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 Cash
16 historical signal(s) detected for Bitcoin Cash; 9 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 |
|---|---|---|---|---|---|
| 2025-10-20 | 2025-10-27 | $472.7427 | $558.9128 | +18.23% | 118.23 |
| 2025-11-26 | 2025-12-03 | $527.2463 | $545.7714 | +3.51% | 122.38 |
| 2025-12-06 | 2025-12-13 | $559.8216 | $581.3810 | +3.85% | 127.09 |
| 2025-12-17 | 2025-12-24 | $546.0908 | $572.2709 | +4.79% | 133.19 |
| 2026-02-01 | 2026-02-08 | $508.0329 | $525.9742 | +3.53% | 137.89 |
| 2026-02-24 | 2026-03-03 | $498.4684 | $448.2235 | -10.08% | 123.99 |
| 2026-05-18 | 2026-05-25 | $405.7882 | $347.2230 | -14.43% | 106.10 |
| 2026-05-29 | 2026-06-05 | $299.8617 | $245.3537 | -18.18% | 86.81 |
| 2026-08-14 | 2026-08-21 | $206.4683 | $222.9847 | +8.00% | 93.76 |
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 Bitcoin Cash · Read the full methodology