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 Litecoin

66 historical signal(s) detected for Litecoin; 33 non-overlapping trade(s) taken at a 7-day hold (33 skipped because a position was already open).

Completed trades30
Win rate43.3%
Average return / trade-2.17%
Compounded total return-50.75%
Max drawdown-55.96%
Buy & hold, same period-53.16%

Hypothetical growth of $100

3 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-09-12 2025-09-19 $115.9173 $118.2714 +2.03% 102.03
2025-09-20 2025-09-27 $114.0750 $104.5186 -8.38% 93.48
2025-10-11 2025-10-18 $96.8838 $90.1182 -6.98% 86.96
2025-10-22 2025-10-29 $92.6466 $96.6683 +4.34% 90.73
2025-10-31 2025-11-07 $93.2848 $86.9684 -6.77% 84.59
2025-11-14 2025-11-21 $96.5655 $87.2307 -9.67% 76.41
2025-12-06 2025-12-13 $80.3692 $81.9242 +1.93% 77.89
2025-12-14 2025-12-21 $81.4767 $77.8128 -4.50% 74.39
2025-12-21 2025-12-28 $77.8128 $80.2012 +3.07% 76.67
2025-12-29 2026-01-05 $78.6155 $82.4381 +4.86% 80.40
2026-01-07 2026-01-14 $83.8639 $78.3122 -6.62% 75.07
2026-01-15 2026-01-22 $76.6400 $68.5615 -10.54% 67.16
2026-02-08 2026-02-15 $55.1797 $55.9546 +1.40% 68.10
2026-02-18 2026-02-25 $53.9253 $51.1705 -5.11% 64.63
2026-02-28 2026-03-07 $54.5804 $53.8254 -1.38% 63.73
2026-03-14 2026-03-21 $55.2653 $56.1825 +1.66% 64.79
2026-03-26 2026-04-02 $56.6182 $53.8239 -4.94% 61.59
2026-04-09 2026-04-16 $53.9224 $55.2154 +2.40% 63.07
2026-04-18 2026-04-25 $56.4510 $56.5288 +0.14% 63.16
2026-04-25 2026-05-02 $56.5288 $55.3856 -2.02% 61.88
2026-05-03 2026-05-10 $55.3640 $57.9924 +4.75% 64.82
2026-05-10 2026-05-17 $57.9924 $56.1451 -3.19% 62.75
2026-05-30 2026-06-06 $51.8478 $43.2830 -16.52% 52.39
2026-06-18 2026-06-25 $44.8732 $41.0741 -8.47% 47.95
2026-07-07 2026-07-14 $44.8030 $43.5222 -2.86% 46.58
2026-07-16 2026-07-23 $45.1363 $47.1068 +4.37% 48.61
2026-07-27 2026-08-03 $47.7965 $44.6443 -6.60% 45.41
2026-08-05 2026-08-12 $44.8127 $45.4559 +1.44% 46.06
2026-08-12 2026-08-19 $45.4559 $44.3477 -2.44% 44.94
2026-09-02 2026-09-09 $49.5400 $54.2939 +9.60% 49.25

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.

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