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 Cardano
29 historical signal(s) detected for Cardano; 22 non-overlapping trade(s) taken at a 7-day hold (7 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-02 | 2025-10-09 | $0.8506 | $0.8390 | -1.37% | 98.63 |
| 2025-10-13 | 2025-10-20 | $0.7002 | $0.6527 | -6.79% | 91.94 |
| 2025-11-08 | 2025-11-15 | $0.5781 | $0.4981 | -13.84% | 79.21 |
| 2025-12-03 | 2025-12-10 | $0.4336 | $0.4702 | +8.46% | 85.91 |
| 2025-12-10 | 2025-12-17 | $0.4702 | $0.3855 | -18.02% | 70.43 |
| 2025-12-20 | 2025-12-27 | $0.3764 | $0.3495 | -7.15% | 65.40 |
| 2025-12-28 | 2026-01-04 | $0.3697 | $0.3889 | +5.18% | 68.79 |
| 2026-01-14 | 2026-01-21 | $0.4305 | $0.3647 | -15.29% | 58.27 |
| 2026-02-07 | 2026-02-14 | $0.2832 | $0.2913 | +2.86% | 59.94 |
| 2026-02-15 | 2026-02-22 | $0.3158 | $0.3015 | -4.53% | 57.22 |
| 2026-02-26 | 2026-03-05 | $0.3094 | $0.2904 | -6.14% | 53.71 |
| 2026-03-13 | 2026-03-20 | $0.2848 | $0.2835 | -0.47% | 53.45 |
| 2026-03-22 | 2026-03-29 | $0.2882 | $0.2459 | -14.68% | 45.61 |
| 2026-04-08 | 2026-04-15 | $0.2639 | $0.2400 | -9.08% | 41.46 |
| 2026-04-17 | 2026-04-24 | $0.2596 | $0.2499 | -3.70% | 39.93 |
| 2026-06-08 | 2026-06-15 | $0.1651 | $0.1829 | +10.77% | 44.23 |
| 2026-06-15 | 2026-06-22 | $0.1829 | $0.1566 | -14.40% | 37.86 |
| 2026-07-02 | 2026-07-09 | $0.1538 | $0.1670 | +8.56% | 41.11 |
| 2026-07-15 | 2026-07-22 | $0.1654 | $0.1735 | +4.91% | 43.13 |
| 2026-08-03 | 2026-08-10 | $0.1894 | $0.1944 | +2.67% | 44.28 |
| 2026-08-20 | 2026-08-27 | $0.1870 | $0.2124 | +13.56% | 50.28 |
| 2026-09-04 | 2026-09-11 | $0.2212 | $0.2046 | -7.49% | 46.52 |
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.