Historical rule simulator
Backtest: After a 30% 30-Day Correction
Simulates one mechanical rule — buy after a 30% 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 Avalanche
12 historical signal(s) detected for Avalanche; 9 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-17 | 2025-10-24 | $20.9570 | $19.1297 | -8.72% | 91.28 |
| 2025-10-29 | 2025-11-05 | $19.4912 | $16.0144 | -17.84% | 75.00 |
| 2025-11-15 | 2025-11-22 | $15.1362 | $13.3013 | -12.12% | 65.91 |
| 2025-11-22 | 2025-11-29 | $13.3013 | $14.8529 | +11.66% | 73.59 |
| 2025-12-02 | 2025-12-09 | $12.7512 | $13.6405 | +6.97% | 78.73 |
| 2026-02-04 | 2026-02-11 | $9.9393 | $8.7494 | -11.97% | 69.30 |
| 2026-02-24 | 2026-03-03 | $8.4540 | $9.2129 | +8.98% | 75.52 |
| 2026-06-06 | 2026-06-13 | $6.7209 | $6.5676 | -2.28% | 73.80 |
| 2026-06-19 | 2026-06-26 | $6.3106 | $6.2279 | -1.31% | 72.83 |
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.
View the full study for Avalanche · Read the full methodology