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 Dogecoin
5 historical signal(s) detected for Dogecoin; 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 |
|---|---|---|---|---|---|
| 2026-01-05 | 2026-01-12 | $0.1499 | $0.1382 | -7.81% | 92.19 |
| 2026-04-18 | 2026-04-25 | $0.0995 | $0.0985 | -1.01% | 91.26 |
| 2026-04-30 | 2026-05-07 | $0.1041 | $0.1125 | +8.04% | 98.60 |
| 2026-05-15 | 2026-05-22 | $0.1153 | $0.1055 | -8.53% | 90.19 |
| 2026-08-20 | 2026-08-27 | $0.0750 | $0.0877 | +16.91% | 105.45 |
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 Dogecoin · Read the full methodology