Historical rule simulator

Backtest: After a 5% One-Day Rise

Simulates one mechanical rule โ€” buy after a 5% one-day rise, hold a fixed number of days, then exit โ€” 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 BNB

12 historical signal(s) detected for BNB; 10 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).

Completed trades10
Win rate40.0%
Average return / trade-3.02%
Compounded total return-29.88%
Max drawdown-34.37%
Buy & hold, same period-32.10%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-21 2025-09-28 $1043.2708 $968.5984 -7.16% 92.84
2025-10-03 2025-10-10 $1091.1638 $1255.6065 +15.07% 106.83
2025-10-13 2025-10-20 $1303.2674 $1110.1648 -14.82% 91.00
2025-10-24 2025-10-31 $1127.4784 $1077.7429 -4.41% 86.99
2025-12-03 2025-12-10 $877.0156 $897.3845 +2.32% 89.01
2026-02-07 2026-02-14 $654.5520 $618.9261 -5.44% 84.17
2026-02-26 2026-03-05 $629.0621 $658.3187 +4.65% 88.08
2026-05-31 2026-06-07 $719.2840 $574.2854 -20.16% 70.32
2026-06-08 2026-06-15 $603.8984 $616.2914 +2.05% 71.77
2026-09-04 2026-09-11 $725.0808 $708.4278 -2.30% 70.12

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 BNB ยท Read the full methodology