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 Cash
4 historical signal(s) detected for Bitcoin Cash; 4 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-18 | 2025-10-25 | $470.1608 | $503.0414 | +6.99% | 106.99 |
| 2026-02-06 | 2026-02-13 | $458.4375 | $504.6694 | +10.08% | 117.78 |
| 2026-02-28 | 2026-03-07 | $464.8689 | $453.5576 | -2.43% | 114.92 |
| 2026-05-23 | 2026-05-30 | $361.1716 | $302.1598 | -16.34% | 96.14 |
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 Bitcoin Cash · Read the full methodology