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 LEO Token
14 historical signal(s) detected for LEO Token; 8 non-overlapping trade(s) taken at a 7-day hold (6 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-11-08 | 2025-11-15 | $9.1813 | $9.2029 | +0.23% | 100.23 |
| 2025-12-18 | 2025-12-25 | $7.2240 | $8.1218 | +12.43% | 112.69 |
| 2026-01-17 | 2026-01-24 | $8.8935 | $8.8927 | -0.01% | 112.68 |
| 2026-02-02 | 2026-02-09 | $8.3957 | $8.3226 | -0.87% | 111.70 |
| 2026-02-22 | 2026-03-01 | $8.3544 | $8.8780 | +6.27% | 118.70 |
| 2026-05-19 | 2026-05-26 | $10.1061 | $9.9820 | -1.23% | 117.24 |
| 2026-06-06 | 2026-06-13 | $9.5566 | $9.6023 | +0.48% | 117.81 |
| 2026-08-13 | 2026-08-20 | $9.0768 | $9.3024 | +2.49% | 120.73 |
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 LEO Token · Read the full methodology