Historical rule simulator
Backtest: After a 5% One-Day Rise
Simulates one mechanical rule — buy after a 5% 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 Avalanche
21 historical signal(s) detected for Avalanche; 18 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-11 | 2025-09-18 | $29.4520 | $31.8110 | +8.01% | 108.01 |
| 2025-09-18 | 2025-09-25 | $31.8110 | $32.3312 | +1.64% | 109.78 |
| 2025-10-14 | 2025-10-21 | $23.8276 | $20.3531 | -14.58% | 93.77 |
| 2025-10-27 | 2025-11-03 | $20.8292 | $18.8415 | -9.54% | 84.82 |
| 2025-11-08 | 2025-11-15 | $17.7863 | $15.1362 | -14.90% | 72.18 |
| 2025-11-27 | 2025-12-04 | $14.9424 | $14.8057 | -0.91% | 71.52 |
| 2025-12-10 | 2025-12-17 | $14.6159 | $12.3382 | -15.58% | 60.38 |
| 2025-12-20 | 2025-12-27 | $12.2516 | $12.3420 | +0.74% | 60.82 |
| 2026-01-02 | 2026-01-09 | $13.6475 | $13.8820 | +1.72% | 61.87 |
| 2026-01-14 | 2026-01-21 | $14.7919 | $12.1331 | -17.97% | 50.75 |
| 2026-02-07 | 2026-02-14 | $9.2696 | $9.2211 | -0.52% | 50.48 |
| 2026-02-26 | 2026-03-05 | $9.5407 | $9.5327 | -0.08% | 50.44 |
| 2026-03-24 | 2026-03-31 | $9.6155 | $8.8015 | -8.47% | 46.17 |
| 2026-04-08 | 2026-04-15 | $9.4585 | $9.3153 | -1.51% | 45.47 |
| 2026-06-21 | 2026-06-28 | $6.2363 | $6.4243 | +3.01% | 46.84 |
| 2026-07-26 | 2026-08-02 | $6.7721 | $6.1869 | -8.64% | 42.79 |
| 2026-08-03 | 2026-08-10 | $6.5442 | $6.4182 | -1.93% | 41.97 |
| 2026-08-20 | 2026-08-27 | $6.7745 | $7.4403 | +9.83% | 46.09 |
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 Avalanche · Read the full methodology