Backtest any equity on a volume-spike strategy.
Buy at the close of any day where volume is above a multiple of its rolling average.
Exit on a profit target or stop loss, whichever hits first.
Compare the strategy's real historical returns against Buy & Hold with a full equity curve, trade log, and drawdown stats.
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 \u2014 roughly a month of trading \u2014 and is what most chart platforms ship with.
Shorter windows (10) react faster to recent activity; longer windows (30, 50) are smoother and less prone to one-off spikes.
Scans every volume multiplier to find the one that produces the highest average return per trade.
Uses your currently selected Volume Window, Profit Target, and Stop Loss.
Requires at least 5 trades per candidate to avoid lucky outliers.