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 BNB
9 historical signal(s) detected for BNB; 8 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 |
|---|---|---|---|---|---|
| 2026-01-06 | 2026-01-13 | $910.1472 | $904.5924 | -0.61% | 99.39 |
| 2026-01-14 | 2026-01-21 | $943.2812 | $881.8890 | -6.51% | 92.92 |
| 2026-03-16 | 2026-03-23 | $675.7511 | $626.5374 | -7.28% | 86.15 |
| 2026-05-07 | 2026-05-14 | $647.9171 | $671.3873 | +3.62% | 89.27 |
| 2026-05-31 | 2026-06-07 | $719.2840 | $574.2854 | -20.16% | 71.28 |
| 2026-07-31 | 2026-08-07 | $591.6968 | $591.7111 | +0.00% | 71.28 |
| 2026-08-20 | 2026-08-27 | $627.0534 | $707.4796 | +12.83% | 80.42 |
| 2026-09-04 | 2026-09-11 | $725.0808 | $708.4278 | -2.30% | 78.58 |
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.