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 BNB
31 historical signal(s) detected for BNB; 19 non-overlapping trade(s) taken at a 7-day hold (12 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 | $879.8894 | $956.0360 | +8.65% | 108.65 |
| 2025-09-17 | 2025-09-24 | $956.0360 | $1016.9886 | +6.38% | 115.58 |
| 2025-09-25 | 2025-10-02 | $1018.4593 | $1027.5808 | +0.90% | 116.62 |
| 2025-10-03 | 2025-10-10 | $1091.1638 | $1255.6065 | +15.07% | 134.19 |
| 2025-11-24 | 2025-12-01 | $842.7380 | $875.5056 | +3.89% | 139.41 |
| 2025-12-28 | 2026-01-04 | $844.9833 | $878.1454 | +3.92% | 144.88 |
| 2026-01-10 | 2026-01-17 | $896.3529 | $937.2419 | +4.56% | 151.49 |
| 2026-04-08 | 2026-04-15 | $621.1198 | $614.5790 | -1.05% | 149.89 |
| 2026-04-16 | 2026-04-23 | $623.2079 | $637.8761 | +2.35% | 153.42 |
| 2026-05-04 | 2026-05-11 | $617.0592 | $663.4734 | +7.52% | 164.96 |
| 2026-05-12 | 2026-05-19 | $670.3092 | $643.0630 | -4.06% | 158.26 |
| 2026-05-30 | 2026-06-06 | $642.4764 | $571.9699 | -10.97% | 140.89 |
| 2026-07-02 | 2026-07-09 | $549.9511 | $568.1934 | +3.32% | 145.56 |
| 2026-07-09 | 2026-07-16 | $568.1934 | $580.0915 | +2.09% | 148.61 |
| 2026-07-21 | 2026-07-28 | $570.6204 | $565.7349 | -0.86% | 147.34 |
| 2026-07-30 | 2026-08-06 | $571.3881 | $593.3340 | +3.84% | 153.00 |
| 2026-08-09 | 2026-08-16 | $600.3274 | $607.2085 | +1.15% | 154.75 |
| 2026-08-20 | 2026-08-27 | $627.0534 | $707.4796 | +12.83% | 174.60 |
| 2026-09-03 | 2026-09-10 | $688.2301 | $722.6593 | +5.00% | 183.33 |
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.