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 Chainlink
6 historical signal(s) detected for Chainlink; 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 | $13.8180 | $12.1179 | -12.30% | 87.70 |
| 2026-02-06 | 2026-02-13 | $8.2126 | $9.3755 | +14.16% | 100.11 |
| 2026-03-02 | 2026-03-09 | $9.4274 | $9.5326 | +1.12% | 101.23 |
| 2026-03-09 | 2026-03-16 | $9.5326 | $10.2480 | +7.50% | 108.83 |
| 2026-03-22 | 2026-03-29 | $10.0024 | $8.4420 | -15.60% | 91.85 |
| 2026-06-08 | 2026-06-15 | $7.9085 | $8.1720 | +3.33% | 94.91 |
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 Chainlink · Read the full methodology