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 Bitcoin

19 historical signal(s) detected for Bitcoin; 13 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades13
Win rate53.8%
Average return / trade-2.62%
Compounded total return-34.00%
Max drawdown-43.47%
Buy & hold, same period-29.52%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $113043.6759 $106483.8914 -5.80% 94.20
2025-10-22 2025-10-29 $108301.7546 $112893.8520 +4.24% 98.19
2025-11-05 2025-11-12 $101480.7666 $103112.2101 +1.61% 99.77
2025-11-14 2025-11-21 $99480.3071 $86618.4716 -12.93% 86.87
2025-11-22 2025-11-29 $85087.9526 $90904.8677 +6.84% 92.81
2026-01-14 2026-01-21 $95429.1573 $88416.8869 -7.35% 85.99
2026-01-30 2026-02-06 $84630.4207 $62778.2176 -25.82% 63.79
2026-03-05 2026-03-12 $72752.3016 $70028.9599 -3.74% 61.40
2026-04-08 2026-04-15 $71661.7637 $74297.3476 +3.68% 63.66
2026-04-18 2026-04-25 $77125.7336 $77447.6176 +0.42% 63.92
2026-06-02 2026-06-09 $71320.2931 $63069.1478 -11.57% 56.53
2026-08-20 2026-08-27 $69291.0104 $79018.0341 +14.04% 64.46
2026-08-29 2026-09-05 $77820.7643 $79671.2577 +2.38% 66.00

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 Bitcoin ยท Read the full methodology