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52-week high on volume backtest
Buys a share making a new 52-week high on at least twice its normal volume, with a 3 × ATR trailing stop.
Passed all 5 checks
- Trades
- 2,118
- 2010-2026
- Win rate
- 40%
- Average trade
- +2.95%
- median −3.01%
- Profit factor
- 1.66
- gains ÷ losses
- Portfolio a year
- +19.7%
- basket +15.2%
- Worst fall
- −36%
- basket −59%
The rules
Buy
Close at or above the highest high of the previous 250 sessions, on volume of at least 2 × the 50-day average.
Checked on each close for the 100 most traded shares; bought at the next session's open. Average hold: 21 sessions.
Sell
Stop 3 × ATR(20) under the buy price, then trailed at the highest close since buying minus 3 × ATR(20). Sold at the stop, or after 120 sessions.
How trades ended: stop 100%, time limit 0%, stopped trading 0%.
Growth of Rs 100 in a 10-share portfolio
Oct 202652-week high on volumeRs 2,034Top-100 basketRs 1,072KSE-100 (no dividends)Rs 1,770
Since 2019: +28.7% a year, Sharpe 1.51 (basket +15.1%, Sharpe 0.67). The KSE-100 grew +18.7% a year from 2010 before dividends (worst fall −49%); the strategy and basket lines include dividends.
Pass checks
- ✓At least 300 trades from 2010 on, so the result is not luck of a few trades2118 trades
- ✓2010-2018: average trade after costs above 0 and profit factor 1.2 or more2.63% a trade, profit factor 1.6
- ✓2019-today: average trade after costs above 0 and profit factor 1.2 or more3.36% a trade, profit factor 1.72
- ✓Trades add up to a gain in at least 65% of calendar years12 of 17 years up
- ✓A 10-share portfolio from 2019 on has a better return-for-risk (Sharpe) than simply holding the 100 most traded sharesSharpe 1.51 vs 0.67 for the basket
2010-2018
1178 trades, +2.63% a trade, 39% winners, profit factor 1.60
2019-today
940 trades, +3.36% a trade, 41% winners, profit factor 1.72
Year by year
| Year | Trades | Win rate | Avg trade | 10-share portfolio | Top-100 basket |
|---|---|---|---|---|---|
| 2026to 9 Oct | 66 | 24% | −1.71% | +7.4% | −14.6% |
| 2025 | 161 | 44% | +4.64% | +47.2% | +34.0% |
| 2024 | 218 | 37% | +2.97% | +100.1% | +78.8% |
| 2023 | 160 | 54% | +6.79% | +38.1% | +57.6% |
| 2022 | 48 | 35% | −0.79% | −4.0% | −22.2% |
| 2021 | 115 | 35% | +0.99% | −0.7% | −8.4% |
| 2020 | 141 | 43% | +4.56% | +45.7% | +32.8% |
| 2019 | 31 | 32% | +2.23% | +15.8% | +0.1% |
| 2018 | 55 | 26% | −2.80% | −9.9% | −8.6% |
| 2017 | 100 | 30% | −1.99% | −15.3% | −17.6% |
| 2016 | 189 | 43% | +4.01% | +22.0% | +64.8% |
| 2015 | 137 | 30% | +2.41% | +25.9% | +19.0% |
| 2014 | 210 | 47% | +5.18% | +86.1% | +53.3% |
| 2013 | 199 | 40% | +3.32% | +0.9% | +42.1% |
| 2012 | 159 | 42% | +4.83% | +65.2% | +57.5% |
| 2011 | 59 | 25% | −3.22% | −12.4% | −24.0% |
| 2010 | 70 | 41% | +0.56% | −9.2% | −8.7% |
Live since launch
Full track recordNo live trade has closed yet.
