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 TRON

18 historical signal(s) detected for TRON; 12 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).

Completed trades12
Win rate41.7%
Average return / trade-1.77%
Compounded total return-20.03%
Max drawdown-24.02%
Buy & hold, same period+5.62%

Hypothetical growth of $100

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $0.3208 $0.3091 -3.63% 96.37
2025-10-31 2025-11-07 $0.2924 $0.2837 -3.00% 93.48
2025-11-15 2025-11-22 $0.2925 $0.2764 -5.51% 88.32
2025-11-22 2025-11-29 $0.2764 $0.2811 +1.71% 89.83
2026-01-17 2026-01-24 $0.3088 $0.2974 -3.69% 86.52
2026-01-31 2026-02-07 $0.2941 $0.2738 -6.91% 80.55
2026-03-23 2026-03-30 $0.3107 $0.3216 +3.51% 83.38
2026-04-02 2026-04-09 $0.3252 $0.3300 +1.48% 84.61
2026-05-29 2026-06-05 $0.3525 $0.3322 -5.76% 79.74
2026-06-05 2026-06-12 $0.3322 $0.3166 -4.71% 75.98
2026-08-21 2026-08-28 $0.3374 $0.3377 +0.09% 76.05
2026-09-02 2026-09-09 $0.3222 $0.3388 +5.16% 79.97

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 TRON ยท Read the full methodology