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 Litecoin
11 historical signal(s) detected for Litecoin; 8 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-17 | 2025-10-24 | $91.7573 | $94.0947 | +2.55% | 102.55 |
| 2025-11-04 | 2025-11-11 | $87.3668 | $104.3072 | +19.39% | 122.43 |
| 2025-12-02 | 2025-12-09 | $77.5498 | $83.9031 | +8.19% | 132.46 |
| 2025-12-16 | 2025-12-23 | $77.5404 | $76.9958 | -0.70% | 131.53 |
| 2026-02-01 | 2026-02-08 | $59.4259 | $55.1797 | -7.15% | 122.13 |
| 2026-02-23 | 2026-03-02 | $51.6321 | $53.2577 | +3.15% | 125.98 |
| 2026-06-06 | 2026-06-13 | $43.2830 | $43.0562 | -0.52% | 125.32 |
| 2026-06-24 | 2026-07-01 | $42.1222 | $41.8996 | -0.53% | 124.66 |
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 Litecoin · Read the full methodology