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 Cardano
5 historical signal(s) detected for Cardano; 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 | $0.4305 | $0.3647 | -15.29% | 84.71 |
| 2026-05-07 | 2026-05-14 | $0.2671 | $0.2647 | -0.89% | 83.95 |
| 2026-07-05 | 2026-07-12 | $0.1920 | $0.1656 | -13.75% | 72.41 |
| 2026-08-04 | 2026-08-11 | $0.1935 | $0.1907 | -1.47% | 71.35 |
| 2026-08-22 | 2026-08-29 | $0.2291 | $0.2031 | -11.35% | 63.25 |
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.