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 Bitcoin
6 historical signal(s) detected for Bitcoin; 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 | $94772.6144 | $85087.9526 | -10.22% | 89.78 |
| 2026-02-06 | 2026-02-13 | $62778.2176 | $66258.5295 | +5.54% | 94.76 |
| 2026-03-02 | 2026-03-09 | $65824.4217 | $66042.7511 | +0.33% | 95.07 |
| 2026-03-09 | 2026-03-16 | $66042.7511 | $72934.2941 | +10.43% | 104.99 |
| 2026-03-22 | 2026-03-29 | $68424.0769 | $66388.8445 | -2.97% | 101.87 |
| 2026-06-08 | 2026-06-15 | $63273.5374 | $65709.3109 | +3.85% | 105.79 |
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.