Price & Market BehaviorCore researchInactive

52-Week-High Momentum

Updated dailyData needs: lowlong onlyshort onlylong short

In plain terms

This older implementation is blocked; its replacement tests the original price rules with canonical trading accounting.

How it works

The guarded fixed-threshold high-anchor heuristic was incorrectly attributed to cross-sectional papers. Its executable internal-rule successor is separately named.

Live results

23 times picked on its own · 35 times inside a blend (30 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 35 such blended picks (30 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)

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

252-session high anchorPrice & Market Behavior

Test whether stocks near a recent high continue rising, deeply fallen stocks bounce after an uptick, or stocks breaking a recent high continue falling.

Monthly cross-sectional 52-week highPrice & Market Behavior

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.

Explore 52-Week-High Momentum on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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