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 Litecoin
10 historical signal(s) detected for Litecoin; 7 non-overlapping trade(s) taken at a 7-day hold (3 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 | $96.8838 | $90.1182 | -6.98% | 93.02 |
| 2025-10-29 | 2025-11-05 | $96.6683 | $85.3294 | -11.73% | 82.11 |
| 2025-11-08 | 2025-11-15 | $102.4014 | $97.6261 | -4.66% | 78.28 |
| 2026-01-14 | 2026-01-21 | $78.3122 | $67.2305 | -14.15% | 67.20 |
| 2026-02-01 | 2026-02-08 | $59.4259 | $55.1797 | -7.15% | 62.40 |
| 2026-08-22 | 2026-08-29 | $53.1296 | $49.3126 | -7.18% | 57.92 |
| 2026-09-06 | 2026-09-13 | $54.6877 | $53.6558 | -1.89% | 56.82 |
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 Litecoin · Read the full methodology