Historical rule simulator

Backtest: After Funding Enters Its Bottom 5th Percentile

Simulates one mechanical rule โ€” buy after funding enters its bottom 5th percentile, hold a fixed number of days, then exit โ€” 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 Dogecoin

19 historical signal(s) detected for Dogecoin; 12 non-overlapping trade(s) taken at a 7-day hold (7 skipped because a position was already open).

Completed trades12
Win rate41.7%
Average return / trade-3.06%
Compounded total return-33.04%
Max drawdown-34.50%
Buy & hold, same period-63.58%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $0.1937 $0.1848 -4.61% 95.39
2025-10-29 2025-11-05 $0.1936 $0.1625 -16.08% 80.06
2025-11-14 2025-11-21 $0.1637 $0.1491 -8.96% 72.88
2025-12-02 2025-12-09 $0.1355 $0.1426 +5.22% 76.69
2025-12-16 2025-12-23 $0.1297 $0.1324 +2.09% 78.29
2026-01-26 2026-02-02 $0.1198 $0.1048 -12.57% 68.45
2026-02-06 2026-02-13 $0.0887 $0.0939 +5.84% 72.44
2026-02-21 2026-02-28 $0.1008 $0.0942 -6.56% 67.69
2026-02-28 2026-03-07 $0.0942 $0.0919 -2.38% 66.08
2026-03-23 2026-03-30 $0.0912 $0.0904 -0.87% 65.50
2026-04-02 2026-04-09 $0.0923 $0.0925 +0.20% 65.63
2026-07-24 2026-07-31 $0.0692 $0.0706 +2.02% 66.96

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 Dogecoin ยท Read the full methodology