20% below its peak
Active · now -48.13% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
28 historical occurrences (since 2016-11-23)
Average forward return after 20% below its peak。20-day: Win 64.3%, Sample 28, Median +2.04%, Excess +0.41%, Beat mkt rate 53.6%;60-day: Win 57.1%, Sample 28, Median +1.28%, Excess -2.57%, Beat mkt rate 39.3%;120-day: Win 53.6%, Sample 28, Median +0.16%, Excess -4.18%, Beat mkt rate 28.6%
Stock avg forward return Market (same period)
120 days after: historical avg +1.82%
20-day
60-day
120-day
Win
64.3%
57.1%
53.6%
Sample
28
28
28
Median
+2.04%
+1.28%
+0.16%
Excess
+0.41%
-2.57%
-4.18%
Beat mkt rate
53.6%
39.3%
28.6%
Over 28 occurrences, 120-day forward avg gained 1.82%, lagged the market by 4.18 pts; win rate 53.6%.