Historical rule simulator
Backtest: After Funding Enters Its Top 95th Percentile
Simulates one mechanical rule — buy after funding enters its top 95th 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 Hyperliquid
6 historical signal(s) detected for Hyperliquid; 4 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-09-14 | 2025-09-21 | $54.5110 | $54.1378 | -0.68% | 99.32 |
| 2025-10-05 | 2025-10-12 | $49.1518 | $36.8987 | -24.93% | 74.56 |
| 2026-06-02 | 2026-06-09 | $73.4982 | $63.7809 | -13.22% | 64.70 |
| 2026-08-20 | 2026-08-27 | $69.6037 | $82.2983 | +18.24% | 76.50 |
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 Hyperliquid · Read the full methodology