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 Sui
10 historical signal(s) detected for Sui; 7 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 |
|---|---|---|---|---|---|
| 2025-10-12 | 2025-10-19 | $2.5442 | $2.5016 | -1.67% | 98.33 |
| 2025-10-22 | 2025-10-29 | $2.4902 | $2.5073 | +0.69% | 99.00 |
| 2025-11-01 | 2025-11-08 | $2.3633 | $2.1502 | -9.02% | 90.08 |
| 2025-11-13 | 2025-11-20 | $1.9656 | $1.6037 | -18.41% | 73.49 |
| 2026-02-02 | 2026-02-09 | $1.1253 | $1.0038 | -10.79% | 65.56 |
| 2026-06-10 | 2026-06-17 | $0.7490 | $0.7959 | +6.26% | 69.66 |
| 2026-06-19 | 2026-06-26 | $0.7289 | $0.6832 | -6.27% | 65.29 |
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.