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 Zcash
21 historical signal(s) detected for Zcash; 18 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-21 | 2025-09-28 | $50.6487 | $55.1005 | +8.79% | 108.79 |
| 2025-09-29 | 2025-10-06 | $61.3850 | $165.7141 | +169.96% | 293.69 |
| 2025-10-11 | 2025-10-18 | $229.2593 | $217.4053 | -5.17% | 278.50 |
| 2025-10-19 | 2025-10-26 | $220.9870 | $275.3177 | +24.59% | 346.97 |
| 2025-11-15 | 2025-11-22 | $608.1992 | $547.7121 | -9.95% | 312.47 |
| 2025-11-23 | 2025-11-30 | $519.0073 | $460.0247 | -11.36% | 276.95 |
| 2025-12-04 | 2025-12-11 | $339.0926 | $404.0058 | +19.14% | 329.97 |
| 2025-12-11 | 2025-12-18 | $404.0058 | $376.6127 | -6.78% | 307.60 |
| 2025-12-27 | 2026-01-03 | $447.7749 | $488.5545 | +9.11% | 335.61 |
| 2026-01-15 | 2026-01-22 | $446.6909 | $355.0290 | -20.52% | 266.74 |
| 2026-02-15 | 2026-02-22 | $322.9946 | $258.7156 | -19.90% | 213.66 |
| 2026-02-26 | 2026-03-05 | $243.5030 | $243.2615 | -0.10% | 213.45 |
| 2026-03-07 | 2026-03-14 | $209.5641 | $207.7245 | -0.88% | 211.57 |
| 2026-04-02 | 2026-04-09 | $251.9365 | $323.7983 | +28.52% | 271.92 |
| 2026-05-04 | 2026-05-11 | $412.9274 | $592.8096 | +43.56% | 390.38 |
| 2026-05-20 | 2026-05-27 | $573.6006 | $569.7732 | -0.67% | 387.78 |
| 2026-06-01 | 2026-06-08 | $569.4121 | $439.9814 | -22.73% | 299.63 |
| 2026-06-17 | 2026-06-24 | $504.7611 | $415.6996 | -17.64% | 246.76 |
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.