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 Stellar
4 historical signal(s) detected for Stellar; 4 non-overlapping trade(s) taken at a 7-day hold (0 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 | $0.2699 | $0.2815 | +4.30% | 104.30 |
| 2026-02-05 | 2026-02-12 | $0.1712 | $0.1551 | -9.41% | 94.48 |
| 2026-02-13 | 2026-02-20 | $0.1566 | $0.1591 | +1.57% | 95.96 |
| 2026-06-29 | 2026-07-06 | $0.1726 | $0.2032 | +17.75% | 112.99 |
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.