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 Bitcoin
19 historical signal(s) detected for Bitcoin; 12 non-overlapping trade(s) taken at a 7-day hold (7 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 | $110655.2698 | $107210.0961 | -3.11% | 96.89 |
| 2025-10-21 | 2025-10-28 | $110535.8630 | $114085.3312 | +3.21% | 100.00 |
| 2026-02-02 | 2026-02-09 | $76895.5867 | $70398.0850 | -8.45% | 91.55 |
| 2026-02-10 | 2026-02-17 | $70175.1475 | $68859.7762 | -1.87% | 89.83 |
| 2026-02-23 | 2026-03-02 | $65192.1887 | $65824.4217 | +0.97% | 90.70 |
| 2026-03-04 | 2026-03-11 | $68287.4630 | $69849.2035 | +2.29% | 92.78 |
| 2026-03-15 | 2026-03-22 | $71149.2824 | $68424.0769 | -3.83% | 89.22 |
| 2026-03-22 | 2026-03-29 | $68424.0769 | $66388.8445 | -2.97% | 86.57 |
| 2026-04-02 | 2026-04-09 | $67959.8752 | $70644.7942 | +3.95% | 89.99 |
| 2026-04-11 | 2026-04-18 | $72920.2549 | $77125.7336 | +5.77% | 95.18 |
| 2026-05-05 | 2026-05-12 | $79825.8751 | $81627.5660 | +2.26% | 97.33 |
| 2026-06-15 | 2026-06-22 | $65709.3109 | $63255.4853 | -3.73% | 93.69 |
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.