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 Stellar
26 historical signal(s) detected for Stellar; 19 non-overlapping trade(s) taken at a 7-day hold (7 skipped because a position was already open).
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 date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $0.3199 | $0.3087 | -3.52% | 96.48 |
| 2025-10-29 | 2025-11-05 | $0.3181 | $0.2699 | -15.15% | 81.86 |
| 2025-11-14 | 2025-11-21 | $0.2681 | $0.2368 | -11.69% | 72.29 |
| 2025-11-22 | 2025-11-29 | $0.2316 | $0.2535 | +9.44% | 79.12 |
| 2026-01-03 | 2026-01-10 | $0.2201 | $0.2280 | +3.62% | 81.99 |
| 2026-01-14 | 2026-01-21 | $0.2527 | $0.2077 | -17.81% | 67.38 |
| 2026-01-22 | 2026-01-29 | $0.2131 | $0.2103 | -1.34% | 66.48 |
| 2026-01-31 | 2026-02-07 | $0.2108 | $0.1784 | -15.34% | 56.28 |
| 2026-02-16 | 2026-02-23 | $0.1709 | $0.1508 | -11.77% | 49.66 |
| 2026-03-26 | 2026-04-02 | $0.1773 | $0.1693 | -4.55% | 47.40 |
| 2026-04-18 | 2026-04-25 | $0.1743 | $0.1731 | -0.67% | 47.08 |
| 2026-05-11 | 2026-05-18 | $0.1695 | $0.1492 | -11.96% | 41.45 |
| 2026-05-28 | 2026-06-04 | $0.1636 | $0.2089 | +27.63% | 52.90 |
| 2026-06-16 | 2026-06-23 | $0.2134 | $0.2025 | -5.12% | 50.19 |
| 2026-07-02 | 2026-07-09 | $0.1969 | $0.1811 | -8.02% | 46.17 |
| 2026-07-10 | 2026-07-17 | $0.1862 | $0.1850 | -0.68% | 45.85 |
| 2026-08-20 | 2026-08-27 | $0.1701 | $0.1854 | +8.99% | 49.97 |
| 2026-09-04 | 2026-09-11 | $0.1845 | $0.1747 | -5.34% | 47.30 |
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.