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 Stellar
44 historical signal(s) detected for Stellar; 28 non-overlapping trade(s) taken at a 7-day hold (16 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-12 | 2025-09-19 | $0.3954 | $0.3965 | +0.29% | 100.29 |
| 2025-10-02 | 2025-10-09 | $0.3987 | $0.3885 | -2.58% | 97.70 |
| 2025-10-13 | 2025-10-20 | $0.3421 | $0.3179 | -7.07% | 90.80 |
| 2025-11-06 | 2025-11-13 | $0.2801 | $0.2774 | -0.96% | 89.93 |
| 2025-11-19 | 2025-11-26 | $0.2559 | $0.2520 | -1.50% | 88.58 |
| 2025-12-03 | 2025-12-10 | $0.2547 | $0.2534 | -0.52% | 88.12 |
| 2025-12-10 | 2025-12-17 | $0.2534 | $0.2195 | -13.37% | 76.34 |
| 2025-12-20 | 2025-12-27 | $0.2192 | $0.2134 | -2.66% | 74.31 |
| 2025-12-28 | 2026-01-04 | $0.2207 | $0.2219 | +0.53% | 74.70 |
| 2026-01-05 | 2026-01-12 | $0.2337 | $0.2239 | -4.21% | 71.56 |
| 2026-01-14 | 2026-01-21 | $0.2527 | $0.2077 | -17.81% | 58.81 |
| 2026-01-31 | 2026-02-07 | $0.2108 | $0.1784 | -15.34% | 49.79 |
| 2026-02-07 | 2026-02-14 | $0.1784 | $0.1646 | -7.75% | 45.93 |
| 2026-02-14 | 2026-02-21 | $0.1646 | $0.1629 | -1.04% | 45.46 |
| 2026-02-26 | 2026-03-05 | $0.1627 | $0.1596 | -1.89% | 44.60 |
| 2026-03-05 | 2026-03-12 | $0.1596 | $0.1592 | -0.23% | 44.50 |
| 2026-03-17 | 2026-03-24 | $0.1755 | $0.1670 | -4.84% | 42.34 |
| 2026-03-24 | 2026-03-31 | $0.1670 | $0.1675 | +0.25% | 42.45 |
| 2026-04-08 | 2026-04-15 | $0.1635 | $0.1549 | -5.26% | 40.22 |
| 2026-04-17 | 2026-04-24 | $0.1693 | $0.1754 | +3.62% | 41.67 |
| 2026-05-09 | 2026-05-16 | $0.1636 | $0.1546 | -5.52% | 39.37 |
| 2026-05-24 | 2026-05-31 | $0.1478 | $0.2299 | +55.58% | 61.25 |
| 2026-06-01 | 2026-06-08 | $0.2600 | $0.2057 | -20.87% | 48.47 |
| 2026-06-12 | 2026-06-19 | $0.1915 | $0.2344 | +22.37% | 59.31 |
| 2026-07-01 | 2026-07-08 | $0.1885 | $0.1887 | +0.12% | 59.38 |
| 2026-08-20 | 2026-08-27 | $0.1701 | $0.1854 | +8.99% | 64.72 |
| 2026-09-04 | 2026-09-11 | $0.1845 | $0.1747 | -5.34% | 61.26 |
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.