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 WhiteBIT Coin
11 historical signal(s) detected for WhiteBIT Coin; 6 non-overlapping trade(s) taken at a 7-day hold (5 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 | $42.3741 | $40.6859 | -3.98% | 96.02 |
| 2026-02-06 | 2026-02-13 | $47.3491 | $49.3735 | +4.28% | 100.12 |
| 2026-06-27 | 2026-07-04 | $48.4377 | $56.5519 | +16.75% | 116.89 |
| 2026-07-25 | 2026-08-01 | $55.8732 | $54.8184 | -1.89% | 114.69 |
| 2026-08-01 | 2026-08-08 | $54.8184 | $56.1181 | +2.37% | 117.41 |
| 2026-08-20 | 2026-08-27 | $59.5563 | $73.1488 | +22.82% | 144.20 |
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 WhiteBIT Coin · Read the full methodology