Historical rule simulator

Backtest: After a 1.5x Volume Spike

Simulates one mechanical rule โ€” buy after a 1.5x volume spike, hold a fixed number of days, then exit โ€” using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.

Rule results for Avalanche

24 historical signal(s) detected for Avalanche; 17 non-overlapping trade(s) taken at a 7-day hold (7 skipped because a position was already open).

Completed trades16
Win rate25.0%
Average return / trade-2.72%
Compounded total return-41.01%
Max drawdown-49.88%
Buy & hold, same period-64.41%

Hypothetical growth of $100

1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $20.8648 $19.9597 -4.34% 95.66
2025-11-08 2025-11-15 $17.7863 $15.1362 -14.90% 81.41
2026-01-13 2026-01-20 $13.5125 $12.7407 -5.71% 76.76
2026-01-30 2026-02-06 $11.0771 $8.3277 -24.82% 57.71
2026-02-06 2026-02-13 $8.3277 $8.9723 +7.74% 62.17
2026-02-26 2026-03-05 $9.5407 $9.5327 -0.08% 62.12
2026-03-05 2026-03-12 $9.5327 $9.5542 +0.23% 62.26
2026-03-14 2026-03-21 $9.7438 $9.5785 -1.70% 61.21
2026-04-08 2026-04-15 $9.4585 $9.3153 -1.51% 60.28
2026-04-17 2026-04-24 $9.7306 $9.3838 -3.56% 58.13
2026-06-05 2026-06-12 $7.6985 $6.6369 -13.79% 50.12
2026-06-20 2026-06-27 $5.8922 $6.6154 +12.27% 56.27
2026-07-26 2026-08-02 $6.7721 $6.1869 -8.64% 51.40
2026-08-03 2026-08-10 $6.5442 $6.4182 -1.93% 50.41
2026-08-16 2026-08-23 $6.3244 $7.4933 +18.48% 59.73
2026-09-04 2026-09-11 $7.5180 $7.4249 -1.24% 58.99

How this backtest works

Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.

View the full study for Avalanche ยท Read the full methodology