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 Chainlink
6 historical signal(s) detected for Chainlink; 6 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 | $17.3508 | $16.6196 | -4.21% | 95.79 |
| 2025-10-29 | 2025-11-05 | $17.8387 | $14.7187 | -17.49% | 79.03 |
| 2025-11-12 | 2025-11-19 | $15.2975 | $13.7755 | -9.95% | 71.17 |
| 2026-02-01 | 2026-02-08 | $10.3016 | $9.3915 | -8.83% | 64.88 |
| 2026-06-05 | 2026-06-12 | $8.0063 | $7.8771 | -1.61% | 63.84 |
| 2026-06-18 | 2026-06-25 | $8.0845 | $7.4151 | -8.28% | 58.55 |
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 Chainlink · Read the full methodology