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 Litecoin

17 historical signal(s) detected for Litecoin; 12 non-overlapping trade(s) taken at a 7-day hold (5 skipped because a position was already open).

Completed trades12
Win rate33.3%
Average return / trade-3.91%
Compounded total return-40.82%
Max drawdown-50.01%
Buy & hold, same period-43.96%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $96.8838 $90.1182 -6.98% 93.02
2025-10-18 2025-10-25 $90.1182 $96.4339 +7.01% 99.54
2025-10-29 2025-11-05 $96.6683 $85.3294 -11.73% 87.86
2025-11-08 2025-11-15 $102.4014 $97.6261 -4.66% 83.76
2025-11-15 2025-11-22 $97.6261 $82.5908 -15.40% 70.86
2026-01-13 2026-01-20 $75.9738 $70.7816 -6.83% 66.02
2026-01-20 2026-01-27 $70.7816 $69.6502 -1.60% 64.96
2026-01-31 2026-02-07 $65.3773 $54.8135 -16.16% 54.47
2026-02-26 2026-03-05 $56.7460 $56.7829 +0.07% 54.50
2026-06-03 2026-06-10 $46.8740 $42.9952 -8.27% 49.99
2026-08-20 2026-08-27 $46.7607 $50.5035 +8.00% 53.99
2026-09-02 2026-09-09 $49.5400 $54.2939 +9.60% 59.18

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 Litecoin ยท Read the full methodology