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 LEO Token
7 historical signal(s) detected for LEO Token; 7 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 |
|---|---|---|---|---|---|
| 2025-10-14 | 2025-10-21 | $9.6691 | $8.9803 | -7.12% | 92.88 |
| 2025-11-27 | 2025-12-04 | $9.6938 | $9.5313 | -1.68% | 91.32 |
| 2026-03-03 | 2026-03-10 | $9.0321 | $9.1553 | +1.36% | 92.56 |
| 2026-03-11 | 2026-03-18 | $9.1665 | $9.0642 | -1.12% | 91.53 |
| 2026-03-20 | 2026-03-27 | $9.2781 | $9.5166 | +2.57% | 93.88 |
| 2026-04-08 | 2026-04-15 | $10.5483 | $9.8711 | -6.42% | 87.86 |
| 2026-07-16 | 2026-07-23 | $9.8185 | $9.6924 | -1.28% | 86.73 |
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 LEO Token · Read the full methodology