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 LEO Token
4 historical signal(s) detected for LEO Token; 4 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 | $9.5968 | $9.5287 | -0.71% | 99.29 |
| 2025-09-30 | 2025-10-07 | $9.6242 | $9.6507 | +0.27% | 99.56 |
| 2025-11-27 | 2025-12-04 | $9.6938 | $9.5313 | -1.68% | 97.89 |
| 2026-04-02 | 2026-04-09 | $10.4959 | $10.0428 | -4.32% | 93.67 |
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 LEO Token · Read the full methodology