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 Ethereum
6 historical signal(s) detected for Ethereum; 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 | $3118.7143 | $2763.8974 | -11.38% | 88.62 |
| 2026-02-06 | 2026-02-13 | $1823.8053 | $1947.8399 | +6.80% | 94.65 |
| 2026-03-02 | 2026-03-09 | $1939.7957 | $1939.3918 | -0.02% | 94.63 |
| 2026-03-09 | 2026-03-16 | $1939.3918 | $2182.0727 | +12.51% | 106.47 |
| 2026-03-22 | 2026-03-29 | $2066.1562 | $2000.0501 | -3.20% | 103.07 |
| 2026-06-08 | 2026-06-15 | $1687.8827 | $1725.4489 | +2.23% | 105.36 |
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 Ethereum · Read the full methodology