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 Sui
5 historical signal(s) detected for Sui; 5 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 |
|---|---|---|---|---|---|
| 2026-01-04 | 2026-01-11 | $1.6649 | $1.8109 | +8.77% | 108.77 |
| 2026-03-16 | 2026-03-23 | $1.0570 | $0.9403 | -11.04% | 96.76 |
| 2026-05-09 | 2026-05-16 | $1.0226 | $1.0989 | +7.47% | 103.98 |
| 2026-07-22 | 2026-07-29 | $0.7713 | $0.6921 | -10.27% | 93.31 |
| 2026-08-22 | 2026-08-29 | $0.8438 | $0.7437 | -11.86% | 82.24 |
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.