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 BNB
9 historical signal(s) detected for BNB; 5 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-13 | 2025-10-20 | $1303.2674 | $1110.1648 | -14.82% | 85.18 |
| 2025-10-20 | 2025-10-27 | $1110.1648 | $1138.1268 | +2.52% | 87.33 |
| 2025-10-28 | 2025-11-04 | $1138.2326 | $992.6566 | -12.79% | 76.16 |
| 2025-11-10 | 2025-11-17 | $996.1572 | $926.0490 | -7.04% | 70.80 |
| 2026-03-20 | 2026-03-27 | $639.1520 | $628.0751 | -1.73% | 69.57 |
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.