Historical rule simulator
Backtest: After a New 30-Day High
Simulates one mechanical rule — buy after a new 30-day 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 Avalanche
5 historical signal(s) detected for Avalanche; 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 |
|---|---|---|---|---|---|
| 2026-01-14 | 2026-01-21 | $14.7919 | $12.1331 | -17.97% | 82.03 |
| 2026-03-13 | 2026-03-20 | $9.7257 | $9.5430 | -1.88% | 80.49 |
| 2026-05-09 | 2026-05-16 | $9.9079 | $9.5350 | -3.76% | 77.46 |
| 2026-08-20 | 2026-08-27 | $6.7745 | $7.4403 | +9.83% | 85.07 |
| 2026-09-07 | 2026-09-14 | $7.9020 | $7.2956 | -7.67% | 78.54 |
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 Avalanche · Read the full methodology