Historical rule simulator

Backtest: After a New 30-Day High

Simulates one mechanical rule โ€” buy after a new 30-day high, hold a fixed number of days, then exit โ€” 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 Monero

15 historical signal(s) detected for Monero; 13 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).

Completed trades13
Win rate46.2%
Average return / trade-1.30%
Compounded total return-18.97%
Max drawdown-33.77%
Buy & hold, same period+55.16%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-27 2025-11-03 $347.1826 $347.1538 -0.01% 99.99
2025-11-07 2025-11-14 $359.2601 $385.9587 +7.43% 107.42
2025-11-16 2025-11-23 $422.0421 $369.5156 -12.45% 94.05
2025-12-01 2025-12-08 $436.9172 $362.6838 -16.99% 78.07
2025-12-20 2025-12-27 $441.1812 $444.7364 +0.81% 78.70
2026-01-12 2026-01-19 $554.3023 $561.5478 +1.31% 79.73
2026-03-17 2026-03-24 $366.7275 $347.6719 -5.20% 75.59
2026-04-22 2026-04-29 $385.5851 $377.8493 -2.01% 74.07
2026-05-04 2026-05-11 $391.7523 $409.4460 +4.52% 77.42
2026-05-12 2026-05-19 $416.2757 $382.5622 -8.10% 71.15
2026-07-19 2026-07-26 $335.7430 $364.1238 +8.45% 77.16
2026-08-03 2026-08-10 $364.1313 $394.4625 +8.33% 83.59
2026-09-06 2026-09-13 $555.6685 $538.6832 -3.06% 81.03

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 Monero ยท Read the full methodology