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 Solana
7 historical signal(s) detected for Solana; 5 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 | $188.7926 | $182.1459 | -3.52% | 96.48 |
| 2026-02-01 | 2026-02-08 | $105.4928 | $87.5435 | -17.01% | 80.06 |
| 2026-06-06 | 2026-06-13 | $63.6331 | $66.7767 | +4.94% | 84.02 |
| 2026-08-20 | 2026-08-27 | $85.3331 | $102.0489 | +19.59% | 100.48 |
| 2026-08-31 | 2026-09-07 | $101.6829 | $106.4901 | +4.73% | 105.23 |
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.