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 BNB
6 historical signal(s) detected for BNB; 5 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 |
|---|---|---|---|---|---|
| 2025-11-06 | 2025-11-13 | $958.1514 | $953.3751 | -0.50% | 99.50 |
| 2025-11-22 | 2025-11-29 | $830.0518 | $887.4820 | +6.92% | 106.39 |
| 2025-12-02 | 2025-12-09 | $826.1811 | $897.2955 | +8.61% | 115.54 |
| 2026-02-05 | 2026-02-12 | $696.0649 | $608.4290 | -12.59% | 101.00 |
| 2026-06-30 | 2026-07-07 | $558.6228 | $585.5378 | +4.82% | 105.86 |
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.