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 Ethereum

18 historical signal(s) detected for Ethereum; 12 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades11
Win rate54.5%
Average return / trade+0.26%
Compounded total return-0.75%
Max drawdown-19.64%
Buy & hold, same period-56.26%

Hypothetical growth of $100

1 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
2025-10-11 2025-10-18 $3841.6737 $3835.0072 -0.17% 99.83
2026-01-26 2026-02-02 $2812.9354 $2264.3454 -19.50% 80.36
2026-02-06 2026-02-13 $1823.8053 $1947.8399 +6.80% 85.82
2026-02-13 2026-02-20 $1947.8399 $1949.6068 +0.09% 85.90
2026-02-23 2026-03-02 $1886.4504 $1939.7957 +2.83% 88.33
2026-03-09 2026-03-16 $1939.3918 $2182.0727 +12.51% 99.38
2026-03-27 2026-04-03 $2059.5891 $2052.3362 -0.35% 99.03
2026-04-18 2026-04-25 $2421.2906 $2315.7002 -4.36% 94.71
2026-04-28 2026-05-05 $2303.8843 $2346.1713 +1.84% 96.45
2026-05-07 2026-05-14 $2351.0137 $2258.4839 -3.94% 92.66
2026-06-07 2026-06-14 $1568.7028 $1680.3056 +7.11% 99.25

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 Ethereum ยท Read the full methodology