Historical rule simulator

Backtest: After Funding Falls to -0.01%

Simulates one mechanical rule โ€” buy after funding falls to -0.01%, 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 Bitcoin Cash

37 historical signal(s) detected for Bitcoin Cash; 24 non-overlapping trade(s) taken at a 7-day hold (13 skipped because a position was already open).

Completed trades22
Win rate40.9%
Average return / trade-1.18%
Compounded total return-30.14%
Max drawdown-45.07%
Buy & hold, same period-57.31%

Hypothetical growth of $100

2 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-12 2025-10-19 $499.5693 $468.5359 -6.21% 93.79
2025-11-01 2025-11-08 $535.4962 $513.3722 -4.13% 89.91
2025-11-09 2025-11-16 $494.8843 $501.7417 +1.39% 91.16
2025-11-20 2025-11-27 $485.7023 $543.8084 +11.96% 102.06
2025-12-05 2025-12-12 $574.8629 $574.1786 -0.12% 101.94
2025-12-21 2025-12-28 $592.2760 $622.9931 +5.19% 107.23
2025-12-29 2026-01-05 $621.5134 $641.2780 +3.18% 110.64
2026-01-11 2026-01-18 $641.8532 $593.8955 -7.47% 102.37
2026-01-19 2026-01-26 $587.9506 $571.8263 -2.74% 99.57
2026-02-01 2026-02-08 $508.0329 $525.9742 +3.53% 103.08
2026-02-23 2026-03-02 $542.5587 $445.7691 -17.84% 84.69
2026-03-10 2026-03-17 $448.9101 $479.1178 +6.73% 90.39
2026-03-27 2026-04-03 $465.2478 $445.3382 -4.28% 86.52
2026-04-03 2026-04-10 $445.3382 $443.4456 -0.42% 86.16
2026-04-12 2026-04-19 $438.3478 $444.1892 +1.33% 87.30
2026-05-09 2026-05-16 $450.6044 $426.8698 -5.27% 82.71
2026-06-05 2026-06-12 $245.3537 $205.1507 -16.39% 69.15
2026-06-16 2026-06-23 $224.4576 $197.2654 -12.11% 60.78
2026-06-29 2026-07-06 $190.6555 $244.0184 +27.99% 77.79
2026-07-12 2026-07-19 $243.9403 $220.0783 -9.78% 70.18
2026-07-26 2026-08-02 $209.6636 $207.9297 -0.83% 69.60
2026-08-13 2026-08-20 $212.4825 $213.2770 +0.37% 69.86

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 Bitcoin Cash ยท Read the full methodology