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 Chainlink

22 historical signal(s) detected for Chainlink; 16 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades16
Win rate31.2%
Average return / trade-3.91%
Compounded total return-49.60%
Max drawdown-56.56%
Buy & hold, same period-54.86%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-22 2025-09-29 $22.9798 $21.6765 -5.67% 94.33
2025-10-08 2025-10-15 $21.8340 $19.1197 -12.43% 82.60
2025-10-21 2025-10-28 $18.6583 $18.2073 -2.42% 80.61
2025-10-30 2025-11-06 $18.1211 $15.1340 -16.48% 67.32
2025-11-13 2025-11-20 $15.1404 $13.5135 -10.75% 60.08
2025-12-01 2025-12-08 $12.9745 $13.6391 +5.12% 63.16
2025-12-10 2025-12-17 $14.4164 $12.9239 -10.35% 56.62
2025-12-18 2025-12-25 $12.2552 $12.2686 +0.11% 56.69
2026-01-21 2026-01-28 $12.6694 $12.7337 +0.51% 56.97
2026-02-02 2026-02-09 $9.9172 $9.7767 -1.42% 56.17
2026-03-05 2026-03-12 $9.8743 $9.0064 -8.79% 51.23
2026-03-14 2026-03-21 $9.6325 $9.1218 -5.30% 48.51
2026-03-27 2026-04-03 $9.6516 $8.6414 -10.47% 43.44
2026-04-09 2026-04-16 $8.8512 $9.2658 +4.68% 45.47
2026-04-23 2026-04-30 $9.2960 $9.1118 -1.98% 44.57
2026-05-03 2026-05-10 $9.1733 $10.3738 +13.09% 50.40

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 Chainlink ยท Read the full methodology