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 Rain
11 historical signal(s) detected for Rain; 8 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 |
|---|---|---|---|---|---|
| 2025-10-23 | 2025-10-30 | $0.0032 | $0.0031 | -4.04% | 95.96 |
| 2025-11-01 | 2025-11-08 | $0.0035 | $0.0033 | -4.08% | 92.05 |
| 2025-11-12 | 2025-11-19 | $0.0033 | $0.0035 | +3.86% | 95.60 |
| 2026-03-31 | 2026-04-07 | $0.0077 | $0.0065 | -15.07% | 81.19 |
| 2026-04-15 | 2026-04-22 | $0.0077 | $0.0078 | +0.22% | 81.37 |
| 2026-04-24 | 2026-05-01 | $0.0075 | $0.0078 | +4.34% | 84.90 |
| 2026-07-31 | 2026-08-07 | $0.0133 | $0.0125 | -5.93% | 79.87 |
| 2026-08-14 | 2026-08-21 | $0.0126 | $0.0139 | +10.41% | 88.19 |
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.