20% below its peak
Active · now -20.54% Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
14 historical occurrences (since 2020-03-18)
Average forward return after 20% below its peak。20-day: Win 38.5%, Sample 13, Median -0.44%, Excess +0.84%, Beat mkt rate 46.2%;60-day: Win 38.5%, Sample 13, Median -0.86%, Excess -2.82%, Beat mkt rate 38.5%;120-day: Win 53.8%, Sample 13, Median +0.62%, Excess -5.18%, Beat mkt rate 23.1%
Stock avg forward return Market (same period)
120 days after: historical avg +2.31%
20-day
60-day
120-day
Win
38.5%
38.5%
53.8%
Sample
13
13
13
Median
-0.44%
-0.86%
+0.62%
Excess
+0.84%
-2.82%
-5.18%
Beat mkt rate
46.2%
38.5%
23.1%
Over 13 occurrences, 120-day forward avg gained 2.31%, lagged the market by 5.18 pts; win rate 53.8%.