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 TRON
8 historical signal(s) detected for TRON; 8 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 |
|---|---|---|---|---|---|
| 2025-12-22 | 2025-12-29 | $0.2882 | $0.2848 | -1.19% | 98.81 |
| 2026-01-03 | 2026-01-10 | $0.2889 | $0.2982 | +3.23% | 102.01 |
| 2026-03-09 | 2026-03-16 | $0.2894 | $0.2986 | +3.15% | 105.22 |
| 2026-04-22 | 2026-04-29 | $0.3330 | $0.3231 | -2.97% | 102.10 |
| 2026-05-04 | 2026-05-11 | $0.3382 | $0.3506 | +3.67% | 105.84 |
| 2026-07-27 | 2026-08-03 | $0.3321 | $0.3265 | -1.69% | 104.05 |
| 2026-08-12 | 2026-08-19 | $0.3349 | $0.3327 | -0.67% | 103.36 |
| 2026-08-21 | 2026-08-28 | $0.3374 | $0.3377 | +0.09% | 103.45 |
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.