Historical rule simulator
Backtest: After Funding Rises to +0.01%
Simulates one mechanical rule — buy after funding rises 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 Bitcoin
30 historical signal(s) detected for Bitcoin; 17 non-overlapping trade(s) taken at a 7-day hold (13 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-10 | 2025-09-17 | $111521.5442 | $116797.0021 | +4.73% | 104.73 |
| 2025-10-01 | 2025-10-08 | $114087.5138 | $121463.1181 | +6.46% | 111.50 |
| 2025-10-11 | 2025-10-18 | $113043.6759 | $106483.8914 | -5.80% | 105.03 |
| 2025-10-27 | 2025-11-03 | $114419.2217 | $110499.5224 | -3.43% | 101.43 |
| 2025-11-04 | 2025-11-11 | $106451.7065 | $105951.4960 | -0.47% | 100.96 |
| 2025-11-15 | 2025-11-22 | $94772.6144 | $85087.9526 | -10.22% | 90.64 |
| 2025-12-14 | 2025-12-21 | $90253.1181 | $88348.2780 | -2.11% | 88.73 |
| 2025-12-24 | 2025-12-31 | $87496.1467 | $88363.7222 | +0.99% | 89.61 |
| 2026-01-01 | 2026-01-08 | $87575.0462 | $91286.0331 | +4.24% | 93.40 |
| 2026-01-21 | 2026-01-28 | $88416.8869 | $89141.6504 | +0.82% | 94.17 |
| 2026-05-27 | 2026-06-03 | $75851.1041 | $66727.2642 | -12.03% | 82.84 |
| 2026-07-03 | 2026-07-10 | $61490.2145 | $63192.8790 | +2.77% | 85.14 |
| 2026-07-11 | 2026-07-18 | $64110.9748 | $63904.9540 | -0.32% | 84.86 |
| 2026-07-29 | 2026-08-05 | $63881.9433 | $64062.1737 | +0.28% | 85.10 |
| 2026-08-12 | 2026-08-19 | $63537.5599 | $64686.2578 | +1.81% | 86.64 |
| 2026-08-19 | 2026-08-26 | $64686.2578 | $78511.2331 | +21.37% | 105.16 |
| 2026-08-27 | 2026-09-03 | $79018.0341 | $77297.1335 | -2.18% | 102.87 |
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.