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 Litecoin
8 historical signal(s) detected for Litecoin; 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 |
|---|---|---|---|---|---|
| 2025-11-10 | 2025-11-17 | $110.1760 | $95.7838 | -13.06% | 86.94 |
| 2026-03-17 | 2026-03-24 | $58.5464 | $55.7546 | -4.77% | 82.79 |
| 2026-05-07 | 2026-05-14 | $56.7380 | $56.9791 | +0.42% | 83.14 |
| 2026-07-06 | 2026-07-13 | $45.7614 | $43.9799 | -3.89% | 79.91 |
| 2026-07-19 | 2026-07-26 | $46.9830 | $46.5037 | -1.02% | 79.09 |
| 2026-07-27 | 2026-08-03 | $47.7965 | $44.6443 | -6.60% | 73.88 |
| 2026-08-21 | 2026-08-28 | $47.8016 | $49.9235 | +4.44% | 77.15 |
| 2026-09-06 | 2026-09-13 | $54.6877 | $53.6558 | -1.89% | 75.70 |
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 Litecoin · Read the full methodology