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 XRP

26 historical signal(s) detected for XRP; 21 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades20
Win rate35.0%
Average return / trade+1.68%
Compounded total return+19.22%
Max drawdown-23.97%
Buy & hold, same period-38.64%

Hypothetical growth of $100

1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $2.3701 $2.2959 -3.13% 96.87
2025-10-18 2025-10-25 $2.2959 $2.5083 +9.25% 105.83
2025-11-14 2025-11-21 $2.3191 $1.9994 -13.78% 91.24
2025-11-30 2025-12-07 $2.2021 $2.0316 -7.74% 84.18
2025-12-07 2025-12-14 $2.0316 $2.0230 -0.42% 83.83
2025-12-30 2026-01-06 $1.8486 $2.3538 +27.33% 106.73
2026-01-12 2026-01-19 $2.0772 $1.9624 -5.53% 100.83
2026-01-19 2026-01-26 $1.9624 $1.8428 -6.09% 94.69
2026-01-26 2026-02-02 $1.8428 $1.5997 -13.19% 82.19
2026-02-06 2026-02-13 $1.2133 $1.3769 +13.48% 93.27
2026-02-14 2026-02-21 $1.4173 $1.4383 +1.48% 94.65
2026-02-22 2026-03-01 $1.4501 $1.3880 -4.28% 90.60
2026-03-06 2026-03-13 $1.4096 $1.3989 -0.76% 89.91
2026-03-26 2026-04-02 $1.4232 $1.3484 -5.26% 85.19
2026-04-02 2026-04-09 $1.3484 $1.3428 -0.42% 84.83
2026-04-12 2026-04-19 $1.3550 $1.4342 +5.85% 89.79
2026-05-28 2026-06-04 $1.3006 $1.1999 -7.74% 82.84
2026-06-25 2026-07-02 $1.0728 $1.0509 -2.05% 81.14
2026-07-28 2026-08-04 $1.0651 $1.0746 +0.89% 81.87
2026-08-15 2026-08-22 $0.9986 $1.4543 +45.63% 119.22

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 XRP ยท Read the full methodology