Historical rule simulator

Backtest: When Fear & Greed Falls Below 25

Simulates one mechanical rule โ€” buy when fear & greed falls below 25, 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 Bitcoin

14 historical signal(s) detected for Bitcoin; 11 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).

Completed trades11
Win rate54.5%
Average return / trade-1.44%
Compounded total return-18.38%
Max drawdown-25.82%
Buy & hold, same period-41.93%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-12 2025-10-19 $110655.2698 $107210.0961 -3.11% 96.89
2025-10-22 2025-10-29 $108301.7546 $112893.8520 +4.24% 100.99
2025-11-04 2025-11-11 $106451.7065 $105951.4960 -0.47% 100.52
2025-12-06 2025-12-13 $89264.2292 $90260.5424 +1.12% 101.64
2025-12-13 2025-12-20 $90260.5424 $88091.6957 -2.40% 99.20
2026-01-10 2026-01-17 $90551.7136 $95523.1862 +5.49% 104.65
2026-01-21 2026-01-28 $88416.8869 $89141.6504 +0.82% 105.50
2026-01-30 2026-02-06 $84630.4207 $62778.2176 -25.82% 78.26
2026-05-19 2026-05-26 $76959.4057 $77258.3991 +0.39% 78.57
2026-07-14 2026-07-21 $62278.9630 $65184.9214 +4.67% 82.23
2026-07-31 2026-08-07 $64743.3371 $64262.7483 -0.74% 81.62

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 Bitcoin ยท Read the full methodology