Latest backtest trades
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| MDTL | 21 Sep 2026 | 9.75 22 Sep 2026 | 8.00 24 Sep 2026 | Stop | 3 | −18.45% |
| ASL | 3 Sep 2026 | 16.25 4 Sep 2026 | 15.51 5 Oct 2026 | Stop | 22 | −5.05% |
| BERG | 1 Sep 2026 | 169.99 2 Sep 2026 | 141.93 3 Sep 2026 | Stop | 2 | −17.01% |
| NRL | 31 Aug 2026 | 556.51 1 Sep 2026 | 479.46 4 Sep 2026 | Stop | 4 | −14.34% |
| MACFL | 19 Aug 2026 | 83.30 20 Aug 2026 | 65.95 27 Aug 2026 | Stop | 5 | −21.33% |
| FCL | 19 Aug 2026 | 28.95 20 Aug 2026 | 26.54 11 Sep 2026 | Stop | 16 | −8.84% |
| BERG | 18 Aug 2026 | 171.25 19 Aug 2026 | 146.25 21 Aug 2026 | Stop | 3 | −15.10% |
| POL | 12 Aug 2026 | 730.00 13 Aug 2026 | 719.64 11 Sep 2026 | Stop | 20 | −1.92% |
| NRL | 10 Aug 2026 | 497.90 11 Aug 2026 | 474.47 19 Aug 2026 | Stop | 6 | −5.21% |
| ATRL | 10 Aug 2026 | 1,058.49 11 Aug 2026 | 1,061.11 8 Sep 2026 | Stop | 19 | −0.25% |
| FCEPL | 7 Aug 2026 | 122.88 10 Aug 2026 | 138.32 11 Sep 2026 | Stop | 23 | +12.07% |
| TPLP | 3 Aug 2026 | 14.95 4 Aug 2026 | 13.69 8 Sep 2026 | Stop | 24 | −8.92% |
| LOTCHEM | 10 Jul 2026 | 29.40 13 Jul 2026 | 26.73 24 Jul 2026 | Stop | 10 | −9.58% |
| CNERGY | 9 Jul 2026 | 9.41 10 Jul 2026 | 13.14 20 Aug 2026 | Stop | 29 | +39.15% |
| PRL | 9 Jul 2026 | 41.85 10 Jul 2026 | 89.44 7 Sep 2026 | Stop | 40 | +113.21% |
| GHNI | 9 Jul 2026 | 1,107.98 10 Jul 2026 | 1,089.75 15 Jul 2026 | Stop | 4 | −2.15% |
| FABL | 1 Jul 2026 | 100.44 2 Jul 2026 | 95.47 14 Jul 2026 | Stop | 9 | −5.44% |
| PTC | 1 Jul 2026 | 73.40 2 Jul 2026 | 67.79 2 Sep 2026 | Stop | 43 | −8.14% |
| MEBL | 1 Jul 2026 | 546.45 2 Jul 2026 | 521.04 14 Jul 2026 | Stop | 9 | −5.15% |
| SRVI | 24 Jun 2026 | 239.00 29 Jun 2026 | 211.14 10 Jul 2026 | Stop | 10 | −12.16% |
Best and worst trades
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| GHNI | 18 Sep 2015 | 57.53 21 Sep 2015 | 166.70 26 Nov 2015 | Stop | 46 | +189.28% |
| GLAXO | 26 Aug 2024 | 154.56 27 Aug 2024 | 368.99 14 Feb 2025 | Time limit | 121 | +138.23% |
| INIL | 18 Aug 2016 | 59.33 19 Aug 2016 | 137.81 25 Jan 2017 | Stop | 108 | +131.76% |
| DFML | 27 Jul 2016 | 21.13 28 Jul 2016 | 47.54 22 Sep 2016 | Stop | 38 | +124.42% |
| MUREB | 11 Dec 2013 | 198.76 12 Dec 2013 | 442.93 30 Jan 2014 | Stop | 34 | +122.35% |
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| CYAN | 30 Mar 2011 | 24.72 31 Mar 2011 | 15.86 21 Apr 2011 | Stop | 16 | −36.34% |
| HABSM | 4 Jan 2010 | 16.22 5 Jan 2010 | 11.65 14 Jan 2010 | Stop | 8 | −28.68% |
| CLOUD | 29 Sep 2017 | 12.59 2 Oct 2017 | 9.53 4 Oct 2017 | Stop | 3 | −24.77% |
| PSAF | 4 Aug 2010 | 7.91 5 Aug 2010 | 6.01 26 Aug 2010 | Stop | 16 | −24.52% |
| HIRAT | 28 Apr 2010 | 4.67 29 Apr 2010 | 3.61 3 May 2010 | Stop | 3 | −23.27% |
Prices in the backtest tables are adjusted for later bonus shares, rights and dividends, so they can differ from the prices printed at the time. Past results do not promise future ones. How we tested.