Historical rule simulator
Backtest: After a 20% 30-Day Correction
Simulates one mechanical rule — buy after a 20% 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 Bitcoin
7 historical signal(s) detected for Bitcoin; 6 non-overlapping trade(s) taken at a 7-day hold (1 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-21 | 2025-11-28 | $86618.4716 | $91323.6283 | +5.43% | 105.43 |
| 2025-12-02 | 2025-12-09 | $86303.8977 | $90626.0373 | +5.01% | 110.71 |
| 2026-02-05 | 2026-02-12 | $73059.1799 | $67090.5793 | -8.17% | 101.67 |
| 2026-06-05 | 2026-06-12 | $63810.6592 | $63555.6618 | -0.40% | 101.26 |
| 2026-06-14 | 2026-06-21 | $64408.8098 | $64253.3987 | -0.24% | 101.02 |
| 2026-06-25 | 2026-07-02 | $60989.5735 | $59967.6850 | -1.68% | 99.32 |
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.