Historical rule simulator
Backtest: After Funding Enters Its Bottom 5th Percentile
Simulates one mechanical rule — buy after funding enters its bottom 5th percentile, 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 Avalanche
13 historical signal(s) detected for Avalanche; 9 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-12 | 2025-10-19 | $21.4854 | $20.2124 | -5.93% | 94.07 |
| 2025-10-30 | 2025-11-06 | $19.6570 | $16.6255 | -15.42% | 79.57 |
| 2025-11-13 | 2025-11-20 | $16.8091 | $14.2594 | -15.17% | 67.50 |
| 2025-11-22 | 2025-11-29 | $13.3013 | $14.8529 | +11.66% | 75.37 |
| 2025-12-05 | 2025-12-12 | $14.3974 | $13.4270 | -6.74% | 70.29 |
| 2025-12-23 | 2025-12-30 | $12.4021 | $12.3607 | -0.33% | 70.06 |
| 2026-01-01 | 2026-01-08 | $12.3095 | $14.1144 | +14.66% | 80.33 |
| 2026-01-29 | 2026-02-05 | $12.1278 | $9.7481 | -19.62% | 64.57 |
| 2026-04-07 | 2026-04-14 | $8.8921 | $9.6928 | +9.01% | 70.38 |
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 Avalanche · Read the full methodology