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 Ethereum

13 historical signal(s) detected for Ethereum; 11 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).

Completed trades10
Win rate40.0%
Average return / trade-4.41%
Compounded total return-42.36%
Max drawdown-52.06%
Buy & hold, same period-34.56%

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 $3841.6737 $3835.0072 -0.17% 99.83
2025-11-05 2025-11-12 $3285.2318 $3416.0715 +3.98% 103.80
2026-01-14 2026-01-21 $3330.5044 $2941.8833 -11.67% 91.69
2026-01-30 2026-02-06 $2822.6338 $1823.8053 -35.39% 59.24
2026-03-17 2026-03-24 $2343.5311 $2152.4713 -8.15% 54.41
2026-04-08 2026-04-15 $2235.8222 $2326.4452 +4.05% 56.62
2026-05-05 2026-05-12 $2346.1713 $2338.5945 -0.32% 56.44
2026-06-03 2026-06-10 $1858.3640 $1638.7504 -11.82% 49.77
2026-08-20 2026-08-27 $2251.7346 $2506.3431 +11.31% 55.39
2026-08-31 2026-09-07 $2416.2418 $2514.0093 +4.05% 57.64

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.

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