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 Litecoin
11 historical signal(s) detected for Litecoin; 9 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-18 | 2025-10-25 | $90.1182 | $96.4339 | +7.01% | 107.01 |
| 2025-10-28 | 2025-11-04 | $99.3809 | $87.3668 | -12.09% | 94.07 |
| 2025-11-06 | 2025-11-13 | $89.4461 | $97.5405 | +9.05% | 102.58 |
| 2025-11-21 | 2025-11-28 | $87.2307 | $86.6029 | -0.72% | 101.85 |
| 2025-12-02 | 2025-12-09 | $77.5498 | $83.9031 | +8.19% | 110.19 |
| 2026-01-31 | 2026-02-07 | $65.3773 | $54.8135 | -16.16% | 92.39 |
| 2026-02-22 | 2026-03-01 | $54.8049 | $54.5128 | -0.53% | 91.89 |
| 2026-03-08 | 2026-03-15 | $53.6117 | $54.9541 | +2.50% | 94.19 |
| 2026-05-03 | 2026-05-10 | $55.3640 | $57.9924 | +4.75% | 98.67 |
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 Litecoin · Read the full methodology