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 XRP
9 historical signal(s) detected for XRP; 5 non-overlapping trade(s) taken at a 7-day hold (4 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 | $2.3701 | $2.2959 | -3.13% | 96.87 |
| 2025-11-04 | 2025-11-11 | $2.3085 | $2.5258 | +9.41% | 105.99 |
| 2026-02-02 | 2026-02-09 | $1.5997 | $1.4412 | -9.91% | 95.49 |
| 2026-06-06 | 2026-06-13 | $1.0973 | $1.1317 | +3.14% | 98.49 |
| 2026-06-25 | 2026-07-02 | $1.0728 | $1.0509 | -2.05% | 96.47 |
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.