Historical rule simulator
Backtest: After 3 Consecutive Negative Funding Intervals
Simulates one mechanical rule — buy after 3 consecutive negative funding intervals, 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 BNB
4 historical signal(s) detected for BNB; 3 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-19 | 2025-10-26 | $1092.6952 | $1116.7335 | +2.20% | 102.20 |
| 2025-10-31 | 2025-11-07 | $1077.7429 | $949.5353 | -11.90% | 90.04 |
| 2025-11-11 | 2025-11-18 | $991.9074 | $906.0242 | -8.66% | 82.25 |
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.