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 LEO Token
15 historical signal(s) detected for LEO Token; 10 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-28 | 2025-11-04 | $9.3361 | $9.5212 | +1.98% | 101.98 |
| 2025-11-08 | 2025-11-15 | $9.1813 | $9.2029 | +0.23% | 102.22 |
| 2025-11-19 | 2025-11-26 | $9.5196 | $9.6456 | +1.32% | 103.58 |
| 2025-12-20 | 2025-12-27 | $7.9756 | $8.4957 | +6.52% | 110.33 |
| 2025-12-31 | 2026-01-07 | $9.1455 | $8.9723 | -1.89% | 108.24 |
| 2026-02-04 | 2026-02-11 | $8.8553 | $8.7124 | -1.61% | 106.49 |
| 2026-02-25 | 2026-03-04 | $8.5610 | $9.1556 | +6.94% | 113.89 |
| 2026-04-02 | 2026-04-09 | $10.4959 | $10.0428 | -4.32% | 108.97 |
| 2026-04-25 | 2026-05-02 | $10.2909 | $10.2297 | -0.59% | 108.33 |
| 2026-08-14 | 2026-08-21 | $9.4949 | $9.2786 | -2.28% | 105.86 |
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 LEO Token · Read the full methodology