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 Chainlink
10 historical signal(s) detected for Chainlink; 8 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 |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $17.3508 | $16.6196 | -4.21% | 95.79 |
| 2026-02-01 | 2026-02-08 | $10.3016 | $9.3915 | -8.83% | 87.32 |
| 2026-03-17 | 2026-03-24 | $10.2626 | $9.5910 | -6.54% | 81.61 |
| 2026-05-05 | 2026-05-12 | $9.3532 | $10.5814 | +13.13% | 92.33 |
| 2026-08-12 | 2026-08-19 | $8.7702 | $9.5291 | +8.65% | 100.31 |
| 2026-08-20 | 2026-08-27 | $10.5474 | $11.6202 | +10.17% | 110.52 |
| 2026-08-28 | 2026-09-04 | $11.9230 | $11.8327 | -0.76% | 109.68 |
| 2026-09-09 | 2026-09-16 | $12.5100 | $10.8818 | -13.02% | 95.41 |
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 Chainlink · Read the full methodology