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 Hyperliquid
5 historical signal(s) detected for Hyperliquid; 4 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $38.1168 | $35.4686 | -6.95% | 93.05 |
| 2025-10-22 | 2025-10-29 | $35.3764 | $47.7681 | +35.03% | 125.65 |
| 2025-12-10 | 2025-12-17 | $27.9467 | $26.7802 | -4.17% | 120.40 |
| 2025-12-17 | 2025-12-24 | $26.7802 | $23.9584 | -10.54% | 107.72 |
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 Hyperliquid · Read the full methodology