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 Monero
8 historical signal(s) detected for Monero; 7 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-25 | 2025-10-02 | $292.5665 | $312.6627 | +6.87% | 106.87 |
| 2025-10-18 | 2025-10-25 | $291.5727 | $327.2586 | +12.24% | 119.95 |
| 2025-11-23 | 2025-11-30 | $369.5156 | $412.6718 | +11.68% | 133.96 |
| 2025-12-03 | 2025-12-10 | $398.3307 | $388.2205 | -2.54% | 130.56 |
| 2025-12-10 | 2025-12-17 | $388.2205 | $428.7859 | +10.45% | 144.20 |
| 2026-06-16 | 2026-06-23 | $347.8177 | $317.5341 | -8.71% | 131.64 |
| 2026-07-31 | 2026-08-07 | $360.0848 | $369.5125 | +2.62% | 135.09 |
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.