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 Hyperliquid
10 historical signal(s) detected for Hyperliquid; 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 |
|---|---|---|---|---|---|
| 2025-10-12 | 2025-10-19 | $36.8987 | $36.8731 | -0.07% | 99.93 |
| 2026-01-28 | 2026-02-04 | $30.7818 | $32.5227 | +5.66% | 105.58 |
| 2026-03-10 | 2026-03-17 | $34.6599 | $40.7693 | +17.63% | 124.19 |
| 2026-03-17 | 2026-03-24 | $40.7693 | $37.3734 | -8.33% | 113.85 |
| 2026-05-15 | 2026-05-22 | $44.1587 | $58.5893 | +32.68% | 151.05 |
| 2026-06-05 | 2026-06-12 | $64.3655 | $58.9072 | -8.48% | 138.24 |
| 2026-06-17 | 2026-06-24 | $73.5566 | $62.1166 | -15.55% | 116.74 |
| 2026-08-20 | 2026-08-27 | $69.6037 | $82.2983 | +18.24% | 138.03 |
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 Hyperliquid · Read the full methodology