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 Ethereum
6 historical signal(s) detected for Ethereum; 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 |
|---|---|---|---|---|---|
| 2025-11-05 | 2025-11-12 | $3285.2318 | $3416.0715 | +3.98% | 103.98 |
| 2025-11-14 | 2025-11-21 | $3223.1758 | $2832.5308 | -12.12% | 91.38 |
| 2026-02-02 | 2026-02-09 | $2264.3454 | $2092.4275 | -7.59% | 84.44 |
| 2026-06-04 | 2026-06-11 | $1811.7150 | $1620.9174 | -10.53% | 75.55 |
| 2026-06-24 | 2026-07-01 | $1665.7162 | $1569.8272 | -5.76% | 71.20 |
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 Ethereum · Read the full methodology