Historical rule simulator

Backtest: After a 15% 30-Day Correction

Simulates one mechanical rule โ€” buy after a 15% 30-day correction, hold a fixed number of days, then exit โ€” 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 Stellar

20 historical signal(s) detected for Stellar; 15 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades15
Win rate33.3%
Average return / trade+1.96%
Compounded total return+22.60%
Max drawdown-31.94%
Buy & hold, same period-36.92%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $0.3199 $0.3087 -3.52% 96.48
2025-10-30 2025-11-06 $0.3159 $0.2801 -11.33% 85.55
2025-11-12 2025-11-19 $0.2815 $0.2559 -9.11% 77.76
2025-12-01 2025-12-08 $0.2484 $0.2371 -4.56% 74.21
2025-12-08 2025-12-15 $0.2371 $0.2294 -3.21% 71.83
2025-12-16 2025-12-23 $0.2205 $0.2204 -0.06% 71.78
2025-12-25 2026-01-01 $0.2121 $0.2011 -5.19% 68.06
2026-01-02 2026-01-09 $0.2086 $0.2303 +10.42% 75.15
2026-02-02 2026-02-09 $0.1751 $0.1616 -7.71% 69.36
2026-03-09 2026-03-16 $0.1482 $0.1694 +14.26% 79.25
2026-05-21 2026-05-28 $0.1437 $0.1636 +13.90% 90.27
2026-06-29 2026-07-06 $0.1726 $0.2032 +17.75% 106.29
2026-07-18 2026-07-25 $0.1855 $0.1778 -4.14% 101.90
2026-08-04 2026-08-11 $0.1712 $0.1613 -5.77% 96.02
2026-08-15 2026-08-22 $0.1581 $0.2018 +27.68% 122.60

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 Stellar ยท Read the full methodology