Historical rule simulator

Backtest: After a 2x Volume Spike

Simulates one mechanical rule โ€” buy after a 2x volume spike, hold a fixed number of days, then exit โ€” 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 Stellar

14 historical signal(s) detected for Stellar; 12 non-overlapping trade(s) taken at a 7-day hold (2 skipped because a position was already open).

Completed trades11
Win rate18.2%
Average return / trade-4.27%
Compounded total return-42.24%
Max drawdown-48.28%
Buy & hold, same period-40.10%

Hypothetical growth of $100

1 accepted trade(s) are still within their 7-day hold and are excluded from the stats and chart above.

Entry dateExit dateEntry priceExit priceTrade returnEquity after
2025-10-11 2025-10-18 $0.3199 $0.3087 -3.52% 96.48
2025-10-29 2025-11-05 $0.3181 $0.2699 -15.15% 81.86
2026-01-06 2026-01-13 $0.2534 $0.2193 -13.47% 70.83
2026-01-15 2026-01-22 $0.2370 $0.2131 -10.09% 63.69
2026-02-07 2026-02-14 $0.1784 $0.1646 -7.75% 58.75
2026-05-11 2026-05-18 $0.1695 $0.1492 -11.96% 51.72
2026-05-28 2026-06-04 $0.1636 $0.2089 +27.63% 66.02
2026-06-16 2026-06-23 $0.2134 $0.2025 -5.12% 62.63
2026-07-05 2026-07-12 $0.2066 $0.1863 -9.80% 56.49
2026-08-21 2026-08-28 $0.1816 $0.1875 +3.26% 58.33
2026-09-08 2026-09-15 $0.1935 $0.1916 -0.99% 57.76

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 Stellar ยท Read the full methodology