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 Litecoin
8 historical signal(s) detected for Litecoin; 5 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 | $96.8838 | $90.1182 | -6.98% | 93.02 |
| 2025-11-01 | 2025-11-08 | $95.3712 | $102.4014 | +7.37% | 99.87 |
| 2025-12-02 | 2025-12-09 | $77.5498 | $83.9031 | +8.19% | 108.06 |
| 2026-01-30 | 2026-02-06 | $66.2551 | $50.8023 | -23.32% | 82.85 |
| 2026-06-03 | 2026-06-10 | $46.8740 | $42.9952 | -8.27% | 76.00 |
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 Litecoin · Read the full methodology