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 Cardano

22 historical signal(s) detected for Cardano; 15 non-overlapping trade(s) taken at a 7-day hold (7 skipped because a position was already open).

Completed trades15
Win rate46.7%
Average return / trade-1.98%
Compounded total return-32.73%
Max drawdown-38.26%
Buy & hold, same period-67.83%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $0.6359 $0.6247 -1.76% 98.24
2025-11-22 2025-11-29 $0.4090 $0.4205 +2.83% 101.02
2025-12-10 2025-12-17 $0.4702 $0.3855 -18.02% 82.82
2026-01-31 2026-02-07 $0.3296 $0.2832 -14.07% 71.17
2026-02-10 2026-02-17 $0.2703 $0.3079 +13.90% 81.06
2026-03-12 2026-03-19 $0.2628 $0.2871 +9.24% 88.55
2026-04-08 2026-04-15 $0.2639 $0.2400 -9.08% 80.51
2026-04-17 2026-04-24 $0.2596 $0.2499 -3.70% 77.53
2026-04-30 2026-05-07 $0.2446 $0.2671 +9.20% 84.66
2026-05-29 2026-06-05 $0.2347 $0.1797 -23.44% 64.82
2026-06-11 2026-06-18 $0.1606 $0.1667 +3.82% 67.29
2026-07-04 2026-07-11 $0.1798 $0.1666 -7.31% 62.37
2026-08-03 2026-08-10 $0.1894 $0.1944 +2.67% 64.04
2026-08-20 2026-08-27 $0.1870 $0.2124 +13.56% 72.72
2026-09-04 2026-09-11 $0.2212 $0.2046 -7.49% 67.27

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 Cardano ยท Read the full methodology