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 Solana
8 historical signal(s) detected for Solana; 6 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 |
|---|---|---|---|---|---|
| 2025-10-12 | 2025-10-19 | $177.9843 | $187.6503 | +5.43% | 105.43 |
| 2025-11-02 | 2025-11-09 | $186.3189 | $157.7963 | -15.31% | 89.29 |
| 2025-11-12 | 2025-11-19 | $154.6564 | $140.6209 | -9.08% | 81.19 |
| 2026-02-02 | 2026-02-09 | $100.8811 | $87.2358 | -13.53% | 70.21 |
| 2026-06-05 | 2026-06-12 | $68.8109 | $66.8166 | -2.90% | 68.17 |
| 2026-06-25 | 2026-07-02 | $67.9488 | $77.3615 | +13.85% | 77.61 |
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.