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 Ethereum
8 historical signal(s) detected for Ethereum; 6 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 | $3841.6737 | $3835.0072 | -0.17% | 99.83 |
| 2026-01-20 | 2026-01-27 | $3186.7807 | $2925.7638 | -8.19% | 91.65 |
| 2026-02-01 | 2026-02-08 | $2450.6635 | $2087.9866 | -14.80% | 78.09 |
| 2026-06-06 | 2026-06-13 | $1582.4588 | $1665.5551 | +5.25% | 82.19 |
| 2026-08-20 | 2026-08-27 | $2251.7346 | $2506.3431 | +11.31% | 91.48 |
| 2026-08-28 | 2026-09-04 | $2511.4612 | $2507.6483 | -0.15% | 91.34 |
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 Ethereum · Read the full methodology