{
  "schema_version": "1.0",
  "signal_id": "new-60-day-high",
  "slug": "new-60-day-high",
  "family": "price-structure",
  "registry_version": 1,
  "registered_on": "2026-09-05",
  "computed_at": "2026-09-05T09:40:52Z",
  "code_commit": "283c309",
  "data_as_of": "2026-08-06",
  "universe_as_of": "point-in-time",
  "sample_grade": "STRONG",
  "headline_horizon": 5,
  "title": "New 60 day high",
  "plain_english": "The stock closed at its highest level in sixty sessions, on volume at least equal to its own twenty-day average.",
  "definition": "close[t] = max(close over t-59..t)\nAND volume[t] >= 1.0 * avg(volume, 20)[t]",
  "headline_parameters": {
    "lookback": 60,
    "volume_ratio": 1.0
  },
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    "rho_raw_design": 0.0969,
    "deff_raw_design": 4.148,
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    "distinct_dates": 3573,
    "date_range": [
      "2011-10-03",
      "2026-08-05"
    ],
    "censoring_rate": 0.00851,
    "max_quarter_share": 0.0484,
    "max_stock_share": 0.0023,
    "max_sector_share": null,
    "control_rung_distribution": {
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      "1": 0.2246,
      "2": 0.0301,
      "3": 0.0002,
      "4": 0.0
    },
    "mean_controls_per_event": 19.25
  },
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        "p75": 0.011,
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      "interval_check": {
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      }
    },
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      "median_change": -0.00488,
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      "excess_median": -0.00404,
      "trimmed_mean_change": 0.00287,
      "spread": {
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        "p25": -0.0525,
        "p75": 0.0472,
        "p90": 0.1128
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      "mae": -0.0554,
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      "break_even_assumptions": {
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        "round_trip_cost": 0.002225,
        "impact": 0.0
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      "interval_includes_zero": false,
      "interval_check": {
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        "ratio_bootstrap_to_wilson_on_rate": 2.138
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      "n_eff_raw_design": 26013.9
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      "days": 20,
      "n_eff": 75148.7,
      "hit_rate": 0.4985,
      "control_hit_rate": 0.5058,
      "lift": -0.0073,
      "lift_ci95": [
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        0.0013
      ],
      "lift_ci_method": "cluster_bootstrap_date_block_B10000_BCa",
      "lift_p_value": 0.1104,
      "median_change": -0.00019,
      "control_median_change": 0.00378,
      "excess_median": -0.00397,
      "trimmed_mean_change": 0.01185,
      "spread": {
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        "p25": -0.0662,
        "p75": 0.0744,
        "p90": 0.166
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  ],
  "gates": [
    {
      "id": "n_eff",
      "label": "Effective sample size",
      "threshold": ">= 100",
      "observed": "68015",
      "passed": true
    },
    {
      "id": "distinct_dates",
      "label": "Distinct event dates",
      "threshold": ">= 60",
      "observed": "3573",
      "passed": true
    },
    {
      "id": "distinct_stocks",
      "label": "Distinct securities",
      "threshold": ">= 25",
      "observed": "2122",
      "passed": true
    },
    {
      "id": "calendar_span",
      "label": "Calendar span",
      "threshold": ">= 5 years",
      "observed": "14.8 years",
      "passed": true
    },
    {
      "id": "quarter_share",
      "label": "Largest share in one quarter",
      "threshold": "<= 20.0%",
      "observed": "4.8%",
      "passed": true
    },
    {
      "id": "stock_share",
      "label": "Largest share from one security",
      "threshold": "<= 5.0%",
      "observed": "0.2%",
      "passed": true
    },
    {
      "id": "censoring",
      "label": "Censoring rate",
      "threshold": "<= 2.0%",
      "observed": "0.9%",
      "passed": true
    },
    {
      "id": "control_match",
      "label": "Events on relaxation rung 3-4",
      "threshold": "<= 20.0%",
      "observed": "0.0%",
      "passed": true
    }
  ],
  "multiple_testing": {
    "variants_in_grid": 25,
    "tests_on_site": 1125,
    "bh_fdr_q": 0.1,
    "passes_fdr": true,
    "adjusted_p": 0.00018,
    "raw_p": 0.0001
  },
  "years": [
    {
      "year": 2011,
      "n_eff": 197.2,
      "lift": -0.0215
    },
    {
      "year": 2012,
      "n_eff": 2816.8,
      "lift": -0.0334
    },
    {
      "year": 2013,
      "n_eff": 2115.9,
