A breakout to a new 52-week high — momentum/all-time-high style entry.
Buying strength as a stock prints a new 52-week high. The momentum factor has decades of academic support at the portfolio level; as a single-name entry, the measured follow-through and pullback behaviour is what to study.
We are measuring this pattern on survivorship-free data (delisted names included). Numbers appear here once the study completes.
Win% = share of occurrences with a positive forward return. Avg win / avg loss show the reward-to-risk, which matters as much as the hit rate — a high win rate with a bad reward/risk still loses.
Full data reportEvery setup & factor base rate — the complete measured tables, survivorship-free →