Historical rule simulator

Backtest: When Fear & Greed Falls Below 20

Simulates one mechanical rule โ€” buy when fear & greed falls below 20, hold a fixed number of days, then exit โ€” 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 Avalanche

12 historical signal(s) detected for Avalanche; 9 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades9
Win rate22.2%
Average return / trade-6.46%
Compounded total return-48.40%
Max drawdown-48.52%
Buy & hold, same period-62.32%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-11-08 2025-11-15 $17.7863 $15.1362 -14.90% 85.10
2025-12-07 2025-12-14 $13.4075 $13.3846 -0.17% 84.96
2025-12-15 2025-12-22 $12.8876 $12.1427 -5.78% 80.04
2025-12-26 2026-01-02 $12.0786 $13.6475 +12.99% 90.44
2026-01-22 2026-01-29 $12.4698 $12.1278 -2.74% 87.96
2026-01-30 2026-02-06 $11.0771 $8.3277 -24.82% 66.13
2026-03-20 2026-03-27 $9.5430 $9.1473 -4.15% 63.39
2026-06-03 2026-06-10 $8.1696 $6.6353 -18.78% 51.48
2026-07-08 2026-07-15 $6.6869 $6.7022 +0.23% 51.60

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 Avalanche ยท Read the full methodology