      "lift": -0.0232
    },
    {
      "year": 2014,
      "n_eff": 4222.7,
      "lift": -0.0306
    },
    {
      "year": 2015,
      "n_eff": 3236.0,
      "lift": -0.0039
    },
    {
      "year": 2016,
      "n_eff": 3622.8,
      "lift": -0.0167
    },
    {
      "year": 2017,
      "n_eff": 5124.6,
      "lift": -0.0097
    },
    {
      "year": 2018,
      "n_eff": 2904.0,
      "lift": -0.0021
    },
    {
      "year": 2019,
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      "lift": -0.0327
    },
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      "year": 2020,
      "n_eff": 4639.1,
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      "year": 2021,
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      "year": 2022,
      "n_eff": 4862.5,
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    },
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      "year": 2023,
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      "lift": -0.043
    },
    {
      "year": 2024,
      "n_eff": 6320.7,
      "lift": -0.0129
    },
    {
      "year": 2025,
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      "lift": -0.0108
    },
    {
      "year": 2026,
      "n_eff": 3391.4,
      "lift": 0.0022
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  ],
  "regimes": [
    {
      "trend": "above",
      "vol_tercile": 1,
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      "lift": -0.0633
    },
    {
      "trend": "above",
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    },
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      "lift": -0.0346
    },
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      "trend": "below",
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    },
    {
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  ],
  "robustness": {
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    "split_half": {
      "first": -0.0225,
      "second": -0.0203
    },
    "years_positive": 15,
    "years_total": 16,
    "non_overlapping_lift": -0.0203,
    "sector_matched_lift": null,
    "cost_adjusted_lift": -0.0183,
    "censoring_worst_case_lift": -0.0247,
    "parameter_grid_median_lift": -0.0214,
    "knife_edge": false,
    "parameter_grid": {
      "axis_a": "lookback",
      "axis_b": "volume_ratio",
      "cells": [
        {
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        },
        {
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        {
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        {
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        },
        {
          "a": 60,
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        },
        {
          "a": 60,
          "b": 1.0,
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        },
        {
          "a": 60,
          "b": 1.2,
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        },
        {
          "a": 60,
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          "n_eff": 86343.0
        },
        {
          "a": 70,
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          "n_eff": 147548.0
        },
        {
          "a": 70,
          "b": 0.8,
          "lift": -0.018,
          "n_eff": 130908.0
        },
        {
          "a": 70,
          "b": 1.0,
          "lift": -0.0195,
          "n_eff": 112491.0
        },
        {
          "a": 70,
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        },
        {
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        },
        {
          "a": 80,
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          "lift": -0.0161,
          "n_eff": 140653.0
        },
        {
          "a": 80,
          "b": 0.8,
          "lift": -0.0171,
          "n_eff": 124814.0
        },
        {
          "a": 80,
          "b": 1.0,
          "lift": -0.0185,
          "n_eff": 107288.0
        },
        {
          "a": 80,
          "b": 1.2,
          "lift": -0.0208,
          "n_eff": 91355.0
        },
        {
          "a": 80,
          "b": 1.4,
          "lift": -0.0207,
          "n_eff": 77537.0
        }
      ]
    },
    "entry_delayed_lift": -0.0124,
    "placebo_lift": 0.0055
  },
  "control_seed": 42,
  "control_stats": {
    "events": 119790,
    "events_with_controls": 119790,
    "unmatched": 0,
    "mean_controls_per_event": 19.27
  },
  "cost_assumption_source": {
    "generated_at": "2026-09-05T04:19:20Z",
    "cash_equity_rate_version": "2026-09-05"
  },
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "method_url": "https://learnnifty.com/base-rates/methodology/",
  "disclaimer": "Historical frequencies only. Not investment advice, a recommendation or a price target. LearnNifty is not registered with SEBI as an Investment Adviser or Research Analyst."
}