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 Stellar
10 historical signal(s) detected for Stellar; 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 |
|---|---|---|---|---|---|
| 2025-10-18 | 2025-10-25 | $0.3087 | $0.3195 | +3.50% | 103.50 |
| 2025-11-01 | 2025-11-08 | $0.3049 | $0.2929 | -3.94% | 99.42 |
| 2025-11-13 | 2025-11-20 | $0.2774 | $0.2461 | -11.28% | 88.20 |
| 2025-11-20 | 2025-11-27 | $0.2461 | $0.2587 | +5.10% | 92.70 |
| 2025-12-02 | 2025-12-09 | $0.2340 | $0.2408 | +2.91% | 95.39 |
| 2026-02-02 | 2026-02-09 | $0.1751 | $0.1616 | -7.71% | 88.04 |
| 2026-03-02 | 2026-03-09 | $0.1544 | $0.1482 | -4.01% | 84.51 |
| 2026-06-29 | 2026-07-06 | $0.1726 | $0.2032 | +17.75% | 99.51 |
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.