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 Zcash
10 historical signal(s) detected for Zcash; 8 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 |
|---|---|---|---|---|---|
| 2025-12-02 | 2025-12-09 | $344.9288 | $405.1287 | +17.45% | 117.45 |
| 2025-12-15 | 2025-12-22 | $404.3998 | $441.5361 | +9.18% | 128.24 |
| 2026-01-11 | 2026-01-18 | $373.8885 | $399.8364 | +6.94% | 137.14 |
| 2026-01-19 | 2026-01-26 | $365.7611 | $328.0067 | -10.32% | 122.98 |
| 2026-03-09 | 2026-03-16 | $197.4597 | $230.5840 | +16.78% | 143.61 |
| 2026-03-19 | 2026-03-26 | $248.5112 | $231.4329 | -6.87% | 133.74 |
| 2026-06-06 | 2026-06-13 | $389.9925 | $411.6969 | +5.57% | 141.19 |
| 2026-06-18 | 2026-06-25 | $476.8604 | $415.8494 | -12.79% | 123.12 |
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.