Strategy backtests

Every trade each strategy would have made on PSX shares from 2010 to 2026, after costs. Open one for its rules, yearly results and trades.

52-week high on volumePassed all 5 checksBuys a share making a new 52-week high on at least twice its normal volume, with a 3 × ATR trailing stop.Avg trade +2.95%Since 2019 +3.36%Portfolio +19.7% a year
Trend breakoutPassed 4 of 5Buys a share closing above its 50-day high in a long uptrend and rides it with a trailing 20-day-low stop.Avg trade +4.53%Since 2019 +5.47%Portfolio +14.5% a year
Golden crossPassed 4 of 5Buys when the 50-day average crosses above the 200-day average and sells on the opposite cross.Avg trade +24.86%Since 2019 +29.37%Portfolio +18.6% a year
Monthly momentumPassed 4 of 5On the first session of each month, buys the 10 strongest shares of the last year (skipping the latest month) and keeps them while they stay in the top 20.Avg trade +15.03%Since 2019 +15.10%Portfolio +23.4% a year
Pullback in an uptrendPassed 1 of 5Buys a sharp 2-day dip (RSI-2 under 10) in a share that is above its 200-day average, and sells the bounce.Avg trade −0.16%Since 2019 −0.01%Portfolio −2.3% a year

Side by side

#	Strategy	Trades	Win rate	Avg trade	Profit factor	Years up	Portfolio a year	Worst fall	Verdict
1	52-week high on volume	2,118	40%	+2.95%	1.66	12/17	+19.7%	−36%	Passed all 5 checks
2	Trend breakout	3,348	38%	+4.53%	2.00	11/17	+14.5%	−37%	Passed 4 of 5
3	Golden cross	1,102	34%	+24.86%	3.89	10/17	+18.6%	−45%	Passed 4 of 5
4	Monthly momentum	527	47%	+15.03%	2.98	10/17	+23.4%	−59%	Passed 4 of 5
5	Pullback in an uptrend	12,362	57%	−0.16%	0.92	4/17	−2.3%	−62%	Passed 1 of 5
	Benchmark: hold the 100 most traded shares						+15.2%	−59%

All results are after 0.25% costs a side, buying at the next session's open. Average trade and win rate count every signal; the portfolio takes at most 10 at a time, most traded share first. See how we tested.

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