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 Ethereum
21 historical signal(s) detected for Ethereum; 19 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-13 | 2025-09-20 | $4707.4671 | $4470.1027 | -5.04% | 94.96 |
| 2025-10-13 | 2025-10-20 | $4151.9189 | $3982.3559 | -4.08% | 91.08 |
| 2025-10-27 | 2025-11-03 | $4158.5676 | $3905.3429 | -6.09% | 85.53 |
| 2025-11-10 | 2025-11-17 | $3578.8023 | $3091.9050 | -13.61% | 73.90 |
| 2025-11-25 | 2025-12-02 | $2952.3349 | $2796.7339 | -5.27% | 70.00 |
| 2025-12-03 | 2025-12-10 | $2997.6024 | $3318.7209 | +10.71% | 77.50 |
| 2025-12-10 | 2025-12-17 | $3318.7209 | $2957.8602 | -10.87% | 69.07 |
| 2025-12-20 | 2025-12-27 | $2977.6645 | $2926.4702 | -1.72% | 67.89 |
| 2026-01-14 | 2026-01-21 | $3330.5044 | $2941.8833 | -11.67% | 59.97 |
| 2026-02-07 | 2026-02-14 | $2055.7744 | $2048.3188 | -0.36% | 59.75 |
| 2026-02-14 | 2026-02-21 | $2048.3188 | $1967.9284 | -3.92% | 57.40 |
| 2026-02-26 | 2026-03-05 | $2053.0977 | $2127.5792 | +3.63% | 59.49 |
| 2026-03-05 | 2026-03-12 | $2127.5792 | $2051.9341 | -3.56% | 57.37 |
| 2026-03-17 | 2026-03-24 | $2343.5311 | $2152.4713 | -8.15% | 52.69 |
| 2026-04-08 | 2026-04-15 | $2235.8222 | $2326.4452 | +4.05% | 54.83 |
| 2026-06-08 | 2026-06-15 | $1687.8827 | $1725.4489 | +2.23% | 56.05 |
| 2026-07-03 | 2026-07-10 | $1698.5611 | $1744.6954 | +2.72% | 57.57 |
| 2026-07-15 | 2026-07-22 | $1890.3094 | $1928.6559 | +2.03% | 58.74 |
| 2026-08-20 | 2026-08-27 | $2251.7346 | $2506.3431 | +11.31% | 65.38 |
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 Ethereum · Read the full methodology