股價創 252 日新高(突破日)
Active還原股價首次站上過去 252 個交易日最高;20 日內重複觸發只計一次
Average forward return after 股價創 252 日新高(突破日)。20-day: Win 42.9%, Sample 7, Median -1.63%, Excess +20.09%, Beat mkt rate 57.1%;60-day: Win 60%, Sample 5, Median +0.98%, Excess -1.09%, Beat mkt rate 40%;120-day: Win 60%, Sample 5, Median +19.98%, Excess +40.78%, Beat mkt rate 80%
120 days after: historical avg +38.89%
20-day +19.43%
60-day -0.11%
120-day +38.89%
20-day
60-day
120-day
Win
42.9%
60%
60%
Sample
7
5
5
Median
-1.63%
+0.98%
+19.98%
Excess
+20.09%
-1.09%
+40.78%
Beat mkt rate
57.1%
40%
80%
Over 5 occurrences, 120-day forward avg gained 38.89%, beat the market by 40.78 pts; win rate 60%.