Historical rule simulator

Backtest: After Funding Enters Its Top 95th Percentile

Simulates one mechanical rule โ€” buy after funding enters its top 95th 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 Monero

15 historical signal(s) detected for Monero; 13 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).

Completed trades13
Win rate38.5%
Average return / trade+0.36%
Compounded total return-0.32%
Max drawdown-23.41%
Buy & hold, same period+65.78%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-15 2025-09-22 $306.5798 $292.8351 -4.48% 95.52
2025-09-22 2025-09-29 $292.8351 $290.5599 -0.78% 94.77
2025-10-10 2025-10-17 $341.9820 $301.8252 -11.74% 83.65
2025-10-27 2025-11-03 $347.1826 $347.1538 -0.01% 83.64
2025-11-09 2025-11-16 $367.3820 $422.0421 +14.88% 96.08
2026-01-18 2026-01-25 $588.6166 $491.4457 -16.51% 80.22
2026-05-06 2026-05-13 $412.0118 $411.3087 -0.17% 80.08
2026-06-03 2026-06-10 $325.7130 $311.4992 -4.36% 76.59
2026-06-20 2026-06-27 $314.7739 $320.6856 +1.88% 78.03
2026-07-18 2026-07-25 $330.3867 $363.6211 +10.06% 85.88
2026-08-10 2026-08-17 $394.4625 $409.8816 +3.91% 89.23
2026-08-22 2026-08-29 $412.6073 $471.9411 +14.38% 102.07
2026-09-04 2026-09-11 $520.4191 $508.2345 -2.34% 99.68

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 Monero ยท Read the full methodology