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 Rain
4 historical signal(s) detected for Rain; 4 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-29 | 2025-11-05 | $0.0030 | $0.0030 | -0.06% | 99.94 |
| 2025-11-12 | 2025-11-19 | $0.0033 | $0.0035 | +3.86% | 103.80 |
| 2026-04-05 | 2026-04-12 | $0.0074 | $0.0078 | +6.25% | 110.29 |
| 2026-08-02 | 2026-08-09 | $0.0123 | $0.0127 | +3.03% | 113.63 |
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.