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 Rain
49 historical signal(s) detected for Rain; 29 non-overlapping trade(s) taken at a 7-day hold (20 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-15 | 2025-09-22 | $0.0024 | $0.0039 | +61.87% | 161.87 |
| 2025-09-22 | 2025-09-29 | $0.0039 | $0.0039 | +0.05% | 161.94 |
| 2025-10-02 | 2025-10-09 | $0.0043 | $0.0030 | -30.58% | 112.42 |
| 2025-10-10 | 2025-10-17 | $0.0032 | $0.0037 | +14.44% | 128.65 |
| 2025-10-31 | 2025-11-07 | $0.0035 | $0.0032 | -7.40% | 119.13 |
| 2025-11-08 | 2025-11-15 | $0.0033 | $0.0033 | -2.18% | 116.53 |
| 2025-11-18 | 2025-11-25 | $0.0034 | $0.0080 | +133.89% | 272.55 |
| 2025-11-25 | 2025-12-02 | $0.0080 | $0.0081 | +1.45% | 276.51 |
| 2025-12-11 | 2025-12-18 | $0.0080 | $0.0075 | -5.55% | 261.17 |
| 2025-12-20 | 2025-12-27 | $0.0077 | $0.0077 | -0.00% | 261.16 |
| 2025-12-27 | 2026-01-03 | $0.0077 | $0.0081 | +4.62% | 273.23 |
| 2026-01-07 | 2026-01-14 | $0.0092 | $0.0090 | -1.85% | 268.18 |
| 2026-01-14 | 2026-01-21 | $0.0090 | $0.0085 | -6.15% | 251.70 |
| 2026-01-22 | 2026-01-29 | $0.0090 | $0.0100 | +10.72% | 278.69 |
| 2026-02-01 | 2026-02-08 | $0.0099 | $0.0093 | -5.71% | 262.77 |
| 2026-02-10 | 2026-02-17 | $0.0103 | $0.0097 | -6.05% | 246.87 |
| 2026-03-23 | 2026-03-30 | $0.0088 | $0.0083 | -5.79% | 232.58 |
| 2026-04-01 | 2026-04-08 | $0.0082 | $0.0076 | -6.98% | 216.34 |
| 2026-04-08 | 2026-04-15 | $0.0076 | $0.0077 | +1.95% | 220.57 |
| 2026-04-27 | 2026-05-04 | $0.0075 | $0.0075 | -0.48% | 219.52 |
| 2026-05-08 | 2026-05-15 | $0.0074 | $0.0076 | +1.50% | 222.80 |
| 2026-05-24 | 2026-05-31 | $0.0076 | $0.0143 | +89.63% | 422.50 |
| 2026-06-08 | 2026-06-15 | $0.0134 | $0.0131 | -2.74% | 410.94 |
| 2026-06-16 | 2026-06-23 | $0.0138 | $0.0160 | +16.43% | 478.47 |
| 2026-06-23 | 2026-06-30 | $0.0160 | $0.0160 | -0.36% | 476.73 |
| 2026-07-15 | 2026-07-22 | $0.0148 | $0.0152 | +2.57% | 489.00 |
| 2026-07-22 | 2026-07-29 | $0.0152 | $0.0137 | -9.61% | 441.99 |
| 2026-08-03 | 2026-08-10 | $0.0129 | $0.0126 | -2.55% | 430.72 |
| 2026-08-20 | 2026-08-27 | $0.0140 | $0.0175 | +25.52% | 540.65 |
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.