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 Chainlink

19 historical signal(s) detected for Chainlink; 14 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades14
Win rate57.1%
Average return / trade-0.54%
Compounded total return-10.82%
Max drawdown-24.64%
Buy & hold, same period-68.75%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-16 2025-09-23 $23.5744 $21.6716 -8.07% 91.93
2025-10-08 2025-10-15 $21.8340 $19.1197 -12.43% 80.50
2025-12-01 2025-12-08 $12.9745 $13.6391 +5.12% 84.62
2025-12-22 2025-12-29 $12.4460 $12.4758 +0.24% 84.83
2026-01-19 2026-01-26 $13.6218 $12.1012 -11.16% 75.36
2026-02-06 2026-02-13 $8.2126 $9.3755 +14.16% 86.03
2026-02-19 2026-02-26 $9.7970 $9.7334 -0.65% 85.47
2026-02-28 2026-03-07 $9.6244 $9.7178 +0.97% 86.30
2026-03-08 2026-03-15 $10.1586 $10.2835 +1.23% 87.36
2026-03-19 2026-03-26 $9.8803 $10.1328 +2.56% 89.59
2026-04-03 2026-04-10 $8.6414 $8.9480 +3.55% 92.77
2026-04-30 2026-05-07 $9.1118 $9.9964 +9.71% 101.78
2026-05-16 2026-05-23 $10.0673 $9.4113 -6.52% 95.15
2026-06-23 2026-06-30 $7.8594 $7.3665 -6.27% 89.18

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 Chainlink ยท Read the full methodology