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 Stellar
6 historical signal(s) detected for Stellar; 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 | $0.2534 | $0.2193 | -13.47% | 86.53 |
| 2026-03-17 | 2026-03-24 | $0.1755 | $0.1670 | -4.84% | 82.34 |
| 2026-03-26 | 2026-04-02 | $0.1773 | $0.1693 | -4.55% | 78.60 |
| 2026-04-22 | 2026-04-29 | $0.1790 | $0.1619 | -9.57% | 71.08 |
| 2026-05-29 | 2026-06-05 | $0.2033 | $0.2014 | -0.93% | 70.42 |
| 2026-08-22 | 2026-08-29 | $0.2018 | $0.1795 | -11.05% | 62.63 |
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.