Trend new_20d_high

20-Day New High

Triggers when price makes a new N-day high with a green candle (close >= open). Bullish only — use '20-Day New Low' for bearish.

Signal family

Trend — Signals that fire when price is continuing or reversing an established directional move. Momentum-following by nature.

Parameters

Name Description Default Range
period Lookback period (days) 20 5–252

Historical context

664,944 valid triggers on 3,599 distinct tickers between 2015-02-26 and 2026-04-22. Universe: us_only · mcap ≥ $100,000,000 · price ≥ $1 (3,599 tickers). Entry at open T+1. 1d = intraday T+1; 20d = open T+1 to close T+20.

Benchmarks: spxew (S&P 500 Equal Weight — the primary benchmark here; a median-stock view that avoids the 2020+ megacap-concentration distortion), spx (S&P 500, cap-weighted), and msci (MSCI World USD). Per-stock regime: trending = ADX(14) ≥ 25, high vol = 20d ann. vol ≥ 20%.

At a glance (20d alpha vs S&P 500 Equal Weight, US-only)

Bullish
-0.14%
vs random-date null: worse than random (pperm=1.000)

20-Day New High is a single-direction signal — only the bullish side is meaningful. (The trigger condition only describes one side of the move.)

Reading this: the random-date null is: for each ticker, sample N random dates and compute the same alpha — what alpha does a signal with no information produce? If the signal's observed alpha beats the null (pperm≤0.05), it's adding real information. If it's inside or worse than the null, the signal doesn't add value over random firing — any observed alpha is either noise or a universe artifact.

How often does NEW_20D_HIGH fire in each regime?

The signal's bucket distribution is itself informative. If 50%+ of all NEW_20D_HIGH triggers fire in the "non-trending + high vol" quadrant, the signal is structurally a chop-market event — regardless of what its textbook definition claims. Bullish and bearish are shown separately; counts are across the full US-only sample after the mcap and price floor.

20-Day New High (new_20d_high) — trigger count distribution by per-stock regime quadrant (trending/non-trending × high/low realized volatility) for , US-only universe

Per-stock regime quadrant — 20d alpha

Each trigger is tagged with the host stock's own technical regime on the trigger date: is the stock itself in a trend (ADX(14) ≥ 25) or ranging? And is its realized 20-day volatility high (≥ 20% annualized) or low? This is the textbook conditioning variable — "does this signal work better in trending stocks?" — answered at the level of the individual stock, not the market. Positive bars are good for the signal; negative bars mean alpha vanishes into the benchmark or worse.

20-Day New High (new_20d_high) — mean 20-day alpha versus S&P 500 Equal Weight by per-stock regime quadrant,  side by side
Trending + Low vol
Stock in a clean directional move with low realized volatility. Textbook "trend-following paradise" — smooth grind with little whipsaw risk.
Trending + High vol
Violent directional moves — parabolic rallies, crisis selloffs. Trend exists but the path is noisy. Signal timing may be imprecise.
Non-trending + Low vol
Quiet chop, summer doldrums, consolidations. No directional bias but also no big swings — small edges become reliable if they exist at all.
Non-trending + High vol
Choppy and violent — the classical "whipsaw zone" for momentum signals. Crossovers and breakouts fire repeatedly without follow-through.

Sub-period check — does the signal work in every era?

A multi-year average can hide major instability. We split the sample into three non-overlapping windows: 2015–2019 (pre-COVID, normalized monetary policy), 2020–2022 (pandemic crash + recovery + rate-shock bear), and 2023+ (post-ZIRP, AI megacap rally). If a signal's alpha is positive overall but comes entirely from one era, that's a red flag — the conditions that produced it may not repeat. A robust signal shows a consistent sign across all non-empty buckets.

