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Trend breakout backtest
Buys a share closing above its 50-day high in a long uptrend and rides it with a trailing 20-day-low stop.
Passed 4 of 5
- Trades
- 3,348
- 2010-2026
- Win rate
- 38%
- Average trade
- +4.53%
- median −3.84%
- Profit factor
- 2.00
- gains ÷ losses
- Portfolio a year
- +14.5%
- basket +15.2%
- Worst fall
- −37%
- basket −59%
The rules
Buy
Close above the highest close of the previous 50 sessions, close above the 200-day average, and the 50-day average above the 200-day average.
Checked on each close for the 100 most traded shares; bought at the next session's open. Average hold: 31 sessions.
Sell
Stop 2.5 × ATR(20) under the buy price, then trailed up to the lowest low of the last 20 sessions. Sold when the price touches the stop, or after 250 sessions.
How trades ended: stop 100%, stopped trading 0%.
Growth of Rs 100 in a 10-share portfolio
Oct 2026Trend breakoutRs 967Top-100 basketRs 1,072KSE-100 (no dividends)Rs 1,770
Since 2019: +17.1% a year, Sharpe 1.1 (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 trades3348 trades
- ✓2010-2018: average trade after costs above 0 and profit factor 1.2 or more3.78% a trade, profit factor 1.89
- ✓2019-today: average trade after costs above 0 and profit factor 1.2 or more5.47% a trade, profit factor 2.13
- ✗Trades add up to a gain in at least 65% of calendar years11 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 1.1 vs 0.67 for the basket
2010-2018
1864 trades, +3.78% a trade, 39% winners, profit factor 1.89
2019-today
1484 trades, +5.47% a trade, 37% winners, profit factor 2.13
Year by year
| Year | Trades | Win rate | Avg trade | 10-share portfolio | Top-100 basket |
|---|---|---|---|---|---|
| 2026to 9 Oct | 96 | 20% | −3.79% | −3.8% | −14.6% |
| 2025 | 264 | 38% | +4.80% | +41.4% | +34.0% |
| 2024 | 294 | 40% | +10.01% | +115.2% | +78.8% |
| 2023 | 226 | 49% | +11.68% | +25.5% | +57.6% |
| 2022 | 95 | 26% | −1.63% | +1.5% | −22.2% |
| 2021 | 172 | 28% | +0.95% | −13.1% | −8.4% |
| 2020 | 246 | 44% | +7.58% | +7.0% | +32.8% |
| 2019 | 91 | 28% | −2.61% | −3.0% | +0.1% |
| 2018 | 132 | 28% | +0.18% | +17.9% | −8.6% |
| 2017 | 148 | 28% | −2.41% | −25.8% | −17.6% |
| 2016 | 256 | 46% | +7.86% | +29.7% | +64.8% |
| 2015 | 201 | 35% | +2.96% | +21.2% | +19.0% |
| 2014 | 270 | 48% | +8.11% | +36.7% | +53.3% |
| 2013 | 286 | 47% | +4.61% | +6.8% | +42.1% |
| 2012 | 255 | 42% | +7.62% | +84.0% | +57.5% |
| 2011 | 133 | 24% | −3.16% | −17.7% | −24.0% |
| 2010 | 183 | 28% | −1.37% | −5.5% | −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 |
|---|---|---|---|---|---|---|
| DSIL | 2 Oct 2026 | 17.78 5 Oct 2026 | 15.50 9 Oct 2026 | Stop | 5 | −13.32% |
