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 Bitcoin
4 historical signal(s) detected for Bitcoin; 4 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 |
|---|---|---|---|---|---|
| 2025-11-05 | 2025-11-12 | $101480.7666 | $103112.2101 | +1.61% | 101.61 |
| 2025-11-20 | 2025-11-27 | $91408.3573 | $90515.9436 | -0.98% | 100.62 |
| 2026-02-04 | 2026-02-11 | $75628.0417 | $68841.8724 | -8.97% | 91.59 |
| 2026-06-03 | 2026-06-10 | $66727.2642 | $61669.7638 | -7.58% | 84.65 |
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.