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 Stellar
26 historical signal(s) detected for Stellar; 22 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-02 | 2025-10-09 | $0.3987 | $0.3885 | -2.58% | 97.42 |
| 2025-10-13 | 2025-10-20 | $0.3421 | $0.3179 | -7.07% | 90.54 |
| 2025-11-08 | 2025-11-15 | $0.2929 | $0.2594 | -11.42% | 80.19 |
| 2025-11-24 | 2025-12-01 | $0.2473 | $0.2484 | +0.45% | 80.55 |
| 2025-12-03 | 2025-12-10 | $0.2547 | $0.2534 | -0.52% | 80.13 |
| 2025-12-10 | 2025-12-17 | $0.2534 | $0.2195 | -13.37% | 69.42 |
| 2025-12-20 | 2025-12-27 | $0.2192 | $0.2134 | -2.66% | 67.57 |
| 2026-01-03 | 2026-01-10 | $0.2201 | $0.2280 | +3.62% | 70.02 |
| 2026-01-14 | 2026-01-21 | $0.2527 | $0.2077 | -17.81% | 57.55 |
| 2026-01-31 | 2026-02-07 | $0.2108 | $0.1784 | -15.34% | 48.72 |
| 2026-02-07 | 2026-02-14 | $0.1784 | $0.1646 | -7.75% | 44.94 |
| 2026-02-14 | 2026-02-21 | $0.1646 | $0.1629 | -1.04% | 44.48 |
| 2026-02-26 | 2026-03-05 | $0.1627 | $0.1596 | -1.89% | 43.64 |
| 2026-03-05 | 2026-03-12 | $0.1596 | $0.1592 | -0.23% | 43.54 |
| 2026-03-24 | 2026-03-31 | $0.1670 | $0.1675 | +0.25% | 43.65 |
| 2026-04-17 | 2026-04-24 | $0.1693 | $0.1754 | +3.62% | 45.23 |
| 2026-05-28 | 2026-06-04 | $0.1636 | $0.2089 | +27.63% | 57.72 |
| 2026-06-16 | 2026-06-23 | $0.2134 | $0.2025 | -5.12% | 54.76 |
| 2026-07-01 | 2026-07-08 | $0.1885 | $0.1887 | +0.12% | 54.83 |
| 2026-08-20 | 2026-08-27 | $0.1701 | $0.1854 | +8.99% | 59.76 |
| 2026-09-04 | 2026-09-11 | $0.1845 | $0.1747 | -5.34% | 56.57 |
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.