Historical rule simulator
Backtest: After Negative Funding
Simulates one mechanical rule — buy after negative funding, 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 BNB
9 historical signal(s) detected for BNB; 6 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 |
|---|---|---|---|---|---|
| 2025-10-12 | 2025-10-19 | $1136.9128 | $1092.6952 | -3.89% | 96.11 |
| 2025-10-28 | 2025-11-04 | $1138.2326 | $992.6566 | -12.79% | 83.82 |
| 2025-11-10 | 2025-11-17 | $996.1572 | $926.0490 | -7.04% | 77.92 |
| 2026-02-19 | 2026-02-26 | $604.1151 | $629.0621 | +4.13% | 81.14 |
| 2026-03-19 | 2026-03-26 | $651.6095 | $647.8098 | -0.58% | 80.66 |
| 2026-03-27 | 2026-04-03 | $628.0751 | $584.0792 | -7.00% | 75.01 |
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.