Historical rule simulator
Backtest: When Fear & Greed Falls Below 10
Simulates one mechanical rule — buy when fear & greed falls below 10, 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 Avalanche
6 historical signal(s) detected for Avalanche; 6 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-15 | 2025-11-22 | $15.1362 | $13.3013 | -12.12% | 87.88 |
| 2026-02-06 | 2026-02-13 | $8.3277 | $8.9723 | +7.74% | 94.68 |
| 2026-03-02 | 2026-03-09 | $9.0794 | $8.9202 | -1.75% | 93.02 |
| 2026-03-09 | 2026-03-16 | $8.9202 | $10.0498 | +12.66% | 104.80 |
| 2026-03-22 | 2026-03-29 | $9.1963 | $8.7560 | -4.79% | 99.78 |
| 2026-06-08 | 2026-06-15 | $6.8075 | $6.7841 | -0.34% | 99.44 |
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 Avalanche · Read the full methodology