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 TRON
4 historical signal(s) detected for TRON; 4 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-08 | 2025-11-15 | $0.2923 | $0.2925 | +0.06% | 100.06 |
| 2026-01-18 | 2026-01-25 | $0.3187 | $0.2952 | -7.36% | 92.69 |
| 2026-03-18 | 2026-03-25 | $0.3070 | $0.3061 | -0.28% | 92.43 |
| 2026-04-02 | 2026-04-09 | $0.3252 | $0.3300 | +1.48% | 93.79 |
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.