20-Day New High (new_20d_high) — 20-day alpha split by historical sub-period (2015-2019, 2020-2022, 2023+) to check consistency across market regimes

↑ Bullish triggers

Bench Metric 1d 5d 20d 60d 252d
spx Stock % -0.03% +0.03% +0.48% +1.91% +10.57%
Bench % +0.01% +0.18% +0.90% +2.72% +13.05%
Alpha % -0.04% -0.13% -0.37% -0.79% -2.48%
Median alpha -0.04% -0.23% -0.81% -1.95% -8.12%
Hit rate (α>0) 48.6% 47.1% 45.3% 44.0% 39.4%
p (naive) <0.001 <0.001 <0.001 <0.001 <0.001
p (HAC) <0.001 <0.001 <0.001 <0.001 <0.001
N 664,631 660,497 654,572 644,161 575,786
msci Stock % -0.03% +0.03% +0.48% +1.91% +10.57%
Bench % +0.05% +0.18% +0.78% +2.25% +10.44%
Alpha % -0.08% -0.14% -0.24% -0.29% +0.11%
Median alpha -0.08% -0.23% -0.69% -1.43% -5.50%
Hit rate (α>0) 47.5% 47.1% 46.0% 45.5% 42.8%
p (naive) <0.001 <0.001 <0.001 <0.001 0.0636
p (HAC) <0.001 <0.001 <0.001 <0.001 0.7342
N 660,713 656,669 651,417 640,487 572,624
spxew Stock % -0.03% +0.03% +0.48% +1.91% +10.57%
Bench % +0.03% +0.14% +0.68% +1.91% +9.22%
Alpha % -0.06% -0.11% -0.14% +0.04% +1.50%
Median alpha -0.04% -0.17% -0.55% -1.11% -4.21%
Hit rate (α>0) 48.6% 47.7% 46.7% 46.4% 44.1%
p (naive) <0.001 <0.001 <0.001 0.1453 <0.001
p (HAC) <0.001 <0.001 <0.001 0.6363 <0.001
N 661,136 654,029 648,239 638,413 569,996
Distribution of all 20d alpha outcomes for this direction. Median and winsorized mean shown.
20-Day New High (new_20d_high) — bullish 20-day alpha histogram showing distribution of per-trigger returns
Observed 20d alpha (vertical line) against the null distribution of random-date firing. If the line is deep inside the null cloud, the signal adds no information. If it sits in a tail, the signal is doing real work in that direction.
20-Day New High (new_20d_high) — bullish 20-day observed alpha versus random-date permutation null (200 iterations)
Permutation null detail — all horizons × both benchmarks
200-iteration null: for each ticker, sample N random dates from its history (matching observed trigger count) and compute the same alpha. The null distribution's 95% CI is where a signal with no information would land. pperm = one-sided fraction of null iters with mean ≥ observed.
Horizon Bench Observed α Null mean Null 95% CI pperm
1d spx -0.04% +0.01% [-0.01%, +0.12%] 1.000
1d msci -0.08% -0.02% [-0.03%, +0.10%] 1.000
1d spxew -0.06% -0.02% [-0.03%, +0.10%] 1.000
5d spx -0.13% +0.83% [+0.43%, +1.30%] 1.000
5d msci -0.14% +0.84% [+0.44%, +1.31%] 1.000
5d spxew -0.11% +0.86% [+0.46%, +1.34%] 1.000
20d spx -0.37% +1.02% [+0.60%, +1.48%] 1.000
20d msci -0.24% +1.14% [+0.72%, +1.61%] 1.000
20d spxew -0.14% +1.22% [+0.80%, +1.68%] 1.000
60d spx -0.79% +1.61% [+1.20%, +2.11%] 1.000
60d msci -0.29% +2.06% [+1.64%, +2.55%] 1.000
60d spxew +0.04% +2.28% [+1.86%, +2.78%] 1.000
252d spx -2.48% +2.37% [+2.09%, +2.71%] 1.000
252d msci +0.11% +4.68% [+4.39%, +5.03%] 1.000
252d spxew +1.50% +6.01% [+5.72%, +6.35%] 1.000

Example triggers on US large-caps (2023+, mcap ≥ $30B)

Six recent bullish NEW_20D_HIGH triggers on US mega-caps, filtered to |alpha| ≤ 25% to exclude catalyst-driven outliers (earnings surprises, M&A, binary events). The first three are the strongest outcomes — what the signal looks like when it works. The last three are the weakest — what the signal looks like when it fails. Each chart shows the stock's price with signal-appropriate technical overlays (e.g. MACD subpanel on MACD pages, Bollinger Bands on Bollinger pages, the 52-week trailing max line on 52w-high pages), a dot marking the trigger date, and the forward window shaded (green when the signal was right, red when it wasn't). Click any chart to open full-size.

