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 Zcash
7 historical signal(s) detected for Zcash; 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 |
|---|---|---|---|---|---|
| 2025-12-07 | 2025-12-14 | $341.6951 | $442.9134 | +29.62% | 129.62 |
| 2025-12-15 | 2025-12-22 | $404.3998 | $441.5361 | +9.18% | 141.53 |
| 2026-01-29 | 2026-02-05 | $370.2155 | $251.1583 | -32.16% | 96.01 |
| 2026-02-23 | 2026-03-02 | $232.0731 | $213.2087 | -8.13% | 88.21 |
| 2026-06-07 | 2026-06-14 | $362.1606 | $420.3855 | +16.08% | 102.39 |
| 2026-06-24 | 2026-07-01 | $415.6996 | $399.3200 | -3.94% | 98.35 |
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.