Historical rule simulator
Backtest: After a 15% 30-Day Correction
Simulates one mechanical rule — buy after a 15% 30-day correction, 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 Avalanche
7 historical signal(s) detected for Avalanche; 7 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $20.8648 | $19.9597 | -4.34% | 95.66 |
| 2025-11-11 | 2025-11-18 | $18.1705 | $14.5006 | -20.20% | 76.34 |
| 2025-12-06 | 2025-12-13 | $13.2216 | $13.1091 | -0.85% | 75.69 |
| 2025-12-16 | 2025-12-23 | $12.3424 | $12.4021 | +0.48% | 76.06 |
| 2025-12-27 | 2026-01-03 | $12.3420 | $13.8186 | +11.96% | 85.16 |
| 2026-02-01 | 2026-02-08 | $10.1577 | $9.2611 | -8.83% | 77.64 |
| 2026-06-05 | 2026-06-12 | $7.6985 | $6.6369 | -13.79% | 66.94 |
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 · Read the full methodology