StratLab

Lost money after costs, 69.3 points behind buy and hold.

52-week breakout with ATR stop · 12 large European companies

It returned −4.6% in total over the test, after costs; buying and holding over the same period returned +64.7%, 69.3 points more. It lost money after costs over the period. Its checks still ran and are shown below for reference: with no gain, a passed check doesn't point to an edge.

The rules: Enters when the price closes above the highest high of the previous 252 trading days (about 52 weeks); the stop is 3 times the 14-day ATR below the entry; leaves when the price closes below its 50-day average.

StratLab ran these rules through its own backtest on every stock in the group, after costs, and through four checks: unseen years, nearby settings, a bad-luck drawdown and enough trades. The page shows the return beside buy and hold and the result of each check. A verdict describes the past, not what comes next, and nothing here is investment advice.

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