Screens / Breakout
Breakout stock screeners, backtested
Breakout screens flag stocks clearing a range, band or prior high, ideally after a period of contraction. We tested 5 breakout screens on 518 S&P 500 and Nasdaq-100 stocks from 2021-10-13 to 2026-10-12: 128,947 signals in total. Ranked by 5-day hit rate; compare against SPY's average move on the same days.
Breakout screens ranked
| # | Screen | Hit rate | Avg 5d | SPY 5d | Max DD | Signals |
|---|---|---|---|---|---|---|
| 1 | Inside Day in Uptrend Breakout | 52.8% | +0.25% | +0.21% | -28.1% | 41,269 |
| 2 | 52-Week High Breakout Breakout | 52.3% | +0.47% | +0.17% | -39.4% | 3,958 |
| 3 | NR7 Breakout Breakout | 52.3% | +0.10% | +0.14% | -25.0% | 32,672 |
| 4 | 20-Day Donchian Breakout Breakout | 51.8% | +0.16% | +0.17% | -22.0% | 48,592 |
| 5 | Bollinger Squeeze Breakout Breakout | 51.5% | +0.16% | +0.23% | -46.4% | 2,456 |
Other categories
Simulated daily-bar backtest; no fees or slippage; survivorship-biased universe. See methodology. Not financial advice.