20% below its peak
Active · now -83.16% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
11 historical occurrences (since 2016-05-31)
Average forward return after 20% below its peak。20-day: Win 54.5%, Sample 11, Median +3.24%, Excess +4.45%, Beat mkt rate 54.5%;60-day: Win 36.4%, Sample 11, Median -4.88%, Excess +22.42%, Beat mkt rate 27.3%;120-day: Win 45.5%, Sample 11, Median -1.59%, Excess +13.15%, Beat mkt rate 18.2%
Stock avg forward return Market (same period)
120 days after: historical avg +24.4%
20-day
60-day
120-day
Win
54.5%
36.4%
45.5%
Sample
11
11
11
Median
+3.24%
-4.88%
-1.59%
Excess
+4.45%
+22.42%
+13.15%
Beat mkt rate
54.5%
27.3%
18.2%
Over 11 occurrences, 120-day forward avg gained 24.4%, beat the market by 13.15 pts; win rate 45.5%.