20% below its peak
Active · now -45.75% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
19 historical occurrences (since 2016-11-11)
Average forward return after 20% below its peak。20-day: Win 47.4%, Sample 19, Median -0.11%, Excess -1.5%, Beat mkt rate 36.8%;60-day: Win 31.6%, Sample 19, Median -6.9%, Excess -9.64%, Beat mkt rate 31.6%;120-day: Win 36.8%, Sample 19, Median -6.15%, Excess -9.82%, Beat mkt rate 31.6%
Stock avg forward return Market (same period)
120 days after: historical avg -2.08%
20-day
60-day
120-day
Win
47.4%
31.6%
36.8%
Sample
19
19
19
Median
-0.11%
-6.9%
-6.15%
Excess
-1.5%
-9.64%
-9.82%
Beat mkt rate
36.8%
31.6%
31.6%
Over 19 occurrences, 120-day forward avg declined 2.08%, lagged the market by 9.82 pts; win rate 36.8%.