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 Sui

17 historical signal(s) detected for Sui; 14 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades14
Win rate35.7%
Average return / trade-2.53%
Compounded total return-34.03%
Max drawdown-35.67%
Buy & hold, same period-73.62%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $2.6108 $2.4397 -6.55% 93.45
2025-10-31 2025-11-07 $2.2915 $1.9667 -14.18% 80.20
2025-11-25 2025-12-02 $1.5269 $1.3458 -11.86% 70.69
2025-12-02 2025-12-09 $1.3458 $1.6112 +19.72% 84.63
2026-01-11 2026-01-18 $1.8109 $1.7842 -1.47% 83.38
2026-01-19 2026-01-26 $1.6552 $1.4198 -14.22% 71.53
2026-02-23 2026-03-02 $0.9132 $0.9178 +0.51% 71.89
2026-03-06 2026-03-13 $0.9798 $1.0165 +3.75% 74.58
2026-03-27 2026-04-03 $0.9523 $0.8625 -9.43% 67.55
2026-04-05 2026-04-12 $0.8721 $0.9414 +7.95% 72.92
2026-04-27 2026-05-04 $0.9458 $0.9199 -2.73% 70.92
2026-06-23 2026-06-30 $0.7186 $0.7010 -2.44% 69.19
2026-07-24 2026-07-31 $0.7440 $0.6918 -7.02% 64.33
2026-08-07 2026-08-14 $0.6718 $0.6888 +2.54% 65.97

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 Sui ยท Read the full methodology