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 Cash
7 historical signal(s) detected for Bitcoin Cash; 6 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-12-04 | 2025-12-11 | $591.2305 | $573.0033 | -3.08% | 96.92 |
| 2025-12-20 | 2025-12-27 | $624.6620 | $593.5910 | -4.97% | 92.10 |
| 2026-01-04 | 2026-01-11 | $654.8411 | $641.8532 | -1.98% | 90.27 |
| 2026-05-06 | 2026-05-13 | $461.2695 | $439.6200 | -4.69% | 86.03 |
| 2026-07-06 | 2026-07-13 | $244.0184 | $240.1393 | -1.59% | 84.67 |
| 2026-08-22 | 2026-08-29 | $288.1096 | $247.9810 | -13.93% | 72.87 |
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 Bitcoin Cash · Read the full methodology