20% below its peak
Active · now -26.12%Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
Average forward return after 20% below its peak
20-day: Win 37.5%, Sample 8, Median -1.83%, Excess +0.05%, Beat mkt rate 50%
60-day: Win 100%, Sample 7, Median +12.76%, Excess +4.16%, Beat mkt rate 85.7%
120-day: Win 100%, Sample 7, Median +20.38%, Excess +10.57%, Beat mkt rate 85.7%
120 days after: historical avg +22.8%
Over 7 occurrences, 120-day forward avg gained 22.8%, beat the market by 10.57 pts; win rate 100%.