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 Dogecoin
12 historical signal(s) detected for Dogecoin; 9 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $0.1937 | $0.1848 | -4.61% | 95.39 |
| 2025-10-29 | 2025-11-05 | $0.1936 | $0.1625 | -16.08% | 80.06 |
| 2025-11-12 | 2025-11-19 | $0.1721 | $0.1616 | -6.08% | 75.19 |
| 2025-12-06 | 2025-12-13 | $0.1395 | $0.1369 | -1.87% | 73.78 |
| 2025-12-16 | 2025-12-23 | $0.1297 | $0.1324 | +2.09% | 75.32 |
| 2025-12-25 | 2026-01-01 | $0.1285 | $0.1175 | -8.59% | 68.85 |
| 2026-02-01 | 2026-02-08 | $0.1045 | $0.0986 | -5.61% | 64.99 |
| 2026-06-04 | 2026-06-11 | $0.0913 | $0.0829 | -9.19% | 59.02 |
| 2026-07-09 | 2026-07-16 | $0.0724 | $0.0740 | +2.31% | 60.38 |
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 Dogecoin · Read the full methodology