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 Solana
10 historical signal(s) detected for Solana; 7 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 | $188.7926 | $182.1459 | -3.52% | 96.48 |
| 2025-11-01 | 2025-11-08 | $187.1659 | $161.6902 | -13.61% | 83.35 |
| 2025-11-12 | 2025-11-19 | $154.6564 | $140.6209 | -9.08% | 75.78 |
| 2025-12-06 | 2025-12-13 | $133.2320 | $132.3024 | -0.70% | 75.25 |
| 2026-02-01 | 2026-02-08 | $105.4928 | $87.5435 | -17.01% | 62.45 |
| 2026-06-05 | 2026-06-12 | $68.8109 | $66.8166 | -2.90% | 60.64 |
| 2026-06-18 | 2026-06-25 | $71.9844 | $67.9488 | -5.61% | 57.24 |
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.