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 LEO Token
7 historical signal(s) detected for LEO Token; 6 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-08 | 2025-11-15 | $9.1813 | $9.2029 | +0.23% | 100.23 |
| 2025-12-20 | 2025-12-27 | $7.9756 | $8.4957 | +6.52% | 106.77 |
| 2025-12-31 | 2026-01-07 | $9.1455 | $8.9723 | -1.89% | 104.75 |
| 2026-02-07 | 2026-02-14 | $7.9056 | $8.3992 | +6.24% | 111.29 |
| 2026-02-25 | 2026-03-04 | $8.5610 | $9.1556 | +6.94% | 119.02 |
| 2026-04-02 | 2026-04-09 | $10.4959 | $10.0428 | -4.32% | 113.88 |
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 LEO Token · Read the full methodology