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 Solana
6 historical signal(s) detected for Solana; 6 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 |
|---|---|---|---|---|---|
| 2026-01-06 | 2026-01-13 | $138.0003 | $139.0723 | +0.78% | 100.78 |
| 2026-01-14 | 2026-01-21 | $145.7386 | $126.1076 | -13.47% | 87.20 |
| 2026-03-16 | 2026-03-23 | $92.8425 | $86.5100 | -6.82% | 81.25 |
| 2026-05-07 | 2026-05-14 | $89.1654 | $91.1181 | +2.19% | 83.03 |
| 2026-07-03 | 2026-07-10 | $80.6197 | $77.9922 | -3.26% | 80.33 |
| 2026-08-20 | 2026-08-27 | $85.3331 | $102.0489 | +19.59% | 96.06 |
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.