Price & Market BehaviorExtended setResearchNew
Adjusted high-low spread trend
Updated dailyData needs: lowlong only
In plain terms
Test a price trend confirmed by an unusually wide estimated spread, accounting for overnight gaps and ordinary execution costs.
How it works
Test whether unusually wide own-stock estimated spreads accompanied by a rising price trend predict subsequent returns after trading costs.
No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.
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Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Related families
Explore Adjusted high-low spread trend on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.