Price & Market BehaviorCore researchResearch

252-session high anchor

Updated dailyData needs: lowlong onlyshort onlylong short

In plain terms

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

How it works

Test fixed high-anchor continuation, deep-drawdown bounce and breakdown rules using normalized prices and ordinary 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

52-Week-High MomentumPrice & Market Behavior

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

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 252-session high anchor on alphactor.ai

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