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 Zcash

36 historical signal(s) detected for Zcash; 23 non-overlapping trade(s) taken at a 7-day hold (13 skipped because a position was already open).

Completed trades23
Win rate43.5%
Average return / trade+8.09%
Compounded total return+97.51%
Max drawdown-68.22%
Buy & hold, same period+2197.57%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-21 2025-09-28 $50.6487 $55.1005 +8.79% 108.79
2025-09-29 2025-10-06 $61.3850 $165.7141 +169.96% 293.69
2025-10-11 2025-10-18 $229.2593 $217.4053 -5.17% 278.50
2025-10-19 2025-10-26 $220.9870 $275.3177 +24.59% 346.97
2025-10-29 2025-11-05 $315.9646 $443.2769 +40.29% 486.78
2025-11-15 2025-11-22 $608.1992 $547.7121 -9.95% 438.37
2025-11-23 2025-11-30 $519.0073 $460.0247 -11.36% 388.55
2025-11-30 2025-12-07 $460.0247 $341.6951 -25.72% 288.60
2025-12-11 2025-12-18 $404.0058 $376.6127 -6.78% 269.04
2025-12-27 2026-01-03 $447.7749 $488.5545 +9.11% 293.54
2026-01-15 2026-01-22 $446.6909 $355.0290 -20.52% 233.30
2026-01-28 2026-02-04 $397.8827 $270.7563 -31.95% 158.76
2026-02-12 2026-02-19 $240.2127 $263.1292 +9.54% 173.91
2026-02-25 2026-03-04 $242.3240 $220.5759 -8.97% 158.30
2026-03-07 2026-03-14 $209.5641 $207.7245 -0.88% 156.91
2026-03-23 2026-03-30 $217.7353 $214.6445 -1.42% 154.68
2026-04-02 2026-04-09 $251.9365 $323.7983 +28.52% 198.80
2026-04-18 2026-04-25 $329.0389 $359.5718 +9.28% 217.25
2026-05-03 2026-05-10 $387.7181 $594.6863 +53.38% 333.22
2026-05-20 2026-05-27 $573.6006 $569.7732 -0.67% 331.00
2026-05-31 2026-06-07 $528.2022 $362.1606 -31.44% 226.95
2026-06-16 2026-06-23 $518.4990 $441.7266 -14.81% 193.35
2026-09-08 2026-09-15 $1139.1361 $1163.6923 +2.16% 197.51

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 Zcash ยท Read the full methodology