Historical rule simulator
Backtest: After a 1.5x Volume Spike
Simulates one mechanical rule — buy after a 1.5x volume spike, hold a fixed number of days, then exit — 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 Rain
10 historical signal(s) detected for Rain; 7 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-21 | 2025-11-28 | $0.0034 | $0.0072 | +111.11% | 211.11 |
| 2025-12-24 | 2025-12-31 | $0.0080 | $0.0080 | +0.07% | 211.25 |
| 2026-01-07 | 2026-01-14 | $0.0092 | $0.0090 | -1.85% | 207.34 |
| 2026-03-26 | 2026-04-02 | $0.0090 | $0.0079 | -12.63% | 181.15 |
| 2026-05-08 | 2026-05-15 | $0.0074 | $0.0076 | +1.50% | 183.86 |
| 2026-05-27 | 2026-06-03 | $0.0116 | $0.0138 | +19.37% | 219.49 |
| 2026-08-25 | 2026-09-01 | $0.0149 | $0.0167 | +12.50% | 246.91 |
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.