Strongest outcomes (what NEW_20D_HIGH looks like when it works)
Weakest outcomes (what NEW_20D_HIGH looks like when it fails)
Stock-regime quadrants (2×2 per-stock, 20d alpha detail table)
Each quadrant groups triggers by the stock's own ADX(14) and RV(20) at the trigger date — the textbook conditioning variable (not market-level). Stock %, bench %, alpha %, and HAC p-value shown for each benchmark.
Quadrant N Stock % (spx) Bench % (spx) Alpha % (spx) p (HAC) Stock % (msci) Bench % (msci) Alpha % (msci) p (HAC) Stock % (spxew) Bench % (spxew) Alpha % (spxew) p (HAC)
Trending + Low vol Clean directional grind, low whipsaw 103,529 +0.38% +0.64% -0.18% 0.0004 +0.38% +0.49% -0.02% 0.6893 +0.38% +0.35% +0.12% 0.0145
Trending + High vol Crisis selloff or parabolic rally 204,870 +0.37% +1.02% -0.60% <0.001 +0.37% +0.91% -0.48% <0.001 +0.37% +0.80% -0.35% <0.001
Non-trending + Low vol Quiet chop, summer doldrums 89,101 +0.39% +0.66% -0.25% <0.001 +0.39% +0.48% -0.07% 0.0679 +0.39% +0.37% +0.06% 0.1534
Non-trending + High vol Classical "whipsaw zone" for momentum 266,534 +0.68% +0.99% -0.27% <0.001 +0.68% +0.89% -0.17% <0.001 +0.68% +0.83% -0.10% 0.0097
Sub-period breakdown table (20d alpha)
Historical clustering check. If alpha concentrates in one era, the signal's robustness is questionable.
Period N Alpha % (spx) p (HAC) Alpha % (msci) p (HAC) Alpha % (spxew) p (HAC)
2015-2019 2015-01-01 → 2020-01-01 218,711 -0.52% <0.001 -0.33% <0.001 -0.22% <0.001
2020-2022 2020-01-01 → 2023-01-01 196,025 -0.18% 0.0011 -0.09% 0.1195 -0.32% <0.001
2023-2026 2023-01-01 → 2099-01-01 250,208 -0.38% <0.001 -0.28% <0.001 +0.08% 0.1034

Methodology and caveats

How to read. Entry at open of T+1 (one trading day after the signal fires on close of T). 20d = open T+1 to close T+20. Alpha = stock return − benchmark return over the same window (Convention A, single-sided, textbook). For bullish triggers, POSITIVE alpha = signal was right. For bearish triggers, NEGATIVE alpha = signal was right (stock underperformed market). No sign-flipping; the direction of the bet determines what "good" looks like. Per-stock regime is each stock's own ADX(14) and RV(20) at the trigger date — not market-wide state.

Three p-values, three robustness tests. (a) p_naive: scipy one-sample t-test on winsorized alphas. Optimistic because overlapping 20d windows on the same ticker inflate effective N. (b) p_hac: Newey-West HAC with lag = horizon — corrects for the overlap and is the academic-finance standard. (c) p_perm: fraction of 200 random-date null iterations with mean ≥ observed. Tests whether the signal beats random date selection at all. A signal that clears all three (pnaive, phac, pperm all < 0.05) has real information; a signal that fails pperm has zero edge even if the t-test says "significant."

Caveats. (i) Universe reflects today's active tickers; delisted losers pruned → survivorship bias. (ii) Mcap ≥ $100M filter uses today's snapshot, not point-in-time — mild lookahead on which stocks enter the sample, not on returns. (iii) Means and p-values use winsorized alphas (1/99 percentile) to prevent data errors from dominating. Medians and hit rates use raw data. (iv) Zero transaction costs assumed. Realistic bid-ask + commissions remove 20–40bps from 20d alpha on US large-caps, more on small-cap. Sub-20bps alpha is noise in practice. (v) Past performance does not predict future results.

How to use this

1 · When to reach for this signal

Caution recommended. Bullish 20d alpha is -0.37% and worse than random — triggering on random dates would have produced better long-side returns. Either direction fails the "beats random" test. Don't use 20-Day New High as a standalone entry trigger. It may still be useful as part of a composite (section 4).

2 · When it works — the setups that drive it

  • Best bullish setup: Trending + Low vol — alpha -0.18% / 20d on 103,529 historical triggers.
  • Best era for bullish: 2020-2022 — alpha -0.18% / 20d.

