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 Cardano
6 historical signal(s) detected for Cardano; 5 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 | $0.6359 | $0.6247 | -1.76% | 98.24 |
| 2026-06-03 | 2026-06-10 | $0.2127 | $0.1652 | -22.33% | 76.31 |
| 2026-08-03 | 2026-08-10 | $0.1894 | $0.1944 | +2.67% | 78.35 |
| 2026-08-21 | 2026-08-28 | $0.1990 | $0.2138 | +7.45% | 84.19 |
| 2026-09-04 | 2026-09-11 | $0.2212 | $0.2046 | -7.49% | 77.88 |
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.