52W High/Low & Momentum — Forward Return Analysis

📈 52W High/Low & Momentum — Forward Return Analysis

First-entry signals only. Winsorized mean (1st–99th pct) throughout.

What does this page tell me?

What happens to a stock's price over the next 5–360 days after a 52W high, 52W low, or momentum entry signal?

Near/Crossed 52W High — does momentum continue after approaching/breaking a yearly high?
Near/Crossed 52W Low — do stocks in distress bounce or keep falling?
Momentum — do stocks with recent strong gains extend or consolidate?

Each tab has full stats: return distribution, year-by-year consistency, and sector breakdown.

📅 2006-04-04 → 2026-06-29 📊 257,350 events · 481 stocks

Near 52W High — first entry. Fires when close enters [prev_52W_high×0.95, prev_52W_high) for the first time after being outside.

36,163

Event-days

459

Unique stocks

2006-04-04 → 2026-06-29

Period covered

3.63%

W.Avg 30D return

Return Statistics by Horizon

Winsorized mean (clips 1st–99th pct). Returns measured from signal-day close.

Horizon	N Events	W.Avg %	Median %	% Positive	% > +3%	% > +5%	% < -3%
5D	36,115	0.84	0.26	52.10	29.10	18.80	22.60
7D	36,077	1.05	0.40	52.90	32.50	22.70	25.60
10D	36,052	1.40	0.65	54.00	36.50	27.00	27.60
15D	35,996	1.99	1.05	55.20	40.90	32.30	29.80
20D	35,943	2.54	1.54	56.40	44.10	36.20	30.70
30D	35,857	3.63	2.28	57.60	47.70	41.40	32.10
60D	35,588	7.41	5.02	61.60	54.50	50.00	31.70
90D	35,399	11.02	7.01	62.70	57.10	53.60	31.70
180D	34,698	21.93	13.24	65.40	62.00	59.70	31.00
360D	33,671	36.45	19.17	66.00	63.30	61.60	31.30

Return Curve (W.Avg & Median)

Blue = winsorized mean · Orange dashed = median · Grey = zero

Return Distribution

Forward return histogram at chosen horizon (winsorized 1–99 pct). Green = gains, red = losses.

Horizon:

Consistency Across Years (W.Avg 30D Return)

Was the edge consistent across market cycles, or concentrated in bull years?

By Sector

Which sectors responded strongest/weakest to this signal?

Horizon:

By Market Cap

Does signal strength differ by company size?

Mcap	5D	7D	10D	15D	20D	30D	60D	90D	180D	360D
Large Cap	0.72	0.85	1.21	1.70	2.11	3.07	6.06	9.27	18.11	30.86
Mid Cap	0.64	0.84	1.13	1.52	2.13	3.13	6.70	10.12	20.80	37.29
Small Cap	1.08	1.34	1.75	2.55	3.23	4.50	8.99	13.08	25.47	39.86

Crossed 52W High — breakout. Fires on the first day close ≥ prior-day 52W high after previously being below it.

31,509

Event-days

453

Unique stocks

2006-04-04 → 2026-06-29

Period covered

3.57%

W.Avg 30D return

Return Statistics by Horizon

Winsorized mean (clips 1st–99th pct). Returns measured from signal-day close.

Horizon	N Events	W.Avg %	Median %	% Positive	% > +3%	% > +5%	% < -3%
5D	31,464	0.42	-0.06	49.40	26.40	17.20	25.90
7D	31,441	0.59	0.00	50.00	29.70	20.40	28.60
10D	31,420	0.98	0.26	51.70	33.80	24.70	30.70
15D	31,401	1.68	0.72	53.60	38.90	30.40	31.60
20D	31,368	2.34	1.18	55.20	42.30	34.80	32.00
30D	31,276	3.57	2.12	57.00	46.90	40.40	32.80
60D	30,984	7.44	4.51	60.40	53.50	48.80	32.70
90D	30,835	10.84	6.29	61.60	56.30	52.60	33.10
180D	30,229	22.42	12.78	65.10	61.40	59.00	31.50
360D	29,430	36.53	16.73	64.70	62.00	60.30	32.70

Return Curve (W.Avg & Median)

Blue = winsorized mean · Orange dashed = median · Grey = zero

Return Distribution

Forward return histogram at chosen horizon (winsorized 1–99 pct). Green = gains, red = losses.

Horizon:

Consistency Across Years (W.Avg 30D Return)

Was the edge consistent across market cycles, or concentrated in bull years?

