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 XRP
3 historical signal(s) detected for XRP; 3 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 |
|---|---|---|---|---|---|
| 2026-02-07 | 2026-02-14 | $1.4617 | $1.4173 | -3.04% | 96.96 |
| 2026-06-06 | 2026-06-13 | $1.0973 | $1.1317 | +3.14% | 100.01 |
| 2026-08-21 | 2026-08-28 | $1.2682 | $1.4536 | +14.62% | 114.63 |
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.