Monthly cross-sectional 52-week high
In plain terms
Once a month, compare how close each eligible stock is to its yearly high. Trade the strongest or weakest group, spreading each new monthly signal across its holding period.
How it works
Rank a stock’s price relative to its twelve-month closing high against the actual stocks eligible at each month end. Trade the top or bottom 30 percent with overlapping monthly positions.
Data dependencies
- Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.
- Pit universe membership admissible
A data feed this strategy reads, refreshed on its normal schedule.
- Xsec 52week high monthly
A data feed this strategy reads, refreshed on its normal schedule.
Expected edge
See the source research for the original effect size; a modern replication on new data may be weaker.
Example tickers where this is likely to fire
Illustrative only, the signal fires based on the live data, not a fixed list.
Related families
This older implementation is blocked. Its replacement compares stocks with their actual monthly peers.
This older implementation is blocked; its replacement tests the original price rules with canonical trading accounting.
Explore Monthly cross-sectional 52-week high on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.