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 TRON
5 historical signal(s) detected for TRON; 5 non-overlapping trade(s) taken at a 7-day hold (0 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 | $0.3208 | $0.3091 | -3.63% | 96.37 |
| 2025-11-05 | 2025-11-12 | $0.2854 | $0.2968 | +3.99% | 100.21 |
| 2026-01-17 | 2026-01-24 | $0.3088 | $0.2974 | -3.69% | 96.52 |
| 2026-04-02 | 2026-04-09 | $0.3252 | $0.3300 | +1.48% | 97.94 |
| 2026-08-23 | 2026-08-30 | $0.3443 | $0.3408 | -1.01% | 96.95 |
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.