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 Hyperliquid
12 historical signal(s) detected for Hyperliquid; 10 non-overlapping trade(s) taken at a 7-day hold (2 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 | $38.1168 | $35.4686 | -6.95% | 93.05 |
| 2025-11-04 | 2025-11-11 | $40.1118 | $41.5397 | +3.56% | 96.36 |
| 2025-11-23 | 2025-11-30 | $29.9865 | $34.3910 | +14.69% | 110.52 |
| 2025-12-06 | 2025-12-13 | $30.9837 | $28.6085 | -7.67% | 102.05 |
| 2026-01-11 | 2026-01-18 | $24.1530 | $25.4133 | +5.22% | 107.37 |
| 2026-02-28 | 2026-03-07 | $27.4017 | $31.0734 | +13.40% | 121.76 |
| 2026-07-02 | 2026-07-09 | $62.3529 | $67.5971 | +8.41% | 132.00 |
| 2026-07-17 | 2026-07-24 | $60.6866 | $57.5093 | -5.24% | 125.09 |
| 2026-07-30 | 2026-08-06 | $53.8751 | $56.9193 | +5.65% | 132.16 |
| 2026-08-15 | 2026-08-22 | $56.4630 | $75.5007 | +33.72% | 176.72 |
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 Hyperliquid · Read the full methodology