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 TRON
6 historical signal(s) detected for TRON; 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 | $0.2925 | $0.2764 | -5.51% | 94.49 |
| 2026-02-06 | 2026-02-13 | $0.2693 | $0.2801 | +4.02% | 98.29 |
| 2026-03-02 | 2026-03-09 | $0.2809 | $0.2894 | +3.05% | 101.29 |
| 2026-03-09 | 2026-03-16 | $0.2894 | $0.2986 | +3.15% | 104.48 |
| 2026-03-22 | 2026-03-29 | $0.3110 | $0.3168 | +1.87% | 106.43 |
| 2026-06-08 | 2026-06-15 | $0.3267 | $0.3215 | -1.58% | 104.75 |
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.