Price & Market BehaviorCore researchlive in production
Breakout Proximity
Updated dailyData needs: lowlong only
In plain terms
Flags stocks trading very close to their 52-week high — the closer to the high, the more likely they keep grinding higher.
How it works
Flags stocks trading close to (or above) their rolling N-day high (e.g. 126 or 252 days), confirmed by a volume z-score surge. The closer to the high — and the higher the volume — the more likely the price keeps grinding upward. Anchored in the George-Hwang (2004) 52-week-high momentum finding, extended with volume confirmation to filter false breakouts.
Live results
6 times picked on its own · 51 times inside a blend (35 beat the stock) · updated 2026-06-06This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 51 such blended picks (35 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
- Reported return
- ~0.45%/month over market (George-Hwang 2004)
- Tested over
- 1963-2001
George-Hwang (2004) report ~0.45%/month spread on the 52-week-high signal; volume confirmation lifts hit-rate ~10%.
Explore Breakout Proximity on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.