Near-Highs Breakout
free during launchStrength begets strength: the names closest to their 52-week highs, momentum-confirmed.
Ranks the universe on how close each name trades to its own 52-week high and holds the closest, momentum-confirmed. A stock at its high has no trapped sellers waiting to exit at break-even, a well-documented continuation effect. This is a ranking, not a threshold, so in a broad drawdown the holdings are the names nearest their highs rather than names actually at them; each shows its own distance. Its weakness is a sudden regime turn, when recent leaders fall hardest.
Live record, paper-traded nightly since 2026-07-26
SNDK · MRNA · LITE · DELL · MU · INSW · AMD · VLO
The record accrues live from 2026-07-26 and is never backfilled.
Standing backtest · 2006-10-30 → 2026-09-16
| Year | Strategy | Benchmark |
|---|---|---|
| 2006 | +5.6% | +3.3% |
| 2007 | -56.2% | +5.1% |
| 2008 | -50.7% | -36.8% |
| 2009 | -1.5% | +26.4% |
| 2010 | +25.0% | +15.1% |
| 2011 | -33.9% | +1.9% |
| 2012 | +20.2% | +16.0% |
| 2013 | +172.3% | +32.3% |
| 2014 | +37.2% | +13.5% |
| 2015 | +2.6% | +1.2% |
| 2016 | -3.7% | +12.0% |
| 2017 | +6.9% |
Track records shown are paper-traded model performance, not client returns, and never a promise of future results. Nothing here is personalized investment advice.