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 Zcash
5 historical signal(s) detected for Zcash; 5 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 | $47.9759 | $50.5920 | +5.45% | 105.45 |
| 2025-09-24 | 2025-10-01 | $54.9860 | $74.1061 | +34.77% | 142.12 |
| 2025-10-27 | 2025-11-03 | $327.5101 | $417.7495 | +27.55% | 181.28 |
| 2026-08-22 | 2026-08-29 | $733.4660 | $801.3777 | +9.26% | 198.07 |
| 2026-09-04 | 2026-09-11 | $952.6663 | $1079.8141 | +13.35% | 224.50 |
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.