Do stocks near a 52-week low bounce back, or keep falling?
Across 214 of 220 tickers between 2015-01-01 and 2024-12-31, average return was 21.25%, average max drawdown -27.21%.
A clear edge: +21.25% mean return across 214 tickers, with -27.21% average drawdown — meaningful return for the risk taken.
What we tested
Buy when the close is within 5 percent of the lowest close of the trailing 252 trading days, and the 14 period RSI closes above 30 after being below 30 within the last 10 bars. On entry, place a stop 1.5 ATR(14) below entry and a target 2R above entry. Exit at the next open if RSI closes back above 70, or after 40 trading days. Risk 1 percent of equity per trade. Long only, one open position per ticker, no pyramiding.
- Window
- 2015-01-01 → 2024-12-31
- Universe
- 220 tickers
- Ranking metric
- return_pct
Overall results
Aggregated across 214 runsEqual-weighted mean of total return across symbols that completed. · 1 codegen refinement on pilot
Unweighted mean across successful runs.
214 completed · 6 failed
Mean of worst peak-to-trough per symbol.
Aggregate gross profit ÷ gross loss.
Summed over successful symbols.
Return distribution
How the 214 tickers split up across return_pct buckets. Reads left to right from worst to best.
- ≤ -10%29 (13.6%)
- -10% to -5%7 (3.3%)
- -5% to -1%8 (3.7%)
- −1% to +1%7 (3.3%)
- +1% to +5%13 (6.1%)
- +5% to +10%15 (7.0%)
- > +10%135 (63.1%)
By sector
Top and flop names per GICS sector, ranked by return_pct.
Communication Services
18 / 20 completed- T70.06%
- VZ32.97%
- TMUS29.29%
- META29.04%
- GOOGL22.31%
- NFLX-47.66%
- PINS-33.97%
- LYV-33.93%
- CHTR0.27%
- WBD1.30%
Consumer Discretionary
20 / 20 completed- HD105.97%
- SBUX84.93%
- LOW61.41%
- CMG47.61%
- NKE45.74%
- GM-17.06%
- AZO-16.60%
- ORLY-14.17%
- LULU-1.10%
- F1.68%
Consumer Staples
20 / 20 completed- CL67.92%
- KHC54.45%
- ADM51.90%
- CLX48.37%
- KMB32.40%
- EL-31.00%
- HSY-24.34%
- MO-11.45%
- KR-6.98%
- GIS-3.25%
Energy
17 / 20 completed- APA102.32%
- OKE47.91%
- OXY38.12%
- SLB33.68%
- MPC18.32%
- FANG-57.47%
- CVX-37.91%
- WMB-31.37%
- BKR-23.87%
- HAL-15.78%
Financials
19 / 20 completed- BLK122.09%
- COF73.30%
- WFC53.12%
- SCHW51.10%
- SPGI47.19%
- AXP-16.48%
- USB-15.81%
- C0.29%
- BAC4.88%
- MCO7.77%
Health Care
20 / 20 completed- ABT74.15%
- DHR60.04%
- MDT48.78%
- ISRG47.99%
- SYK35.80%
- BMY-6.37%
- CVS2.44%
- VRTX5.98%
- AMGN9.73%
- MRK10.55%
Industrials
20 / 20 completed- CAT174.94%
- PH130.03%
- NSC74.00%
- CSX54.26%
- UNP50.21%
- BA-75.09%
- FDX-27.37%
- GD-4.29%
- GE3.71%
- ETN4.61%
Information Technology
20 / 20 completed- ACN105.92%
- INTC76.52%
- ORCL67.99%
- AMD48.37%
- QCOM45.63%
- NVDA-26.73%
- ADBE-12.94%
- MSFT-10.49%
- CRM-10.20%
- NOW5.44%
Materials
20 / 20 completed- SHW124.77%
- EMN76.89%
- APD46.69%
- LIN44.97%
- LYB41.95%
- DD-42.92%
- CF-14.12%
- MLM-10.53%
- FCX-6.02%
- CTVA0.12%
Real Estate
20 / 20 completed- PLD146.77%
- CBRE69.38%
- AMT50.82%
- O48.71%
- UDR38.74%
- SPG-51.66%
- VTR-23.13%
- AVB-22.20%
- ESS-9.37%
- EXR-1.07%
Utilities
20 / 20 completed- NEE54.77%
- PPL48.91%
- SRE43.52%
- AEE38.72%
- XEL38.04%
- D-6.46%
- PCG-6.38%
- EXC-1.75%
- PEG-1.62%
- ATO-0.52%
Disclaimer
Past performance does not predict future results. This is a backtest over a fixed historical window and it does not model execution costs, borrowing, taxes, or survivorship of the universe. Nothing here is investment advice.
Generated Jul 30, 2026 · slug week52-low-reversion