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Buy a close above the highest high of the past 252 sessions; sell when the close falls below the 50-day average.
Backtest of 52-Week High Breakout on Sensex from Dec 2005 to Nov 2026: CAGR 0.5%, max drawdown 29.5%, win rate 38.1% over 42 trades, vs buy-and-hold 10.9%.
As of · Hypothetical backtest by Jivani Markets on Sensex daily data; re-run weekly
| Measure | 52-Week High Breakout | Buy and hold Sensex |
|---|---|---|
| CAGR (annual return) | 0.5% | 10.9% |
| Total return | 10% | 764% |
| Max drawdown | −29.5% | −60.9% |
| ₹10 lakh became | ₹11 lakh | ₹86.4 lakh |
| Win rate | 38.1% | — |
| Trades (closed) | 42 | — |
| Winning / losing trades | 16 / 26 | — |
| Profit factor | 1.11 | — |
| Sharpe ratio | 0.10 | — |
| Volatility (annual) | 7.9% | — |
| Time in the market | 29% | 100% |
| Average holding | 36 sessions | — |
| Charges and slippage paid | ₹2,43,315 | — |
# 52-Week High Breakout on Sensex
universe("SENSEX", asset="index")
settings(
timeframe="1d",
entry_timing="next_open",
cost_model="retail",
slippage_model="tiered",
start="2006-01-01",
benchmark="SENSEX",
allow_short=False,
participation_ignore_zero_volume=True,
)
exit_when(close() < sma(50))
buy(close() > high().highest(252).shift(1), size=percent_of_equity(100))
| Year | Strategy | Buy and hold |
|---|---|---|
| 2026* | 0.0% | −4.8% |
| 2025 | −1.1% | +9.1% |
| 2024 | −5.9% | +8.2% |
| 2023 | +1.5% | +18.7% |
| 2022 | −3.0% | +4.4% |
| 2021 | +7.4% | +22.0% |
| 2020 | +6.8% | +15.8% |
| 2019 | −7.1% | +14.4% |
| 2018 | +2.8% | +5.9% |
| 2017 | +3.6% | +27.9% |
| 2016 | −2.4% | +1.9% |
| 2015 | −1.9% | −5.0% |
| 2014 | +11.8% | +29.9% |
| 2013 | −10.0% | +9.0% |
| 2012 | +0.1% | +25.7% |
| 2011 | 0.0% | −24.6% |
| 2010 | −5.2% | +17.4% |
| 2009 | −6.1% | +81.0% |
| 2008 | −5.6% | −52.5% |
| 2007 | +7.6% | +47.1% |
| 2006 | +22.0% | +46.8% |
| Bought | At | Sold | At | Return |
|---|---|---|---|---|
| 23 Oct 2025 | 85,281.88 | 30 Dec 2025 | 84,474.09 | −1.2% |
| 19 Jun 2024 | 77,659.53 | 7 Oct 2024 | 81,804.1 | +5.1% |
| 24 May 2024 | 75,448.46 | 5 Jun 2024 | 72,918.34 | −3.6% |
| 9 Apr 2024 | 75,236.97 | 18 Apr 2024 | 73,073.33 | −3.1% |
| 2 Mar 2024 | 73,958.96 | 20 Mar 2024 | 71,928.8 | −3.0% |
| 5 Dec 2023 | 69,272.28 | 13 Feb 2024 | 71,185.14 | +2.5% |
| 18 Sept 2023 | 67,767.08 | 25 Sept 2023 | 65,983.87 | −2.9% |
| 30 Jun 2023 | 64,164.54 | 21 Aug 2023 | 64,755.42 | +0.7% |
| 14 Nov 2022 | 61,858.51 | 23 Dec 2022 | 60,115.25 | −3.0% |
| 16 Jun 2021 | 52,861.38 | 22 Nov 2021 | 59,620.91 | +12.6% |
From 30 Dec 2005 to 9 Nov 2026, these 52-Week High Breakout rules on the Sensex index returned a CAGR of 0.5% after costs, less than the 10.9% a year from buying and holding the index, with a worst fall of 29.5% against 60.9% for buy-and-hold. It made 42 trades and was invested 29% of the time. This is a hypothetical test on past data, not a recommendation, and past performance is not indicative of future results.
38.1%: 16 of 42 closed trades made money after charges and slippage. On a ₹10 lakh account the average winning trade made ₹65,217 and the average losing trade lost ₹36,116; the profit factor (gross profit ÷ gross loss) was 1.11. A high win rate with small wins can still lose money, so read it with the CAGR and drawdown.
Buy: The close is above the highest high of the previous 252 sessions (a new 52-week high). Sell: The close falls below the 50-day SMA. One position at a time with all of the capital; out of the market (in cash, earning nothing) between trades. Daily candles, long only, orders filled at the next session's open.
Buying and holding the Sensex index over the same dates returned 10.9% a year with a worst fall of 60.9%; the strategy returned 0.5% a year with a worst fall of 29.5%. A strategy that is out of the market part of the time usually gives up some return in rising years in exchange for missing part of the falls; the year-by-year table on this page shows where each one gained or lost.
Retail delivery charges (STT, exchange and SEBI fees, stamp duty and GST) and size-based slippage on every buy and sell; signals are read on the daily close and filled at the next session's open; price return only, so dividends are left out of both the strategy and buy-and-hold. An index cannot be bought directly; a fund or ETF that tracks it adds its own expense ratio and tracking error, and pays dividends this price-index test leaves out.
Yes. The "Run it yourself" link opens these exact rules in the Jivani Markets backtest builder, where you can change the indicator settings, add a stop-loss, pick other stocks or indices and re-run it on the latest data.