Strategies · Core
Trend-Following Effect in Stocks
Long stocks making new highs (or above a breakout) with a trailing stop — CTA logic on single names.
Definition
Entry: close at or near an N-day or all-time high. Exit: ATR or channel stop. Equal-weight the open set. Liquidity filters are mandatory. Turnover and stops are the live P&L.
Why it matters
It asks whether trend works outside futures. Costs and gaps are harsher in stocks.
Case
A breakout book in 1999 and 2020 that needed the stop in 2000 and 2022. Without the stop it is buy-high-and-pray.
How to read it
Entry, stop, and cost per round-turn. Survivorship-free data or it is fiction.
No query has been run yet. Which is tragically normal for most knowledge systems, but we are trying to evolve past decorative databases.