20% below its peak
Active · now -30.13% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
11 historical occurrences (since 2022-09-30)
Average forward return after 20% below its peak。20-day: Win 36.4%, Sample 11, Median -1.14%, Excess +0.31%, Beat mkt rate 36.4%;60-day: Win 54.5%, Sample 11, Median +0.87%, Excess +6.36%, Beat mkt rate 45.5%;120-day: Win 80%, Sample 10, Median +20.01%, Excess +20.75%, Beat mkt rate 70%
Stock avg forward return Market (same period)
120 days after: historical avg +28.86%
20-day
60-day
120-day
Win
36.4%
54.5%
80%
Sample
11
11
10
Median
-1.14%
+0.87%
+20.01%
Excess
+0.31%
+6.36%
+20.75%
Beat mkt rate
36.4%
45.5%
70%
Over 10 occurrences, 120-day forward avg gained 28.86%, beat the market by 20.75 pts; win rate 80%.