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 Chainlink
8 historical signal(s) detected for Chainlink; 6 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 | $17.3508 | $16.6196 | -4.21% | 95.79 |
| 2025-10-31 | 2025-11-07 | $16.7905 | $14.7233 | -12.31% | 83.99 |
| 2025-11-13 | 2025-11-20 | $15.1404 | $13.5135 | -10.75% | 74.97 |
| 2026-02-02 | 2026-02-09 | $9.9172 | $9.7767 | -1.42% | 73.91 |
| 2026-06-06 | 2026-06-13 | $7.3611 | $7.8604 | +6.78% | 78.92 |
| 2026-06-25 | 2026-07-02 | $7.4151 | $7.3499 | -0.88% | 78.23 |
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 Chainlink · Read the full methodology