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 Sui
7 historical signal(s) detected for Sui; 7 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $2.6108 | $2.4397 | -6.55% | 93.45 |
| 2025-10-29 | 2025-11-05 | $2.5073 | $1.9773 | -21.14% | 73.69 |
| 2025-11-12 | 2025-11-19 | $2.0091 | $1.6671 | -17.02% | 61.15 |
| 2025-12-06 | 2025-12-13 | $1.5551 | $1.5600 | +0.32% | 61.34 |
| 2025-12-13 | 2025-12-20 | $1.5600 | $1.4809 | -5.07% | 58.23 |
| 2026-02-01 | 2026-02-08 | $1.1701 | $1.0248 | -12.42% | 51.00 |
| 2026-06-05 | 2026-06-12 | $0.7663 | $0.7540 | -1.61% | 50.18 |
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.