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 Hyperliquid
10 historical signal(s) detected for Hyperliquid; 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 | $38.1168 | $35.4686 | -6.95% | 93.05 |
| 2025-11-23 | 2025-11-30 | $29.9865 | $34.3910 | +14.69% | 106.72 |
| 2025-12-06 | 2025-12-13 | $30.9837 | $28.6085 | -7.67% | 98.54 |
| 2025-12-24 | 2025-12-31 | $23.9584 | $25.9433 | +8.28% | 106.70 |
| 2026-01-02 | 2026-01-09 | $24.1971 | $25.6713 | +6.09% | 113.20 |
| 2026-02-28 | 2026-03-07 | $27.4017 | $31.0734 | +13.40% | 128.37 |
| 2026-08-02 | 2026-08-09 | $52.1563 | $55.0998 | +5.64% | 135.62 |
| 2026-08-10 | 2026-08-17 | $53.8541 | $57.1155 | +6.06% | 143.83 |
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 Hyperliquid · Read the full methodology