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 Monero
4 historical signal(s) detected for Monero; 4 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-17 | 2025-09-24 | $319.6589 | $291.6501 | -8.76% | 91.24 |
| 2025-12-04 | 2025-12-11 | $408.4500 | $401.2871 | -1.75% | 89.64 |
| 2025-12-11 | 2025-12-18 | $401.2871 | $417.6611 | +4.08% | 93.30 |
| 2026-05-30 | 2026-06-06 | $396.7936 | $307.9241 | -22.40% | 72.40 |
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.