When a stock prints a new 52-week low, what happens next?
Shows the average forward return over N days, the red rate of those windows, the slowest time to reach a 52-week high, and the average gap between consecutive 52-week lows.
Toggle Low on Close vs Low on Touch. Filter by base length (min days since the previous 52-week low \u2014 a longer base typically means a steeper breakdown) and the VIX regime on the breakdown day.
Only counts 52-week low breakdowns that came after a base of at least this many trading days without a new 52-week low.
The logic: the longer a stock holds above its recent lows before breaking down, the steeper the breakdown typically is. Set to 0 to include every 52-week low day (including consecutive new-low days inside an ongoing downtrend).
Filters historical 52-week low breakdowns by the VIX open on the low day (the 9:30am regime on the breakdown session).
Defaults to No Filter since 52-week lows mostly cluster in high-VIX regimes. Narrow to < 20, 20-30, or > 30 with any pill.