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 Litecoin
11 historical signal(s) detected for Litecoin; 8 non-overlapping trade(s) taken at a 7-day hold (3 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 | $115.2913 | $118.5840 | +2.86% | 102.86 |
| 2025-10-10 | 2025-10-17 | $125.9563 | $91.7573 | -27.15% | 74.93 |
| 2025-11-02 | 2025-11-09 | $101.3710 | $107.5262 | +6.07% | 79.48 |
| 2025-12-03 | 2025-12-10 | $82.8478 | $86.0245 | +3.83% | 82.53 |
| 2026-02-07 | 2026-02-14 | $54.8135 | $55.0431 | +0.42% | 82.87 |
| 2026-02-26 | 2026-03-05 | $56.7460 | $56.7829 | +0.07% | 82.93 |
| 2026-08-20 | 2026-08-27 | $46.7607 | $50.5035 | +8.00% | 89.56 |
| 2026-09-06 | 2026-09-13 | $54.6877 | $53.6558 | -1.89% | 87.87 |
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 Litecoin · Read the full methodology