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 Sui
4 historical signal(s) detected for Sui; 4 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 | $2.6108 | $2.4397 | -6.55% | 93.45 |
| 2026-05-11 | 2026-05-18 | $1.3310 | $1.0438 | -21.58% | 73.28 |
| 2026-08-21 | 2026-08-28 | $0.7335 | $0.7798 | +6.31% | 77.91 |
| 2026-08-28 | 2026-09-04 | $0.7798 | $0.7833 | +0.45% | 78.26 |
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.