Decision summary
Rapid 100%+ run-up signals had positive 12-month median return but elevated first-year drawdown risk. Use as entry sizing, not a standalone sell signal.
- Future return potential: signal median 43.2% versus all-stock baseline 12.2% and EW broad index 16.0%.
- Correction/drawdown risk: signal loss >20% probability 14.8% versus all-stock baseline 14.5% and EW broad index 5.0%.
- Entry timing risk: measured by 10th percentile return -39.5% and median max drawdown -25.4%.
- Use: classify entry condition, thesis condition, and current position before acting. Do not use price history alone as a Buy/Sell label.
Baseline comparison and distribution
| Group | Median return | 25th pct | 75th pct | 10th pct downside | Finished positive | Loss >20% | Loss >30% | Loss >50% | Median max drawdown | Sample size |
|---|---|---|---|---|---|---|---|---|---|---|
| Rapid rise signal | 43.2% | 2.5% | 108.8% | -39.5% | 77.1% | 14.8% | 11.9% | 7.3% | -25.4% | 708 |
| All eligible stocks | 12.2% | -7.6% | 33.1% | -27.5% | 66.4% | 14.5% | 8.7% | 2.8% | -12.1% | 64,257 |
| EW broad index | 16.0% | 5.1% | 24.2% | -9.4% | 81.9% | 5.0% | 2.9% | 0.0% | -6.2% | 64,257 |
| Signal excess vs all stocks | 30.9% | 0.4% | 3.1% | 4.6% | -13.3% | |||||
| Signal excess vs EW index | 27.2% | 9.8% | 9.0% | 7.3% | -19.1% |
Current ticker mapping
| Ticker | Current signal | Historical median return | Correction/loss risk | Entry condition | Suggested action |
|---|---|---|---|---|---|
| ACS | 3m rapid rise 134% | 43.2% | 14.8% | Elevated risk | Use staged entry or position-size control |
| AMD | 3m rapid rise 156% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| DD | 1m rapid rise 188% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| DELL | 3m rapid rise 128% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| FLEX | 3m rapid rise 127% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| HET | 3m rapid rise 101% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| HUM | 3m rapid rise 121% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| INTC | 3m rapid rise 191% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| MRVL | 3m rapid rise 173% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| MU | 3m rapid rise 219% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| OGN | 3m rapid rise 123% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| OMX | 3m rapid rise 119% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| QEP | 3m rapid rise 160% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| STX | 3m rapid rise 138% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| WDC | 3m rapid rise 115% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
| XRX | 3m rapid rise 134% | 43.2% | 14.8% | Favorable | Use staged entry or position-size control |
Action framework
| Situation | Suggested action |
|---|---|
| No position | If entry condition is Favorable or Acceptable with staged entry and thesis condition is Intact, open a partial position. If entry condition is Elevated or Extreme risk, wait for consolidation or use smaller initial size. |
| Partial position | Hold existing exposure and reserve cash for better entry unless thesis condition becomes Deteriorating. |
| Full position | Do not add based only on the historical signal. Add only if entry condition improves and portfolio concentration allows it. |
| Overweight position | Use the signal for sizing discipline. Consider rebalancing if entry risk is Elevated or Extreme. |
| Thesis deteriorating | Reduce or avoid regardless of the historical price pattern. |
What this signal does not mean
A high correction probability does not mean negative 12-month expected return. In this study it mainly identifies entry timing and position-size risk.
What changed since the previous report
Added all-stock and EW broad-index baselines, excess return/risk, distribution percentiles, current ticker mapping, and position-state actions.
Dataset disclosure
Universe: 953 stocks in the local database, adjusted daily prices from 2001-01-02 to 2026-06-26. Historical constituents are not reconstructed. Survivorship-bias risk exists. No liquidity/minimum-price filter beyond positive adjusted price. Signal cooldown: 63 trading days. Baseline: all eligible stock observations and EW broad index because SPY is unavailable.
Methodology note
The site is a historical base-rate and risk-management system. Historical results are not guaranteed predictions.