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 Monero
7 historical signal(s) detected for Monero; 5 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 |
|---|---|---|---|---|---|
| 2026-02-06 | 2026-02-13 | $292.3172 | $332.5802 | +13.77% | 113.77 |
| 2026-06-03 | 2026-06-10 | $325.7130 | $311.4992 | -4.36% | 108.81 |
| 2026-06-19 | 2026-06-26 | $319.0584 | $307.5893 | -3.59% | 104.90 |
| 2026-06-29 | 2026-07-06 | $310.1916 | $327.3342 | +5.53% | 110.69 |
| 2026-07-12 | 2026-07-19 | $322.7004 | $335.7430 | +4.04% | 115.17 |
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.