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 Rain
9 historical signal(s) detected for Rain; 9 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 |
|---|---|---|---|---|---|
| 2025-09-20 | 2025-09-27 | $0.0037 | $0.0035 | -3.51% | 96.49 |
| 2025-10-13 | 2025-10-20 | $0.0044 | $0.0035 | -20.08% | 77.12 |
| 2025-11-25 | 2025-12-02 | $0.0080 | $0.0081 | +1.45% | 78.24 |
| 2025-12-28 | 2026-01-04 | $0.0082 | $0.0080 | -1.88% | 76.77 |
| 2026-01-07 | 2026-01-14 | $0.0092 | $0.0090 | -1.85% | 75.35 |
| 2026-02-10 | 2026-02-17 | $0.0103 | $0.0097 | -6.05% | 70.79 |
| 2026-05-27 | 2026-06-03 | $0.0116 | $0.0138 | +19.37% | 84.50 |
| 2026-06-18 | 2026-06-25 | $0.0146 | $0.0159 | +8.76% | 91.91 |
| 2026-08-26 | 2026-09-02 | $0.0182 | $0.0169 | -6.97% | 85.50 |
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.