Historical rule simulator
Backtest: After a 2x Volume Spike
Simulates one mechanical rule — buy after a 2x 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 Avalanche
8 historical signal(s) detected for Avalanche; 8 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $20.8648 | $19.9597 | -4.34% | 95.66 |
| 2026-02-06 | 2026-02-13 | $8.3277 | $8.9723 | +7.74% | 103.07 |
| 2026-02-26 | 2026-03-05 | $9.5407 | $9.5327 | -0.08% | 102.98 |
| 2026-04-08 | 2026-04-15 | $9.4585 | $9.3153 | -1.51% | 101.42 |
| 2026-06-06 | 2026-06-13 | $6.7209 | $6.5676 | -2.28% | 99.11 |
| 2026-06-20 | 2026-06-27 | $5.8922 | $6.6154 | +12.27% | 111.27 |
| 2026-08-20 | 2026-08-27 | $6.7745 | $7.4403 | +9.83% | 122.21 |
| 2026-09-08 | 2026-09-15 | $8.0743 | $7.5615 | -6.35% | 114.45 |
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 Avalanche · Read the full methodology