Historical rule simulator

Backtest: After a 5% One-Day Rise

Simulates one mechanical rule โ€” buy after a 5% one-day rise, hold a fixed number of days, then exit โ€” 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 XRP

17 historical signal(s) detected for XRP; 15 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).

Completed trades14
Win rate28.6%
Average return / trade-1.23%
Compounded total return-20.66%
Max drawdown-34.69%
Buy & hold, same period-47.27%

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 dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-13 2025-10-20 $2.5297 $2.3903 -5.51% 94.49
2025-11-06 2025-11-13 $2.3425 $2.3858 +1.85% 96.24
2025-11-25 2025-12-02 $2.2261 $2.0286 -8.87% 87.70
2025-12-03 2025-12-10 $2.1544 $2.1076 -2.17% 85.80
2025-12-20 2025-12-27 $1.9075 $1.8425 -3.41% 82.87
2026-01-03 2026-01-10 $2.0089 $2.0992 +4.50% 86.60
2026-01-14 2026-01-21 $2.1692 $1.8975 -12.52% 75.75
2026-02-07 2026-02-14 $1.4617 $1.4173 -3.04% 73.45
2026-02-15 2026-02-22 $1.5207 $1.4501 -4.64% 70.04
2026-02-26 2026-03-05 $1.4380 $1.4358 -0.15% 69.94
2026-03-17 2026-03-24 $1.5395 $1.4376 -6.62% 65.31
2026-06-08 2026-06-15 $1.1549 $1.1858 +2.68% 67.06
2026-08-20 2026-08-27 $1.1051 $1.4225 +28.71% 86.31
2026-09-04 2026-09-11 $1.4513 $1.3340 -8.08% 79.34

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 XRP ยท Read the full methodology