Historical rule simulator

Backtest: After Negative Funding

Simulates one mechanical rule โ€” buy after negative funding, 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 Bitcoin Cash

37 historical signal(s) detected for Bitcoin Cash; 22 non-overlapping trade(s) taken at a 7-day hold (15 skipped because a position was already open).

Completed trades22
Win rate54.5%
Average return / trade+0.34%
Compounded total return+1.11%
Max drawdown-28.79%
Buy & hold, same period-62.03%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-20 2025-09-27 $600.8175 $548.0226 -8.79% 91.21
2025-10-02 2025-10-09 $592.6974 $583.4470 -1.56% 89.79
2025-10-12 2025-10-19 $499.5693 $468.5359 -6.21% 84.21
2025-11-24 2025-12-01 $539.1411 $541.6478 +0.46% 84.60
2026-01-04 2026-01-11 $654.8411 $641.8532 -1.98% 82.93
2026-01-11 2026-01-18 $641.8532 $593.8955 -7.47% 76.73
2026-01-23 2026-01-30 $597.9918 $555.0155 -7.19% 71.21
2026-02-01 2026-02-08 $508.0329 $525.9742 +3.53% 73.73
2026-02-09 2026-02-16 $527.5180 $554.2883 +5.07% 77.47
2026-03-13 2026-03-20 $459.5472 $459.5624 +0.00% 77.47
2026-03-22 2026-03-29 $462.9627 $480.7434 +3.84% 80.45
2026-04-02 2026-04-09 $455.0898 $441.6307 -2.96% 78.07
2026-04-11 2026-04-18 $443.9442 $453.7479 +2.21% 79.79
2026-04-18 2026-04-25 $453.7479 $456.5010 +0.61% 80.28
2026-04-26 2026-05-03 $453.5556 $446.0359 -1.66% 78.95
2026-05-03 2026-05-10 $446.0359 $450.1498 +0.92% 79.68
2026-06-10 2026-06-17 $203.4155 $213.9333 +5.17% 83.80
2026-07-05 2026-07-12 $236.0590 $243.9403 +3.34% 86.59
2026-07-23 2026-07-30 $219.9245 $211.1714 -3.98% 83.15
2026-08-05 2026-08-12 $213.2108 $213.6587 +0.21% 83.32
2026-08-18 2026-08-25 $205.1789 $270.8067 +31.99% 109.97
2026-09-05 2026-09-12 $248.1215 $228.1197 -8.06% 101.11

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 Bitcoin Cash ยท Read the full methodology