Historical rule simulator
Backtest: After an All-Time High
Simulates one mechanical rule — buy after an all-time high, 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 Hyperliquid
3 historical signal(s) detected for Hyperliquid; 3 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-12 | 2025-09-19 | $57.0943 | $58.6130 | +2.66% | 102.66 |
| 2026-05-24 | 2026-05-31 | $58.6677 | $68.2502 | +16.33% | 119.43 |
| 2026-08-22 | 2026-08-29 | $75.5007 | $80.9152 | +7.17% | 127.99 |
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 Hyperliquid · Read the full methodology