3 · When it fails — common false positives

  • Weakest bullish cell: Trending + High vol — alpha -0.60% / 20d on 204,870 triggers.
  • Worst era for bullish: 2015-2019 — alpha -0.52% / 20d.

Signal-specific failure patterns

Fresh 20d high is a momentum-continuation bet that systematically fails
The largest sample in the suite (664,944 bullish triggers). Average α=−0.37 at 20d vs SPX (p(HAC)<1e-39, p_perm=1.000), widening to −0.79 at 60d. The textbook breakout-continuation thesis is wrong on US large-caps 2015-2026 — by the time price makes a fresh 20d high, the move is already partly exhausted.
evidence: bullish 20d α=−0.37 p_perm=1.000; 60d α=−0.79 p_perm=1.000
Consistent failure across all sub-periods
Unlike oscillators that had a positive 2015-2019 and broke post-COVID, the 20d new high is consistently negative: 2015-2019 α=−0.52, 2020-2022 α=−0.18, 2023-2026 α=−0.38. The signal has never worked on US large-caps in this window. No era-specific rescue is possible.
evidence: bullish 20d vs SPX by period: −0.52, −0.18, −0.38 — all negative
Sheer volume of triggers dilutes any signal content
665k triggers in a 10-year window on ~3,600 US tickers means each ticker fires ~180 times — roughly once every 2 weeks on average. A signal that fires 26 times per year per stock is not identifying 'exceptional' technical events. It's just flagging that price rose above its 20-day trailing high, which is a very common occurrence in any modestly trending stock.

4 · Pairing inside a screen

The statements below describe how this signal relates to others by construction — which indicator family it belongs to, and where same-family redundancy might reduce the independence of evidence inside a Daily Report. These are taxonomic classifications drawn from standard technical-analysis texts; they are not pairing backtests. A multi-signal convergence backtest is planned but not yet run.

Breakout-family redundancy

New 20-day high, new 52-week high, and fresh 52-week high are breakout signals at different lookbacks — all fire when price exceeds the maximum of the prior N bars (Edwards & Magee, Technical Analysis of Stock Trends, 11th ed. 2018; Kirkpatrick & Dahlquist, Technical Analysis, 3rd ed. 2015; Bulkowski, Encyclopedia of Chart Patterns, 3rd ed. 2021). Stacking two or more in the same direction within a single Daily Report produces correlated rather than independent evidence.

What would likely rescue this signal

This block calls out the data or conditions that could turn a technically weak signal into a usable one in a composite screen. Based on signal mechanics and the observed failure patterns above; individual combinations are not yet backtested.

  • Volume-filter to cut the 10x trigger noiseFresh 20d highs are too common. Requiring volume > 1.5-2× the 20d average would reduce triggers by 60-80% and concentrate on real accumulation events. Untested individually but consistent with textbook breakout logic.
  • Combine with structural-breakout levelA 20d high that's ALSO a 52w high / multi-year resistance break is a structurally different event than a 20d high inside a sideways range. Compound filter should concentrate the alpha.

See also Why technical-only signals don't survive on their own for the broader argument.

5 · Before you act — a 5-point checklist

  1. Normal trading day? Rule out earnings (within ±3 days), ex-dividend, or known corporate-action dates — the signal is almost certainly reading noise, not momentum, in those windows.
  2. Where is price vs its own 50 / 200 DMA? A trend signal is only as credible as the underlying trend it claims to confirm. Check the 200DMA orientation before acting.
  3. What's the sector breadth doing? An isolated signal in a broadly down-trending sector is a lower-confidence setup than one firing with the rest of its peer group.
  4. Is ADV20 enough for your size? If the trigger is on a $500M name and you want to move $1M notional, you're the tape. Consider adv20d ≥ 5% of your intended position.
  5. What invalidates you? Define a price level (for longs: a close below the trigger-day low; for shorts: close above the trigger-day high) and honor it. The backtest alpha is an average; any one trade can be at either tail.

Execution notes

Useful primarily as a SCREEN FILTER — 'stocks making 20d new highs' is a reasonable universe shortcut, but the raw signal as an entry trigger is a loser. Entry open T+1. Skip as a primary trigger on US large-caps; if used, pair with volume + mcap filters to cut the triggerfire rate 10x.