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 Monero
9 historical signal(s) detected for Monero; 7 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 | $294.1979 | $291.5727 | -0.89% | 99.11 |
| 2025-11-10 | 2025-11-17 | $417.3683 | $406.0142 | -2.72% | 96.41 |
| 2026-01-12 | 2026-01-19 | $554.3023 | $561.5478 | +1.31% | 97.67 |
| 2026-02-01 | 2026-02-08 | $460.2428 | $324.0403 | -29.59% | 68.77 |
| 2026-04-22 | 2026-04-29 | $385.5851 | $377.8493 | -2.01% | 67.39 |
| 2026-06-13 | 2026-06-20 | $353.5753 | $314.7739 | -10.97% | 59.99 |
| 2026-08-31 | 2026-09-07 | $486.8737 | $539.3817 | +10.78% | 66.46 |
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.