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 Zcash
10 historical signal(s) detected for Zcash; 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 |
|---|---|---|---|---|---|
| 2025-12-03 | 2025-12-10 | $314.0455 | $433.1610 | +37.93% | 137.93 |
| 2025-12-15 | 2025-12-22 | $404.3998 | $441.5361 | +9.18% | 150.60 |
| 2025-12-24 | 2025-12-31 | $417.3590 | $527.9268 | +26.49% | 190.49 |
| 2026-01-21 | 2026-01-28 | $349.5431 | $397.8827 | +13.83% | 216.84 |
| 2026-02-19 | 2026-02-26 | $263.1292 | $243.5030 | -7.46% | 200.66 |
| 2026-03-20 | 2026-03-27 | $234.5005 | $221.4807 | -5.55% | 189.52 |
| 2026-06-06 | 2026-06-13 | $389.9925 | $411.6969 | +5.57% | 200.07 |
| 2026-06-19 | 2026-06-26 | $455.5548 | $416.3724 | -8.60% | 182.86 |
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.