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 XRP
13 historical signal(s) detected for XRP; 10 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 | $2.3701 | $2.2959 | -3.13% | 96.87 |
| 2025-11-02 | 2025-11-09 | $2.5047 | $2.2847 | -8.78% | 88.36 |
| 2025-11-20 | 2025-11-27 | $2.1059 | $2.2234 | +5.58% | 93.30 |
| 2025-12-02 | 2025-12-09 | $2.0286 | $2.0727 | +2.17% | 95.33 |
| 2025-12-11 | 2025-12-18 | $2.0429 | $1.8617 | -8.87% | 86.87 |
| 2025-12-19 | 2025-12-26 | $1.8078 | $1.8322 | +1.34% | 88.04 |
| 2025-12-30 | 2026-01-06 | $1.8486 | $2.3538 | +27.33% | 112.10 |
| 2026-02-02 | 2026-02-09 | $1.5997 | $1.4412 | -9.91% | 100.99 |
| 2026-06-05 | 2026-06-12 | $1.1677 | $1.1411 | -2.27% | 98.70 |
| 2026-06-19 | 2026-06-26 | $1.1457 | $1.0424 | -9.01% | 89.80 |
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.