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 Bitcoin
5 historical signal(s) detected for Bitcoin; 4 non-overlapping trade(s) taken at a 7-day hold (1 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 | $113043.6759 | $106483.8914 | -5.80% | 94.20 |
| 2026-02-06 | 2026-02-13 | $62778.2176 | $66258.5295 | +5.54% | 99.42 |
| 2026-06-03 | 2026-06-10 | $66727.2642 | $61669.7638 | -7.58% | 91.88 |
| 2026-08-20 | 2026-08-27 | $69291.0104 | $79018.0341 | +14.04% | 104.78 |
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.