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 Rain
8 historical signal(s) detected for Rain; 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 |
|---|---|---|---|---|---|
| 2025-11-24 | 2025-12-01 | $0.0037 | $0.0075 | +104.74% | 204.74 |
| 2025-12-24 | 2025-12-31 | $0.0080 | $0.0080 | +0.07% | 204.87 |
| 2026-01-03 | 2026-01-10 | $0.0081 | $0.0084 | +4.19% | 213.47 |
| 2026-05-12 | 2026-05-19 | $0.0075 | $0.0074 | -1.44% | 210.39 |
| 2026-05-27 | 2026-06-03 | $0.0116 | $0.0138 | +19.37% | 251.15 |
| 2026-06-03 | 2026-06-10 | $0.0138 | $0.0127 | -8.34% | 230.19 |
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.