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 Ethereum
8 historical signal(s) detected for Ethereum; 7 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2026-01-14 | 2026-01-21 | $3330.5044 | $2941.8833 | -11.67% | 88.33 |
| 2026-03-16 | 2026-03-23 | $2182.0727 | $2055.6818 | -5.79% | 83.22 |
| 2026-04-14 | 2026-04-21 | $2374.0162 | $2314.6386 | -2.50% | 81.13 |
| 2026-07-07 | 2026-07-14 | $1798.5571 | $1774.0909 | -1.36% | 80.03 |
| 2026-07-22 | 2026-07-29 | $1928.6559 | $1920.4889 | -0.42% | 79.69 |
| 2026-08-20 | 2026-08-27 | $2251.7346 | $2506.3431 | +11.31% | 88.70 |
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 Ethereum · Read the full methodology