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 Litecoin

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

Completed trades9
Win rate33.3%
Average return / trade-3.44%
Compounded total return-29.52%
Max drawdown-31.82%
Buy & hold, same period-55.68%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-11-08 2025-11-15 $102.4014 $97.6261 -4.66% 95.34
2025-12-07 2025-12-14 $81.7044 $81.4767 -0.28% 95.07
2025-12-15 2025-12-22 $78.9962 $76.8239 -2.75% 92.46
2025-12-26 2026-01-02 $75.6720 $79.9006 +5.59% 97.62
2026-01-22 2026-01-29 $68.5615 $69.3873 +1.20% 98.80
2026-01-30 2026-02-06 $66.2551 $50.8023 -23.32% 75.76
2026-03-20 2026-03-27 $55.5928 $54.5462 -1.88% 74.33
2026-06-03 2026-06-10 $46.8740 $42.9952 -8.27% 68.18
2026-07-08 2026-07-15 $43.9033 $45.3863 +3.38% 70.48

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 Litecoin ยท Read the full methodology