Historical rule simulator
Backtest: After Funding Falls to -0.01%
Simulates one mechanical rule — buy after funding falls to -0.01%, 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 Bitcoin
5 historical signal(s) detected for Bitcoin; 4 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 |
|---|---|---|---|---|---|
| 2025-10-12 | 2025-10-19 | $110655.2698 | $107210.0961 | -3.11% | 96.89 |
| 2026-02-06 | 2026-02-13 | $62778.2176 | $66258.5295 | +5.54% | 102.26 |
| 2026-03-11 | 2026-03-18 | $69849.2035 | $74004.6908 | +5.95% | 108.34 |
| 2026-04-17 | 2026-04-24 | $75111.9567 | $78275.3258 | +4.21% | 112.90 |
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.