By Sector

Which sectors responded strongest/weakest to this signal?

Horizon:

By Market Cap

Does signal strength differ by company size?

Mcap	5D	7D	10D	15D	20D	30D	60D	90D	180D	360D
Large Cap	0.33	0.47	0.70	1.24	1.83	2.88	6.27	8.98	18.38	31.21
Mid Cap	0.26	0.42	0.70	1.41	2.13	3.22	6.55	9.80	21.85	36.37
Small Cap	0.63	0.83	1.43	2.26	3.01	4.54	9.24	13.47	26.61	41.39

Near 52W Low — first entry. Fires when close enters (prev_52W_low, prev_52W_low×1.05] for the first time after being outside.

15,867

Event-days

455

Unique stocks

2006-05-12 → 2026-06-29

Period covered

1.53%

W.Avg 30D return

Return Statistics by Horizon

Winsorized mean (clips 1st–99th pct). Returns measured from signal-day close.

Horizon	N Events	W.Avg %	Median %	% Positive	% > +3%	% > +5%	% < -3%
5D	15,833	-0.20	-0.08	49.00	27.20	17.40	28.40
7D	15,822	-0.12	0.00	49.90	31.00	21.80	31.00
10D	15,817	-0.12	0.05	50.20	33.80	25.60	33.40
15D	15,769	0.44	0.44	51.80	38.60	31.00	35.10
20D	15,738	0.79	0.68	52.40	41.50	34.20	36.50
30D	15,680	1.53	1.26	54.00	44.50	38.70	36.80
60D	15,529	4.04	1.88	54.00	47.60	43.20	39.00
90D	15,041	5.57	2.24	53.90	48.50	44.90	40.70
180D	14,553	17.03	5.74	57.10	53.60	51.00	38.90
360D	13,604	54.72	24.88	66.30	64.10	62.60	31.40

Return Curve (W.Avg & Median)

Blue = winsorized mean · Orange dashed = median · Grey = zero

Return Distribution

Forward return histogram at chosen horizon (winsorized 1–99 pct). Green = gains, red = losses.

Horizon:

Consistency Across Years (W.Avg 30D Return)

Was the edge consistent across market cycles, or concentrated in bull years?

By Sector

Which sectors responded strongest/weakest to this signal?

Horizon:

By Market Cap

Does signal strength differ by company size?

Mcap	5D	7D	10D	15D	20D	30D	60D	90D	180D	360D
Large Cap	-0.01	0.10	0.08	0.77	1.20	2.19	4.65	6.46	15.24	45.80
Mid Cap	-0.05	0.12	0.11	0.66	0.98	1.61	4.23	6.22	17.87	56.49
Small Cap	-0.40	-0.38	-0.37	0.13	0.48	1.14	3.59	4.76	17.49	58.26

Crossed 52W Low — breakdown. Fires on the first day close ≤ prior-day 52W low. Tests whether breakdowns bounce or continue.

15,148

Event-days

440

Unique stocks

2006-05-16 → 2026-06-29

Period covered

2.34%

W.Avg 30D return

Return Statistics by Horizon

Winsorized mean (clips 1st–99th pct). Returns measured from signal-day close.

Horizon	N Events	W.Avg %	Median %	% Positive	% > +3%	% > +5%	% < -3%
5D	15,134	-0.08	-0.08	49.20	31.80	23.10	32.60
7D	15,130	-0.14	0.05	50.20	34.70	26.70	34.80
10D	15,128	-0.04	0.00	50.00	36.90	29.40	36.40
15D	15,094	0.62	0.55	51.80	41.00	34.30	37.00
20D	15,069	1.29	0.97	53.10	43.70	37.80	37.20
30D	15,035	2.34	1.55	54.20	46.20	41.30	37.90
60D	14,899	6.49	3.28	56.60	50.50	46.90	37.60
90D	14,369	8.02	3.93	56.50	51.60	48.30	39.00
180D	13,856	23.38	8.44	59.50	56.00	53.90	37.20
360D	13,163	69.77	35.37	69.70	67.80	66.50	28.40

Return Curve (W.Avg & Median)

Blue = winsorized mean · Orange dashed = median · Grey = zero

Return Distribution

Forward return histogram at chosen horizon (winsorized 1–99 pct). Green = gains, red = losses.

Horizon:

Consistency Across Years (W.Avg 30D Return)

Was the edge consistent across market cycles, or concentrated in bull years?