| MDTL | 15 Sep 2026 | 7.70 16 Sep 2026 | 6.34 6 Oct 2026 | Stop | 15 | −18.12% |
| THCCL | 4 Sep 2026 | 83.00 7 Sep 2026 | 74.63 15 Sep 2026 | Stop | 7 | −10.58% |
| ASL | 3 Sep 2026 | 16.25 4 Sep 2026 | 15.45 5 Oct 2026 | Stop | 22 | −5.42% |
| BERG | 1 Sep 2026 | 169.99 2 Sep 2026 | 142.26 3 Sep 2026 | Stop | 2 | −16.81% |
| ASL | 20 Aug 2026 | 15.40 21 Aug 2026 | 13.91 1 Sep 2026 | Stop | 7 | −10.21% |
| FCL | 19 Aug 2026 | 28.95 20 Aug 2026 | 26.94 2 Sep 2026 | Stop | 9 | −7.45% |
| BERG | 18 Aug 2026 | 171.25 19 Aug 2026 | 155.77 20 Aug 2026 | Stop | 2 | −9.54% |
| MACFL | 17 Aug 2026 | 85.00 18 Aug 2026 | 71.00 25 Aug 2026 | Stop | 6 | −16.97% |
| FCEPL | 7 Aug 2026 | 122.88 10 Aug 2026 | 131.51 5 Oct 2026 | Stop | 39 | +6.52% |
| FFC | 6 Aug 2026 | 567.54 7 Aug 2026 | 542.15 19 Aug 2026 | Stop | 8 | −4.97% |
| GAL | 5 Aug 2026 | 598.06 6 Aug 2026 | 594.15 8 Sep 2026 | Stop | 22 | −1.15% |
| HBL | 5 Aug 2026 | 319.14 6 Aug 2026 | 311.20 7 Sep 2026 | Stop | 21 | −2.99% |
| TPLP | 22 Jul 2026 | 13.25 23 Jul 2026 | 13.61 9 Sep 2026 | Stop | 33 | +2.22% |
| CNERGY | 9 Jul 2026 | 9.41 10 Jul 2026 | 12.61 10 Sep 2026 | Stop | 43 | +33.51% |
| PSX | 6 Jul 2026 | 55.54 7 Jul 2026 | 49.22 14 Jul 2026 | Stop | 6 | −11.88% |
| LOTCHEM | 6 Jul 2026 | 29.40 7 Jul 2026 | 26.91 20 Jul 2026 | Stop | 10 | −8.96% |
| GHNI | 6 Jul 2026 | 1,019.02 7 Jul 2026 | 1,187.05 10 Sep 2026 | Stop | 46 | +15.99% |
| BOP | 6 Jul 2026 | 35.60 7 Jul 2026 | 33.20 8 Jul 2026 | Stop | 2 | −7.25% |
| NATF | 1 Jul 2026 | 404.01 2 Jul 2026 | 370.00 13 Jul 2026 | Stop | 8 | −8.92% |
Best and worst trades
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| SAZEW | 13 Feb 2024 | 216.87 14 Feb 2024 | 938.83 16 Aug 2024 | Stop | 121 | +332.41% |
| PSMC | 12 Oct 2023 | 153.18 13 Oct 2023 | 609.00 2 Feb 2024 | Stop | 79 | +297.07% |
| KOHC | 3 Jan 2012 | 1.36 4 Jan 2012 | 5.06 14 May 2012 | Stop | 91 | +270.91% |
| PIAA | 24 Nov 2023 | 6.09 27 Nov 2023 | 22.49 20 May 2024 | Stop | 118 | +268.79% |
| GHNI | 13 Jul 2015 | 35.65 14 Jul 2015 | 130.07 18 Dec 2015 | Stop | 107 | +264.31% |
| Share | Signal | Bought | Sold | Why sold | Sessions | Return after costs |
|---|---|---|---|---|---|---|
| FFC | 27 Jan 2012 | 51.06 30 Jan 2012 | 32.97 29 Feb 2012 | Stop | 22 | −35.94% |
| CYAN | 31 Aug 2012 | 17.67 3 Sep 2012 | 11.56 26 Sep 2012 | Stop | 17 | −35.06% |
| HABSM | 4 Jan 2010 | 16.22 5 Jan 2010 | 11.65 14 Jan 2010 | Stop | 8 | −28.68% |
| FCIBL | 19 Sep 2011 | 5.27 20 Sep 2011 | 3.89 11 Oct 2011 | Stop | 16 | −26.82% |
| IGIHL | 15 Feb 2011 | 52.56 17 Feb 2011 | 38.86 14 Apr 2011 | Stop | 40 | −26.55% |
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.