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 Cardano
22 historical signal(s) detected for Cardano; 18 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $0.6359 | $0.6247 | -1.76% | 98.24 |
| 2025-12-25 | 2026-01-01 | $0.3564 | $0.3333 | -6.48% | 91.87 |
| 2026-01-01 | 2026-01-08 | $0.3333 | $0.4021 | +20.64% | 110.84 |
| 2026-02-01 | 2026-02-08 | $0.3022 | $0.2797 | -7.45% | 102.57 |
| 2026-02-09 | 2026-02-16 | $0.2969 | $0.2922 | -1.57% | 100.97 |
| 2026-02-21 | 2026-02-28 | $0.3021 | $0.2935 | -2.86% | 98.08 |
| 2026-03-04 | 2026-03-11 | $0.2822 | $0.2763 | -2.10% | 96.02 |
| 2026-03-14 | 2026-03-21 | $0.2788 | $0.2662 | -4.52% | 91.68 |
| 2026-03-22 | 2026-03-29 | $0.2882 | $0.2459 | -14.68% | 78.22 |
| 2026-03-29 | 2026-04-05 | $0.2459 | $0.2480 | +0.84% | 78.88 |
| 2026-04-07 | 2026-04-14 | $0.2457 | $0.2488 | +1.27% | 79.88 |
| 2026-04-27 | 2026-05-04 | $0.2523 | $0.2495 | -1.11% | 78.99 |
| 2026-05-28 | 2026-06-04 | $0.2369 | $0.2002 | -15.49% | 66.76 |
| 2026-06-09 | 2026-06-16 | $0.1703 | $0.1785 | +4.79% | 69.96 |
| 2026-06-17 | 2026-06-24 | $0.1723 | $0.1513 | -12.17% | 61.44 |
| 2026-06-28 | 2026-07-05 | $0.1451 | $0.1920 | +32.34% | 81.31 |
| 2026-07-10 | 2026-07-17 | $0.1665 | $0.1607 | -3.46% | 78.50 |
| 2026-07-25 | 2026-08-01 | $0.1638 | $0.1680 | +2.58% | 80.52 |
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.