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 Monero
4 historical signal(s) detected for Monero; 4 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-23 | 2025-11-30 | $369.5156 | $412.6718 | +11.68% | 111.68 |
| 2025-12-03 | 2025-12-10 | $398.3307 | $388.2205 | -2.54% | 108.84 |
| 2025-12-10 | 2025-12-17 | $388.2205 | $428.7859 | +10.45% | 120.22 |
| 2026-08-01 | 2026-08-08 | $358.0658 | $378.4760 | +5.70% | 127.07 |
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.