Historical rule simulator

Backtest: After 3 Consecutive Negative Funding Intervals

Simulates one mechanical rule โ€” buy after 3 consecutive negative funding intervals, 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 Bitcoin

23 historical signal(s) detected for Bitcoin; 15 non-overlapping trade(s) taken at a 7-day hold (8 skipped because a position was already open).

Completed trades15
Win rate60.0%
Average return / trade+0.58%
Compounded total return+7.26%
Max drawdown-15.36%
Buy & hold, same period-44.48%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-21 2025-09-28 $115722.8964 $109675.1432 -5.23% 94.77
2025-10-16 2025-10-23 $110844.4042 $107591.4605 -2.93% 91.99
2025-11-24 2025-12-01 $86740.1177 $90359.8687 +4.17% 95.83
2026-02-03 2026-02-10 $78670.5892 $70175.1475 -10.80% 85.48
2026-02-12 2026-02-19 $67090.5793 $66426.6195 -0.99% 84.64
2026-02-26 2026-03-05 $67850.1052 $72752.3016 +7.23% 90.75
2026-03-08 2026-03-15 $67339.6744 $71149.2824 +5.66% 95.89
2026-03-18 2026-03-25 $74004.6908 $70528.8635 -4.70% 91.38
2026-03-28 2026-04-04 $66329.8819 $66822.5523 +0.74% 92.06
2026-04-11 2026-04-18 $72920.2549 $77125.7336 +5.77% 97.37
2026-04-18 2026-04-25 $77125.7336 $77447.6176 +0.42% 97.78
2026-04-28 2026-05-05 $77366.7844 $79825.8751 +3.18% 100.88
2026-05-05 2026-05-12 $79825.8751 $81627.5660 +2.26% 103.16
2026-06-06 2026-06-13 $60960.1014 $63532.2778 +4.22% 107.51
2026-06-14 2026-06-21 $64408.8098 $64253.3987 -0.24% 107.26

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 Bitcoin ยท Read the full methodology