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 Bitcoin
9 historical signal(s) detected for Bitcoin; 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 |
|---|---|---|---|---|---|
| 2026-01-06 | 2026-01-13 | $93879.9480 | $91200.6276 | -2.85% | 97.15 |
| 2026-01-14 | 2026-01-21 | $95429.1573 | $88416.8869 | -7.35% | 90.01 |
| 2026-03-16 | 2026-03-23 | $72934.2941 | $67933.4295 | -6.86% | 83.84 |
| 2026-04-16 | 2026-04-23 | $74826.3131 | $78238.8168 | +4.56% | 87.66 |
| 2026-04-23 | 2026-04-30 | $78238.8168 | $75784.9574 | -3.14% | 84.91 |
| 2026-05-03 | 2026-05-10 | $78677.4246 | $80677.6498 | +2.54% | 87.07 |
| 2026-07-21 | 2026-07-28 | $65184.9214 | $63701.3529 | -2.28% | 85.09 |
| 2026-08-20 | 2026-08-27 | $69291.0104 | $79018.0341 | +14.04% | 97.03 |
| 2026-09-04 | 2026-09-11 | $81264.7015 | $76554.9866 | -5.80% | 91.41 |
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.