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 Ethereum
6 historical signal(s) detected for Ethereum; 5 non-overlapping trade(s) taken at a 7-day hold (1 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 | $3747.4570 | $3890.0161 | +3.80% | 103.80 |
| 2025-11-04 | 2025-11-11 | $3600.3638 | $3566.0499 | -0.95% | 102.81 |
| 2025-11-12 | 2025-11-19 | $3416.0715 | $3121.5138 | -8.62% | 93.95 |
| 2026-02-01 | 2026-02-08 | $2450.6635 | $2087.9866 | -14.80% | 80.05 |
| 2026-06-03 | 2026-06-10 | $1858.3640 | $1638.7504 | -11.82% | 70.59 |
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 Ethereum · Read the full methodology