Best strategy found
52-week high on volume
Passed all 5 checksBuys a share making a new 52-week high on at least twice its normal volume, with a 3 × ATR trailing stop.
- Trades tested
- 2,118
- 2010-2026
- Average trade
- +2.95%
- after costs
- Win rate
- 40%
- small losses, bigger wins
- Years up
- 12 of 17
- Portfolio a year
- +19.7%
- basket +15.2%
- Worst fall
- −36%
- basket −59%
Against the KSE-100: the index itself grew +18.7% a year over the same years before dividends, with a worst fall of −49%. With dividends a KSE-100 fund likely did better than this strategy; what the strategy offers is a smaller worst fall and a clear rule for when to sell, not a sure way to beat the index.