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 Litecoin

37 historical signal(s) detected for Litecoin; 23 non-overlapping trade(s) taken at a 7-day hold (14 skipped because a position was already open).

Completed trades23
Win rate39.1%
Average return / trade-1.15%
Compounded total return-28.74%
Max drawdown-43.25%
Buy & hold, same period-53.41%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-22 2025-09-29 $114.0255 $106.8605 -6.28% 93.72
2025-10-12 2025-10-19 $93.4343 $91.6778 -1.88% 91.95
2025-10-29 2025-11-05 $96.6683 $85.3294 -11.73% 81.17
2025-11-17 2025-11-24 $95.7838 $83.0208 -13.32% 70.35
2025-11-24 2025-12-01 $83.0208 $82.6758 -0.42% 70.06
2025-12-01 2025-12-08 $82.6758 $81.3788 -1.57% 68.96
2025-12-18 2025-12-25 $75.9464 $75.6953 -0.33% 68.73
2026-01-19 2026-01-26 $70.6836 $67.1973 -4.93% 65.34
2026-02-06 2026-02-13 $50.8023 $53.1345 +4.59% 68.34
2026-02-19 2026-02-26 $53.3102 $56.7460 +6.44% 72.75
2026-02-28 2026-03-07 $54.5804 $53.8254 -1.38% 71.74
2026-03-07 2026-03-14 $53.8254 $55.2653 +2.68% 73.66
2026-03-22 2026-03-29 $54.3676 $53.8480 -0.96% 72.96
2026-04-02 2026-04-09 $53.8239 $53.9224 +0.18% 73.09
2026-04-09 2026-04-16 $53.9224 $55.2154 +2.40% 74.84
2026-04-19 2026-04-26 $55.6606 $56.0573 +0.71% 75.38
2026-04-26 2026-05-03 $56.0573 $55.3640 -1.24% 74.44
2026-05-18 2026-05-25 $54.5867 $52.7384 -3.39% 71.92
2026-05-31 2026-06-07 $52.3972 $41.3424 -21.10% 56.75
2026-06-09 2026-06-16 $43.0039 $45.7404 +6.36% 60.36
2026-06-21 2026-06-28 $44.5124 $42.1306 -5.35% 57.13
2026-08-01 2026-08-08 $44.2576 $45.5153 +2.84% 58.75
2026-08-15 2026-08-22 $43.8069 $53.1296 +21.28% 71.26

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 Litecoin ยท Read the full methodology