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 Ethereum
33 historical signal(s) detected for Ethereum; 19 non-overlapping trade(s) taken at a 7-day hold (14 skipped because a position was already open).
Hypothetical growth of $100
1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-20 | 2025-09-27 | $4470.1027 | $4028.9085 | -9.87% | 90.13 |
| 2025-10-12 | 2025-10-19 | $3747.4570 | $3890.0161 | +3.80% | 93.56 |
| 2025-10-30 | 2025-11-06 | $3902.8019 | $3425.9698 | -12.22% | 82.13 |
| 2025-11-24 | 2025-12-01 | $2798.9131 | $2990.7974 | +6.86% | 87.76 |
| 2026-01-31 | 2026-02-07 | $2702.9167 | $2055.7744 | -23.94% | 66.75 |
| 2026-02-09 | 2026-02-16 | $2092.4275 | $1967.5499 | -5.97% | 62.76 |
| 2026-02-16 | 2026-02-23 | $1967.5499 | $1886.4504 | -4.12% | 60.18 |
| 2026-02-23 | 2026-03-02 | $1886.4504 | $1939.7957 | +2.83% | 61.88 |
| 2026-03-04 | 2026-03-11 | $1982.9514 | $2035.1742 | +2.63% | 63.51 |
| 2026-03-15 | 2026-03-22 | $2107.1132 | $2066.1562 | -1.94% | 62.27 |
| 2026-03-23 | 2026-03-30 | $2055.6818 | $1981.7424 | -3.60% | 60.03 |
| 2026-04-02 | 2026-04-09 | $2131.5393 | $2179.7916 | +2.26% | 61.39 |
| 2026-04-11 | 2026-04-18 | $2247.4186 | $2421.2906 | +7.74% | 66.14 |
| 2026-04-18 | 2026-04-25 | $2421.2906 | $2315.7002 | -4.36% | 63.26 |
| 2026-04-30 | 2026-05-07 | $2253.6200 | $2351.0137 | +4.32% | 65.99 |
| 2026-06-06 | 2026-06-13 | $1582.4588 | $1665.5551 | +5.25% | 69.46 |
| 2026-06-26 | 2026-07-03 | $1566.0081 | $1698.5611 | +8.46% | 75.34 |
| 2026-07-24 | 2026-07-31 | $1877.4606 | $1917.5714 | +2.14% | 76.95 |
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 Ethereum · Read the full methodology