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 Rain
32 historical signal(s) detected for Rain; 22 non-overlapping trade(s) taken at a 7-day hold (10 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-15 | 2025-09-22 | $0.0024 | $0.0039 | +61.87% | 161.87 |
| 2025-09-28 | 2025-10-05 | $0.0039 | $0.0038 | -2.94% | 157.11 |
| 2025-10-10 | 2025-10-17 | $0.0032 | $0.0037 | +14.44% | 179.79 |
| 2025-10-31 | 2025-11-07 | $0.0035 | $0.0032 | -7.40% | 166.50 |
| 2025-11-10 | 2025-11-17 | $0.0035 | $0.0033 | -5.00% | 158.17 |
| 2025-11-22 | 2025-11-29 | $0.0036 | $0.0071 | +97.04% | 311.65 |
| 2025-12-01 | 2025-12-08 | $0.0075 | $0.0075 | +0.65% | 313.69 |
| 2025-12-15 | 2025-12-22 | $0.0079 | $0.0076 | -3.53% | 302.63 |
| 2025-12-24 | 2025-12-31 | $0.0080 | $0.0080 | +0.07% | 302.83 |
| 2026-01-07 | 2026-01-14 | $0.0092 | $0.0090 | -1.85% | 297.23 |
| 2026-01-15 | 2026-01-22 | $0.0096 | $0.0090 | -5.84% | 279.87 |
| 2026-01-22 | 2026-01-29 | $0.0090 | $0.0100 | +10.72% | 309.88 |
| 2026-02-07 | 2026-02-14 | $0.0095 | $0.0100 | +5.74% | 327.68 |
| 2026-03-23 | 2026-03-30 | $0.0088 | $0.0083 | -5.79% | 308.72 |
| 2026-04-01 | 2026-04-08 | $0.0082 | $0.0076 | -6.98% | 287.16 |
| 2026-04-08 | 2026-04-15 | $0.0076 | $0.0077 | +1.95% | 292.77 |
| 2026-04-27 | 2026-05-04 | $0.0075 | $0.0075 | -0.48% | 291.38 |
| 2026-05-26 | 2026-06-02 | $0.0080 | $0.0135 | +67.96% | 489.39 |
| 2026-06-16 | 2026-06-23 | $0.0138 | $0.0160 | +16.43% | 569.81 |
| 2026-06-23 | 2026-06-30 | $0.0160 | $0.0160 | -0.36% | 567.73 |
| 2026-07-22 | 2026-07-29 | $0.0152 | $0.0137 | -9.61% | 513.15 |
| 2026-08-20 | 2026-08-27 | $0.0140 | $0.0175 | +25.52% | 644.12 |
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.