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 Rain
6 historical signal(s) detected for Rain; 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 | $0.0033 | $0.0036 | +10.74% | 110.74 |
| 2026-02-06 | 2026-02-13 | $0.0088 | $0.0099 | +12.80% | 124.92 |
| 2026-03-02 | 2026-03-09 | $0.0091 | $0.0089 | -2.74% | 121.50 |
| 2026-03-09 | 2026-03-16 | $0.0089 | $0.0091 | +2.92% | 125.06 |
| 2026-03-22 | 2026-03-29 | $0.0083 | $0.0081 | -3.24% | 121.01 |
| 2026-06-08 | 2026-06-15 | $0.0134 | $0.0131 | -2.74% | 117.70 |
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.