We just launched the Spike Backtester. It tests every possible entry and exit combination to find the optimal spike trade for each ticker.
What if you could test every possible spike entry and exit combination across years of data and find the one that performed best? Not a single backtest. All of them. Every entry level, every exit level, every ticker.
That's exactly what the Spike Backtester does. It brute-forces 57,720 combinations per ticker and ranks them by win rate, average return, or lowest drawdown. The result: the historically optimal spike trade for each product.
Until now, backtesting spike strategies meant writing code, pulling data, and running simulations one at a time. Even experienced quants spend days on this.
We built something better.
The Spike Backtester has two modes. "Find Best Combo" brute-forces every entry and exit combination and surfaces the top performers. "Custom Backtest" lets you test a specific entry and exit level you have in mind.
Choose short or long. Set your capital allocation. The tool runs every combination and returns the optimal entry spike %, hold period, win rate, average return, best trade, worst trade, and worst drawdown for each ticker.
No more guessing at entry levels. No more untested strategies. Just the data.
A complete backtesting engine for spike-based trading strategies.
Every possible entry spike % and exit combination tested per ticker. The tool finds the needle in the haystack so you don't have to.
Optimize by highest win rate, highest average return, or lowest drawdown. Different goals, different optimal trades.
Backtest shorting spikes (fade trades) or going long on spikes (continuation trades). Both sides of the trade, fully tested.
Have a specific entry and exit in mind? Switch to Custom Backtest mode and test your exact hypothesis against the historical record.
Win rate, average return, number of trades, best trade, worst trade, and worst drawdown for every combination tested.
Set the percentage of portfolio allocated per trade. See how the results change with different position sizes.
The tool works by scanning every historical spike cycle and simulating trades at every possible entry and exit level. For short trades, it enters when the spike reaches the entry level and exits at the exit level (or at the cycle's end). For long trades, the logic is reversed.
The tool gives you:
This is the tool you want before committing to any spike-based strategy. Don't trade a thesis. Trade the historically optimal setup.
Five ways members are already applying the Spike Backtester to their process.
Let the brute-force engine find entry and exit levels you never would have tested on your own.
Before trading a spike setup, check its historical win rate and drawdown against the full dataset.
Compare optimal strategies across tickers to find which product offers the best risk-adjusted spike trade.
Use worst-trade and worst-drawdown data to set realistic stop losses and position sizes.
For any given spike level, compare the historical performance of fading it vs. riding it.
The Spike Backtester is available in your dashboard under Premium Tools. If you're a CI Volatility member, you already have access.
Open the Spike Backtester
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