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 Monero
6 historical signal(s) detected for Monero; 6 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 | $270.6617 | $299.2880 | +10.58% | 110.58 |
| 2025-10-03 | 2025-10-10 | $333.3352 | $341.9820 | +2.59% | 113.44 |
| 2025-10-27 | 2025-11-03 | $347.1826 | $347.1538 | -0.01% | 113.44 |
| 2025-12-01 | 2025-12-08 | $436.9172 | $362.6838 | -16.99% | 94.16 |
| 2025-12-20 | 2025-12-27 | $441.1812 | $444.7364 | +0.81% | 94.92 |
| 2026-01-12 | 2026-01-19 | $554.3023 | $561.5478 | +1.31% | 96.16 |
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.