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 Cash

46 historical signal(s) detected for Bitcoin Cash; 31 non-overlapping trade(s) taken at a 7-day hold (15 skipped because a position was already open).

Completed trades29
Win rate41.4%
Average return / trade-1.66%
Compounded total return-44.55%
Max drawdown-52.96%
Buy & hold, same period-63.62%

Hypothetical growth of $100

2 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-23 2025-09-30 $567.5095 $560.8093 -1.18% 98.82
2025-10-03 2025-10-10 $594.5633 $580.1343 -2.43% 96.42
2025-10-12 2025-10-19 $499.5693 $468.5359 -6.21% 90.43
2025-10-29 2025-11-05 $557.8349 $480.8460 -13.80% 77.95
2025-11-05 2025-11-12 $480.8460 $505.3135 +5.09% 81.92
2025-11-12 2025-11-19 $505.3135 $522.8133 +3.46% 84.75
2025-11-20 2025-11-27 $485.7023 $543.8084 +11.96% 94.89
2025-11-27 2025-12-04 $543.8084 $591.2305 +8.72% 103.17
2025-12-04 2025-12-11 $591.2305 $573.0033 -3.08% 99.99
2025-12-21 2025-12-28 $592.2760 $622.9931 +5.19% 105.17
2026-01-01 2026-01-08 $599.3461 $628.9685 +4.94% 110.37
2026-01-11 2026-01-18 $641.8532 $593.8955 -7.47% 102.13
2026-01-24 2026-01-31 $594.7206 $553.5130 -6.93% 95.05
2026-02-01 2026-02-08 $508.0329 $525.9742 +3.53% 98.41
2026-02-18 2026-02-25 $563.7741 $486.2023 -13.76% 84.87
2026-02-27 2026-03-06 $480.8812 $464.1671 -3.48% 81.92
2026-03-11 2026-03-18 $449.9158 $474.7712 +5.52% 86.44
2026-03-18 2026-03-25 $474.7712 $480.3738 +1.18% 87.46
2026-03-25 2026-04-01 $480.3738 $465.9229 -3.01% 84.83
2026-04-03 2026-04-10 $445.3382 $443.4456 -0.42% 84.47
2026-04-12 2026-04-19 $438.3478 $444.1892 +1.33% 85.60
2026-05-08 2026-05-15 $450.5591 $434.8927 -3.48% 82.62
2026-05-17 2026-05-24 $415.9769 $355.7552 -14.48% 70.66
2026-06-05 2026-06-12 $245.3537 $205.1507 -16.39% 59.08
2026-06-16 2026-06-23 $224.4576 $197.2654 -12.11% 51.92
2026-06-28 2026-07-05 $195.2701 $236.0590 +20.89% 62.77
2026-07-12 2026-07-19 $243.9403 $220.0783 -9.78% 56.63
2026-07-20 2026-07-27 $215.1031 $216.8652 +0.82% 57.09
2026-08-07 2026-08-14 $212.5756 $206.4683 -2.87% 55.45

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.

View the full study for Bitcoin Cash ยท Read the full methodology