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 Cardano
10 historical signal(s) detected for Cardano; 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $0.6359 | $0.6247 | -1.76% | 98.24 |
| 2025-10-29 | 2025-11-05 | $0.6460 | $0.5214 | -19.29% | 79.29 |
| 2025-11-12 | 2025-11-19 | $0.5556 | $0.4749 | -14.53% | 67.77 |
| 2025-12-06 | 2025-12-13 | $0.4158 | $0.4091 | -1.61% | 66.68 |
| 2026-02-02 | 2026-02-09 | $0.2962 | $0.2969 | +0.21% | 66.82 |
| 2026-02-23 | 2026-03-02 | $0.2831 | $0.2885 | +1.91% | 68.10 |
| 2026-03-28 | 2026-04-04 | $0.2464 | $0.2466 | +0.05% | 68.14 |
| 2026-06-05 | 2026-06-12 | $0.1797 | $0.1703 | -5.19% | 64.60 |
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.