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 Chainlink
7 historical signal(s) detected for Chainlink; 6 non-overlapping trade(s) taken at a 7-day hold (1 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 | $16.6196 | $17.8905 | +7.65% | 107.65 |
| 2025-11-04 | 2025-11-11 | $15.2322 | $16.3589 | +7.40% | 115.61 |
| 2025-11-23 | 2025-11-30 | $12.1705 | $12.9925 | +6.75% | 123.42 |
| 2026-02-06 | 2026-02-13 | $8.2126 | $9.3755 | +14.16% | 140.89 |
| 2026-02-16 | 2026-02-23 | $9.5869 | $9.5031 | -0.87% | 139.66 |
| 2026-02-24 | 2026-03-03 | $9.1291 | $9.6419 | +5.62% | 147.51 |
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.
View the full study for Chainlink · Read the full methodology