ATH Momentum
Median 1M return: +4.8%, 68% win rate.
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Consecutive up-day streaks within X% of all-time-high - momentum continuation signals.
- 44 signals since 2000-01-01.
- Median 1M return: +4.8%, 68% win rate.
- SPY: 0 up days (need 3), 1.2% from ATH.
Total Signals
44
since 2000-01-01
Current Streak
0D
need 3 days
ATH Proximity
1.2% below
Avg 120D Return
+3.5%
68% win rate
When to run this study
Best run after 3+ consecutive strong up days near all-time highs. Most useful for gauging whether momentum is likely to continue or if a short-term pullback is more probable after a parabolic move near ATH.
Historical results
Historical ATH Momentum Events (44 total)
| Date | Close | % from ATH | 3D Streak Avg% | Regime | 5D Ret | 10D Ret | 15D Ret | 40D Ret | 120D Ret |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-06 | 779.09 | 0 | 0.65 | Above 200D MA | -0.14 | -1.29 | -1.21 | ||
| 2026-08-03 | 755.79 | 0 | 1.27 | Above 200D MA | 2.03 | 1.98 | 0.77 | 1.11 | |
| 2026-06-15 | 751.03 | 0.62 | 1.33 | Above 200D MA | -2.56 | -0.81 | -0.99 | 2.60 | |
| 2026-04-15 | 696.41 | 0 | 0.99 | Above 200D MA | 1.61 | 1.66 | 4.84 | 5.40 | 11.87 |
| 2025-12-22 | 679.52 | 0.34 | 0.76 | Above 200D MA | 0.32 | 0.69 | 0.81 | 0.67 | 9.86 |
| 2025-11-25 | 667.82 | 1.80 | 1.14 | Above 200D MA | 1.31 | 1.86 | -0.54 | 2.93 | 10.44 |
| 2025-10-27 | 677.93 | 0 | 0.86 | Above 200D MA | -0.28 | -0.55 | -2.86 | 0.69 | 3.33 |
| 2025-01-22 | 594.76 | 0 | 0.83 | Above 200D MA | -0.76 | -0.37 | -0.51 | -6.75 | 3.55 |
| 2024-12-24 | 589.71 | 0.74 | 0.97 | Above 200D MA | -2.77 | -3.46 | -0.62 | -1.17 | -0.58 |
| 2024-11-07 | 582.17 | 0 | 1.49 | Above 200D MA | -0.38 | -0.33 | 1.17 | -0.84 | -4.79 |
| 2024-09-13 | 547.65 | 0.50 | 0.80 | Above 200D MA | 1.42 | 2 | 2.26 | 6.76 | 0.39 |
| 2024-05-06 | 501.76 | 1.26 | 1.07 | Above 200D MA | 0.84 | 2.61 | 2.56 | 7.10 | 12.80 |
| 2024-03-20 | 505.55 | 0 | 0.69 | Above 200D MA | 0.52 | -1.42 | -0.48 | 1.58 | 6.86 |
| 2023-08-29 | 431.65 | 3.73 | 0.93 | Above 200D MA | -0.65 | -0.59 | -2 | -6.71 | 11.54 |
| 2023-07-13 | 432.03 | 3.64 | 0.75 | Above 200D MA | 0.58 | 0.65 | -0.16 | -0.90 | 5.07 |
Showing 15 of 44 rows — see the live version for all.