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 Rain
12 historical signal(s) detected for Rain; 11 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-13 | 2025-10-20 | $0.0044 | $0.0035 | -20.08% | 79.92 |
| 2025-11-22 | 2025-11-29 | $0.0036 | $0.0071 | +97.04% | 157.47 |
| 2025-12-02 | 2025-12-09 | $0.0081 | $0.0077 | -5.37% | 149.01 |
| 2025-12-28 | 2026-01-04 | $0.0082 | $0.0080 | -1.88% | 146.21 |
| 2026-01-07 | 2026-01-14 | $0.0092 | $0.0090 | -1.85% | 143.51 |
| 2026-01-15 | 2026-01-22 | $0.0096 | $0.0090 | -5.84% | 135.13 |
| 2026-01-23 | 2026-01-30 | $0.0101 | $0.0095 | -5.87% | 127.19 |
| 2026-02-10 | 2026-02-17 | $0.0103 | $0.0097 | -6.05% | 119.49 |
| 2026-05-26 | 2026-06-02 | $0.0080 | $0.0135 | +67.96% | 200.69 |
| 2026-06-18 | 2026-06-25 | $0.0146 | $0.0159 | +8.76% | 218.28 |
| 2026-08-22 | 2026-08-29 | $0.0151 | $0.0177 | +17.65% | 256.82 |
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.