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 XRP
5 historical signal(s) detected for XRP; 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 |
|---|---|---|---|---|---|
| 2026-01-06 | 2026-01-13 | $2.3538 | $2.0605 | -12.46% | 87.54 |
| 2026-03-17 | 2026-03-24 | $1.5395 | $1.4376 | -6.62% | 81.75 |
| 2026-04-18 | 2026-04-25 | $1.4769 | $1.4361 | -2.76% | 79.49 |
| 2026-05-15 | 2026-05-22 | $1.4826 | $1.3694 | -7.64% | 73.42 |
| 2026-08-21 | 2026-08-28 | $1.2682 | $1.4536 | +14.62% | 84.15 |
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.