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 Cash
9 historical signal(s) detected for Bitcoin Cash; 6 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-12 | 2025-10-19 | $499.5693 | $468.5359 | -6.21% | 93.79 |
| 2025-11-05 | 2025-11-12 | $480.8460 | $505.3135 | +5.09% | 98.56 |
| 2026-02-02 | 2026-02-09 | $517.2449 | $527.5180 | +1.99% | 100.52 |
| 2026-02-24 | 2026-03-03 | $498.4684 | $448.2235 | -10.08% | 90.39 |
| 2026-03-16 | 2026-03-23 | $473.2722 | $470.6387 | -0.56% | 89.88 |
| 2026-05-20 | 2026-05-27 | $370.2146 | $343.7626 | -7.15% | 83.46 |
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 Cash · Read the full methodology