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 BNB
11 historical signal(s) detected for BNB; 9 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-10 | 2025-10-17 | $1255.6065 | $1145.3729 | -8.78% | 91.22 |
| 2025-12-20 | 2025-12-27 | $855.7953 | $834.2373 | -2.52% | 88.92 |
| 2026-01-18 | 2026-01-25 | $946.2572 | $885.2762 | -6.44% | 83.19 |
| 2026-01-31 | 2026-02-07 | $857.1019 | $654.5520 | -23.63% | 63.53 |
| 2026-02-27 | 2026-03-06 | $625.5927 | $648.0604 | +3.59% | 65.81 |
| 2026-04-03 | 2026-04-10 | $584.0792 | $603.3083 | +3.29% | 67.98 |
| 2026-05-31 | 2026-06-07 | $719.2840 | $574.2854 | -20.16% | 54.28 |
| 2026-08-20 | 2026-08-27 | $627.0534 | $707.4796 | +12.83% | 61.24 |
| 2026-09-06 | 2026-09-13 | $766.4093 | $727.3861 | -5.09% | 58.12 |
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.