1928 | +19.19% | 63.59 |
| 2026-08-07 | 2026-08-14 | $0.2010 | $0.1822 | -9.34% | 57.65 |
| 2026-08-20 | 2026-08-27 | $0.1870 | $0.2124 | +13.56% | 65.47 |
| 2026-09-04 | 2026-09-11 | $0.2212 | $0.2046 | -7.49% | 60.56 |
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.