Historical rule simulator
Backtest: After a 3x Volume Spike
Simulates one mechanical rule — buy after a 3x 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 Hyperliquid
8 historical signal(s) detected for Hyperliquid; 5 non-overlapping trade(s) taken at a 7-day hold (3 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2026-01-28 | 2026-02-04 | $30.7818 | $32.5227 | +5.66% | 105.66 |
| 2026-05-21 | 2026-05-28 | $54.7628 | $57.8225 | +5.59% | 111.56 |
| 2026-05-30 | 2026-06-06 | $64.4099 | $59.7116 | -7.29% | 103.42 |
| 2026-08-20 | 2026-08-27 | $69.6037 | $82.2983 | +18.24% | 122.28 |
| 2026-09-01 | 2026-09-08 | $84.1576 | $85.1423 | +1.17% | 123.71 |
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 Hyperliquid · Read the full methodology