20% below its peak
Active · now -53.53% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
23 historical occurrences (since 2016-10-04)
Average forward return after 20% below its peak。20-day: Win 39.1%, Sample 23, Median -1.05%, Excess +2.49%, Beat mkt rate 47.8%;60-day: Win 60.9%, Sample 23, Median +8.93%, Excess +7.18%, Beat mkt rate 60.9%;120-day: Win 45.5%, Sample 22, Median -3.43%, Excess +0.93%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +6.94%
20-day
60-day
120-day
Win
39.1%
60.9%
45.5%
Sample
23
23
22
Median
-1.05%
+8.93%
-3.43%
Excess
+2.49%
+7.18%
+0.93%
Beat mkt rate
47.8%
60.9%
50%
Over 22 occurrences, 120-day forward avg gained 6.94%, beat the market by 0.93 pts; win rate 45.5%.