20% below its peak
Active · now -71.78% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
9 historical occurrences (since 2016-01-20)
Average forward return after 20% below its peak。20-day: Win 66.7%, Sample 9, Median +6.23%, Excess -1.79%, Beat mkt rate 66.7%;60-day: Win 77.8%, Sample 9, Median +44.71%, Excess +29.12%, Beat mkt rate 77.8%;120-day: Win 75%, Sample 8, Median +18.68%, Excess +9.72%, Beat mkt rate 75%
Stock avg forward return Market (same period)
120 days after: historical avg +20.06%
20-day
60-day
120-day
Win
66.7%
77.8%
75%
Sample
9
9
8
Median
+6.23%
+44.71%
+18.68%
Excess
-1.79%
+29.12%
+9.72%
Beat mkt rate
66.7%
77.8%
75%
Over 8 occurrences, 120-day forward avg gained 20.06%, beat the market by 9.72 pts; win rate 75%.