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 Zcash
8 historical signal(s) detected for Zcash; 6 non-overlapping trade(s) taken at a 7-day hold (2 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 | $229.2593 | $217.4053 | -5.17% | 94.83 |
| 2025-11-05 | 2025-11-12 | $443.2769 | $445.9729 | +0.61% | 95.41 |
| 2025-11-16 | 2025-11-23 | $666.1985 | $519.0073 | -22.09% | 74.33 |
| 2026-06-06 | 2026-06-13 | $389.9925 | $411.6969 | +5.57% | 78.46 |
| 2026-08-22 | 2026-08-29 | $733.4660 | $801.3777 | +9.26% | 85.73 |
| 2026-09-07 | 2026-09-14 | $1227.1109 | $1062.9597 | -13.38% | 74.26 |
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.