Historical rule simulator

Backtest: After a 20% 30-Day Correction

Simulates one mechanical rule โ€” buy after a 20% 30-day correction, hold a fixed number of days, then exit โ€” 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 Dogecoin

17 historical signal(s) detected for Dogecoin; 12 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades12
Win rate25.0%
Average return / trade-3.18%
Compounded total return-34.14%
Max drawdown-34.14%
Buy & hold, same period-59.32%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $0.1937 $0.1848 -4.61% 95.39
2025-10-31 2025-11-07 $0.1827 $0.1615 -11.60% 84.33
2025-11-13 2025-11-20 $0.1701 $0.1543 -9.28% 76.50
2025-11-20 2025-11-27 $0.1543 $0.1548 +0.33% 76.75
2025-12-01 2025-12-08 $0.1462 $0.1385 -5.30% 72.68
2025-12-08 2025-12-15 $0.1385 $0.1342 -3.10% 70.43
2025-12-16 2025-12-23 $0.1297 $0.1324 +2.09% 71.90
2025-12-27 2026-01-03 $0.1220 $0.1421 +16.47% 83.75
2026-02-02 2026-02-09 $0.1048 $0.0974 -7.02% 77.87
2026-02-27 2026-03-06 $0.0977 $0.0940 -3.80% 74.91
2026-06-05 2026-06-12 $0.0885 $0.0860 -2.83% 72.79
2026-06-17 2026-06-24 $0.0871 $0.0788 -9.52% 65.86

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.

View the full study for Dogecoin ยท Read the full methodology