Backtesting Tools

Volume Spikes

Backtest buying a stock when its daily volume spikes above normal

Parameters
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Volume Multiplier, Volume Window, Profit Target, and Stop Loss are available to members.
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Volume Multiplier

The trigger threshold — only days where volume is at least this many times the average qualify as an entry.

means today's volume was double the rolling average.

Volume Window

The number of trading days used to compute the rolling average volume that today's volume is compared against.

20 days is the most common default — roughly a month of trading.

Shorter (10) reacts faster; longer (30, 50) is smoother and less prone to one-off spikes.

Profit
Target
Stop
Loss
Pick a ticker above and press Run Backtest to see results.