By Sector

Which sectors responded strongest/weakest to this signal?

Horizon:

By Market Cap

Does signal strength differ by company size?

Mcap	5D	7D	10D	15D	20D	30D	60D	90D	180D	360D
Large Cap	0.19	0.04	0.09	0.39	1.00	2.31	6.20	8.78	23.25	64.16
Mid Cap	0.10	0.10	0.40	1.17	1.89	3.12	7.58	9.33	24.71	71.29
Small Cap	-0.29	-0.34	-0.31	0.42	1.09	1.94	5.98	7.08	22.71	71.41

Momentum entry signals. Weekly: 5D return enters [5%,15%] for first time. Monthly: 22D return enters [5%,20%] for first time.

180,104

Event-days

481

Unique stocks

2006-04-04 → 2026-06-29

Period covered

3.26%

W.Avg 30D return

Return Statistics by Horizon

Winsorized mean (clips 1st–99th pct). Returns measured from signal-day close.

Horizon	N Events	W.Avg %	Median %	% Positive	% > +3%	% > +5%	% < -3%
5D	179,878	0.60	0.07	50.50	28.30	18.50	25.50
7D	179,693	0.81	0.17	51.10	31.80	22.30	28.30
10D	179,364	1.17	0.40	52.20	35.70	26.80	30.60
15D	179,191	1.70	0.67	53.10	39.50	31.60	32.80
20D	179,007	2.26	1.02	54.00	42.40	35.30	33.90
30D	178,479	3.26	1.57	54.90	45.70	39.70	35.40
60D	175,580	6.68	3.55	57.40	51.10	47.00	36.20
90D	174,517	10.44	5.45	59.00	54.00	50.80	35.80
180D	171,181	22.58	10.84	61.70	58.40	56.20	35.00
360D	161,894	48.76	22.32	66.00	63.70	62.20	31.70

Return Curve (W.Avg & Median)

Blue = winsorized mean · Orange dashed = median · Grey = zero

Return Distribution

Forward return histogram at chosen horizon (winsorized 1–99 pct). Green = gains, red = losses.

Horizon:

Consistency Across Years (W.Avg 30D Return)

Was the edge consistent across market cycles, or concentrated in bull years?

By Sector

Which sectors responded strongest/weakest to this signal?

Horizon:

By Market Cap

Does signal strength differ by company size?

Mcap	5D	7D	10D	15D	20D	30D	60D	90D	180D	360D
Large Cap	0.52	0.72	1.07	1.61	2.15	3.13	6.32	9.69	20.55	42.12
Mid Cap	0.53	0.75	1.08	1.55	2.11	3.06	6.31	9.98	21.92	47.46
Small Cap	0.70	0.91	1.29	1.86	2.43	3.52	7.16	11.21	24.23	53.52

All Signals — Winsorized Avg Returns

Compare all 6 signals side by side across every horizon.

Signal	Events	5D	7D	10D	15D	20D	30D	60D	90D	180D	360D
Near 52W High	36163	0.84	1.05	1.40	1.99	2.54	3.63	7.41	11.02	21.93	36.45
Crossed 52W High	31509	0.42	0.59	0.98	1.68	2.34	3.57	7.44	10.84	22.42	36.53
Near 52W Low	15867	-0.20	-0.12	-0.12	0.44	0.79	1.53	4.04	5.57	17.03	54.72
Crossed 52W Low	15148	-0.08	-0.14	-0.04	0.62	1.29	2.34	6.49	8.02	23.38	69.77
Mom Weekly	100973	0.56	0.77	1.17	1.74	2.38	3.39	6.95	10.86	23.28	50.52
Mom Monthly	92661	0.66	0.86	1.16	1.65	2.12	3.09	6.32	9.92	21.63	46.26

Momentum: Weekly vs Monthly Comparison

Horizon	Weekly W.Avg	Monthly W.Avg	Weekly N	Monthly N
5D	0.56	0.66	100867	92526
7D	0.77	0.86	100779	92421
10D	1.17	1.16	100559	92292
15D	1.74	1.65	100489	92177
20D	2.38	2.12	100402	92070
30D	3.39	3.09	100144	91770
60D	6.95	6.32	98791	90107
90D	10.86	9.92	98405	89401
180D	23.28	21.63	96690	87621
360D	50.52	46.26	91802	82626

Static snapshot · Generated 30 Jun 2026, 08:03 · Source: Nifty 500 PostgreSQL ML Pipeline · ← Back