20% below its peak
Active · now -93.82% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
5 historical occurrences (since 2022-08-19)
Average forward return after 20% below its peak。20-day: Win 0%, Sample 5, Median -26.97%, Excess -22.35%, Beat mkt rate 0%;60-day: Win 20%, Sample 5, Median -41.14%, Excess +1.3%, Beat mkt rate 20%;120-day: Win 40%, Sample 5, Median -47.1%, Excess -13.65%, Beat mkt rate 40%
Stock avg forward return Market (same period)
120 days after: historical avg -9.19%
20-day
60-day
120-day
Win
0%
20%
40%
Sample
5
5
5
Median
-26.97%
-41.14%
-47.1%
Excess
-22.35%
+1.3%
-13.65%
Beat mkt rate
0%
20%
40%
Over 5 occurrences, 120-day forward avg declined 9.19%, lagged the market by 13.65 pts; win rate 40%.