Historical rule simulator

Backtest: After a New 30-Day High

Simulates one mechanical rule โ€” buy after a new 30-day high, hold a fixed number of days, then exit โ€” 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 Zcash

10 historical signal(s) detected for Zcash; 10 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).

Completed trades10
Win rate60.0%
Average return / trade+11.02%
Compounded total return+122.46%
Max drawdown-22.71%
Buy & hold, same period+371.00%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $229.2593 $217.4053 -5.17% 94.83
2025-10-27 2025-11-03 $327.5101 $417.7495 +27.55% 120.96
2025-11-16 2025-11-23 $666.1985 $519.0073 -22.09% 94.23
2025-12-28 2026-01-04 $515.8740 $511.8273 -0.78% 93.49
2026-04-08 2026-04-15 $321.7812 $355.1249 +10.36% 103.18
2026-05-02 2026-05-09 $384.8990 $612.6839 +59.18% 164.25
2026-05-21 2026-05-28 $672.8192 $541.2592 -19.55% 132.13
2026-07-13 2026-07-20 $533.2997 $547.8285 +2.72% 135.73
2026-08-20 2026-08-27 $564.5716 $816.3760 +44.60% 196.27
2026-09-04 2026-09-11 $952.6663 $1079.8141 +13.35% 222.46

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.

View the full study for Zcash ยท Read the full methodology