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 Solana
8 historical signal(s) detected for Solana; 6 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 |
|---|---|---|---|---|---|
| 2025-11-05 | 2025-11-12 | $155.1981 | $154.6564 | -0.35% | 99.65 |
| 2025-11-18 | 2025-11-25 | $130.8066 | $138.3532 | +5.77% | 105.40 |
| 2025-11-26 | 2025-12-03 | $138.9326 | $138.6722 | -0.19% | 105.20 |
| 2026-02-05 | 2026-02-12 | $92.0569 | $79.5593 | -13.58% | 90.92 |
| 2026-02-27 | 2026-03-06 | $86.0794 | $88.9510 | +3.34% | 93.95 |
| 2026-06-10 | 2026-06-17 | $64.9238 | $73.4631 | +13.15% | 106.31 |
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.