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 Solana

15 historical signal(s) detected for Solana; 11 non-overlapping trade(s) taken at a 7-day hold (4 skipped because a position was already open).

Completed trades11
Win rate27.3%
Average return / trade-0.94%
Compounded total return-16.36%
Max drawdown-40.81%
Buy & hold, same period-45.95%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $188.7926 $182.1459 -3.52% 96.48
2025-11-22 2025-11-29 $128.5723 $137.4006 +6.87% 103.10
2026-01-13 2026-01-20 $139.0723 $133.4132 -4.07% 98.91
2026-01-31 2026-02-07 $117.4775 $86.9776 -25.96% 73.23
2026-03-05 2026-03-12 $91.0730 $86.5582 -4.96% 69.60
2026-03-17 2026-03-24 $95.8931 $91.6200 -4.46% 66.50
2026-04-08 2026-04-15 $85.7378 $83.8194 -2.24% 65.01
2026-04-17 2026-04-24 $89.0959 $86.1401 -3.32% 62.85
2026-06-05 2026-06-12 $68.8109 $66.8166 -2.90% 61.03
2026-06-27 2026-07-04 $71.8142 $82.2912 +14.59% 69.94
2026-08-20 2026-08-27 $85.3331 $102.0489 +19.59% 83.64

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.

View the full study for Solana ยท Read the full methodology