20% below its peak
Active · now -77.89% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
6 historical occurrences (since 2016-01-12)
Average forward return after 20% below its peak。20-day: Win 66.7%, Sample 6, Median +29.09%, Excess +29.85%, Beat mkt rate 66.7%;60-day: Win 66.7%, Sample 6, Median +41.59%, Excess +43.38%, Beat mkt rate 50%;120-day: Win 33.3%, Sample 6, Median -38.66%, Excess +66.71%, Beat mkt rate 33.3%
Stock avg forward return Market (same period)
120 days after: historical avg +72.8%
20-day
60-day
120-day
Win
66.7%
66.7%
33.3%
Sample
6
6
6
Median
+29.09%
+41.59%
-38.66%
Excess
+29.85%
+43.38%
+66.71%
Beat mkt rate
66.7%
50%
33.3%
Over 6 occurrences, 120-day forward avg gained 72.8%, beat the market by 66.71 pts; win rate 33.3%.