20% below its peak
Active · now -26.74% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
17 historical occurrences (since 2016-10-04)
Average forward return after 20% below its peak。20-day: Win 47.1%, Sample 17, Median -0.16%, Excess -0.78%, Beat mkt rate 47.1%;60-day: Win 43.8%, Sample 16, Median -3.99%, Excess -1.58%, Beat mkt rate 31.2%;120-day: Win 60%, Sample 15, Median +8.72%, Excess +5.1%, Beat mkt rate 46.7%
Stock avg forward return Market (same period)
120 days after: historical avg +15.85%
20-day
60-day
120-day
Win
47.1%
43.8%
60%
Sample
17
16
15
Median
-0.16%
-3.99%
+8.72%
Excess
-0.78%
-1.58%
+5.1%
Beat mkt rate
47.1%
31.2%
46.7%
Over 15 occurrences, 120-day forward avg gained 15.85%, beat the market by 5.1 pts; win rate 60%.