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 Chainlink
30 historical signal(s) detected for Chainlink; 19 non-overlapping trade(s) taken at a 7-day hold (11 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-22 | 2025-09-29 | $22.9798 | $21.6765 | -5.67% | 94.33 |
| 2025-10-08 | 2025-10-15 | $21.8340 | $19.1197 | -12.43% | 82.60 |
| 2025-10-21 | 2025-10-28 | $18.6583 | $18.2073 | -2.42% | 80.61 |
| 2025-10-29 | 2025-11-05 | $17.8387 | $14.7187 | -17.49% | 66.51 |
| 2025-11-12 | 2025-11-19 | $15.2975 | $13.7755 | -9.95% | 59.89 |
| 2025-12-01 | 2025-12-08 | $12.9745 | $13.6391 | +5.12% | 62.96 |
| 2025-12-10 | 2025-12-17 | $14.4164 | $12.9239 | -10.35% | 56.44 |
| 2025-12-18 | 2025-12-25 | $12.2552 | $12.2686 | +0.11% | 56.50 |
| 2026-01-16 | 2026-01-23 | $14.1260 | $12.9679 | -8.20% | 51.87 |
| 2026-01-28 | 2026-02-04 | $12.7337 | $9.9099 | -22.18% | 40.37 |
| 2026-02-19 | 2026-02-26 | $9.7970 | $9.7334 | -0.65% | 40.11 |
| 2026-02-28 | 2026-03-07 | $9.6244 | $9.7178 | +0.97% | 40.49 |
| 2026-03-12 | 2026-03-19 | $9.0064 | $9.8803 | +9.70% | 44.42 |
| 2026-03-24 | 2026-03-31 | $9.5910 | $8.6187 | -10.14% | 39.92 |
| 2026-04-02 | 2026-04-09 | $8.9426 | $8.8512 | -1.02% | 39.51 |
| 2026-04-09 | 2026-04-16 | $8.8512 | $9.2658 | +4.68% | 41.36 |
| 2026-04-23 | 2026-04-30 | $9.2960 | $9.1118 | -1.98% | 40.54 |
| 2026-05-03 | 2026-05-10 | $9.1733 | $10.3738 | +13.09% | 45.85 |
| 2026-05-28 | 2026-06-04 | $9.1243 | $8.3279 | -8.73% | 41.85 |
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 Chainlink · Read the full methodology