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 Solana
6 historical signal(s) detected for Solana; 5 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $188.7926 | $182.1459 | -3.52% | 96.48 |
| 2026-02-01 | 2026-02-08 | $105.4928 | $87.5435 | -17.01% | 80.06 |
| 2026-02-23 | 2026-03-02 | $78.7499 | $83.7399 | +6.34% | 85.14 |
| 2026-03-27 | 2026-04-03 | $86.5600 | $79.0495 | -8.68% | 77.75 |
| 2026-06-07 | 2026-06-14 | $62.1792 | $68.8799 | +10.78% | 86.13 |
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.