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 Solana
25 historical signal(s) detected for Solana; 18 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 |
|---|---|---|---|---|---|
| 2025-09-13 | 2025-09-20 | $242.2189 | $238.5627 | -1.51% | 98.49 |
| 2025-09-27 | 2025-10-04 | $204.8154 | $233.0440 | +13.78% | 112.06 |
| 2025-10-13 | 2025-10-20 | $197.2147 | $187.7920 | -4.78% | 106.71 |
| 2025-10-24 | 2025-10-31 | $191.4105 | $184.4985 | -3.61% | 102.86 |
| 2025-11-19 | 2025-11-26 | $140.6209 | $138.9326 | -1.20% | 101.62 |
| 2025-12-03 | 2025-12-10 | $138.6722 | $137.8941 | -0.56% | 101.05 |
| 2025-12-20 | 2025-12-27 | $126.1940 | $122.1919 | -3.17% | 97.85 |
| 2026-02-07 | 2026-02-14 | $86.9776 | $84.4579 | -2.90% | 95.01 |
| 2026-02-14 | 2026-02-21 | $84.4579 | $84.7978 | +0.40% | 95.40 |
| 2026-02-26 | 2026-03-05 | $88.0792 | $91.0730 | +3.40% | 98.64 |
| 2026-03-16 | 2026-03-23 | $92.8425 | $86.5100 | -6.82% | 91.91 |
| 2026-03-24 | 2026-03-31 | $91.6200 | $82.4461 | -10.01% | 82.71 |
| 2026-04-08 | 2026-04-15 | $85.7378 | $83.8194 | -2.24% | 80.86 |
| 2026-06-08 | 2026-06-15 | $66.4248 | $71.2182 | +7.22% | 86.69 |
| 2026-06-21 | 2026-06-28 | $73.1800 | $70.4048 | -3.79% | 83.40 |
| 2026-06-30 | 2026-07-07 | $75.0150 | $81.8884 | +9.16% | 91.05 |
| 2026-08-20 | 2026-08-27 | $85.3331 | $102.0489 | +19.59% | 108.88 |
| 2026-08-27 | 2026-09-03 | $102.0489 | $100.3906 | -1.62% | 107.11 |
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.