20% below its peak
Active · now -30.22% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
14 historical occurrences (since 2018-06-19)
Average forward return after 20% below its peak。20-day: Win 64.3%, Sample 14, Median +0.98%, Excess -1.93%, Beat mkt rate 28.6%;60-day: Win 64.3%, Sample 14, Median +2.97%, Excess -3.95%, Beat mkt rate 28.6%;120-day: Win 61.5%, Sample 13, Median +1.12%, Excess +0.86%, Beat mkt rate 38.5%
Stock avg forward return Market (same period)
120 days after: historical avg +3.75%
20-day
60-day
120-day
Win
64.3%
64.3%
61.5%
Sample
14
14
13
Median
+0.98%
+2.97%
+1.12%
Excess
-1.93%
-3.95%
+0.86%
Beat mkt rate
28.6%
28.6%
38.5%
Over 13 occurrences, 120-day forward avg gained 3.75%, beat the market by 0.86 pts; win rate 61.5%.