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 Chainlink
27 historical signal(s) detected for Chainlink; 20 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 | $22.5810 | $22.6277 | +0.21% | 100.21 |
| 2025-10-13 | 2025-10-20 | $19.0301 | $17.2775 | -9.21% | 90.98 |
| 2025-10-21 | 2025-10-28 | $18.6583 | $18.2073 | -2.42% | 88.78 |
| 2025-11-08 | 2025-11-15 | $15.8045 | $13.8180 | -12.57% | 77.62 |
| 2025-12-03 | 2025-12-10 | $13.4923 | $14.4164 | +6.85% | 82.94 |
| 2026-01-03 | 2026-01-10 | $13.2719 | $13.6424 | +2.79% | 85.25 |
| 2026-01-14 | 2026-01-21 | $14.4011 | $12.6694 | -12.03% | 75.00 |
| 2026-02-07 | 2026-02-14 | $9.1344 | $9.7250 | +6.47% | 79.85 |
| 2026-02-26 | 2026-03-05 | $9.7334 | $9.8743 | +1.45% | 81.01 |
| 2026-03-13 | 2026-03-20 | $9.8939 | $9.7686 | -1.27% | 79.98 |
| 2026-03-22 | 2026-03-29 | $10.0024 | $8.4420 | -15.60% | 67.50 |
| 2026-04-08 | 2026-04-15 | $9.3260 | $9.0329 | -3.14% | 65.38 |
| 2026-05-09 | 2026-05-16 | $10.3480 | $10.0673 | -2.71% | 63.61 |
| 2026-06-08 | 2026-06-15 | $7.9085 | $8.1720 | +3.33% | 65.73 |
| 2026-07-03 | 2026-07-10 | $7.7381 | $7.7292 | -0.12% | 65.65 |
| 2026-07-15 | 2026-07-22 | $8.3387 | $8.6503 | +3.74% | 68.10 |
| 2026-07-27 | 2026-08-03 | $8.8170 | $8.3742 | -5.02% | 64.68 |
| 2026-08-12 | 2026-08-19 | $8.7702 | $9.5291 | +8.65% | 70.28 |
| 2026-08-20 | 2026-08-27 | $10.5474 | $11.6202 | +10.17% | 77.43 |
| 2026-09-04 | 2026-09-11 | $11.8327 | $11.4667 | -3.09% | 75.03 |
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 Chainlink · Read the full methodology