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 Stellar
7 historical signal(s) detected for Stellar; 6 non-overlapping trade(s) taken at a 7-day hold (1 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 | $0.3199 | $0.3087 | -3.52% | 96.48 |
| 2025-10-29 | 2025-11-05 | $0.3181 | $0.2699 | -15.15% | 81.86 |
| 2026-05-28 | 2026-06-04 | $0.1636 | $0.2089 | +27.63% | 104.48 |
| 2026-06-11 | 2026-06-18 | $0.1827 | $0.2252 | +23.28% | 128.80 |
| 2026-07-10 | 2026-07-17 | $0.1862 | $0.1850 | -0.68% | 127.92 |
| 2026-08-21 | 2026-08-28 | $0.1816 | $0.1875 | +3.26% | 132.09 |
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.