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 Hyperliquid
8 historical signal(s) detected for Hyperliquid; 8 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 |
|---|---|---|---|---|---|
| 2026-01-28 | 2026-02-04 | $30.7818 | $32.5227 | +5.66% | 105.66 |
| 2026-02-05 | 2026-02-12 | $35.4327 | $29.4475 | -16.89% | 87.81 |
| 2026-03-10 | 2026-03-17 | $34.6599 | $40.7693 | +17.63% | 103.29 |
| 2026-04-12 | 2026-04-19 | $42.3150 | $43.8101 | +3.53% | 106.94 |
| 2026-05-18 | 2026-05-25 | $45.6916 | $62.7928 | +37.43% | 146.96 |
| 2026-05-30 | 2026-06-06 | $64.4099 | $59.7116 | -7.29% | 136.24 |
| 2026-08-20 | 2026-08-27 | $69.6037 | $82.2983 | +18.24% | 161.09 |
| 2026-09-04 | 2026-09-11 | $87.4499 | $78.5568 | -10.17% | 144.71 |
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 Hyperliquid · Read the full methodology