$ACN +3.53% on 1.6× volume

After days like this

Matching days: +2.4% to +5.3% day, on ≥1.3x avg volume, above the 50-day · large caps. How often the stock closed higher afterwards, vs. a typical day (since 2016).

5 days later: closed higher less often than after a typical day.

Every setup that fired today

What made the day unusual:

• 1.3-sigma move vs its 20-day volatility; #21 biggest up day for ACN in the past year
• Gap +0.6%, open to close +3.0%
• Closed 86% of the way up the day's range
• SPY -0.2%; +3.6% of the move was ACN-specific (beta-adjusted)
• RSI(14) 52
• -35.1% from its 52-week high, +49.1% from its 52-week low

Each setup below matched today's bar. Each was tested on 58 large caps over 10 years: buy the next open, hold 1, 5 or 20 days, net of slippage, vs. doing the same on any day. Shown: each setup's strongest holding period. Because many setups are tested every day, an edge only counts with |t| ≥ 3, 30+ events, and the same direction before and after the out-of-sample split.

The rule, backtested

Buy at the next open after a matching day, hold 5 days, sell at the open. Run on 58 large caps with slippage, compared with buying any day the same way. The out-of-sample period is the most recent 30% of the data.

No statistically significant edge vs. buying any day, or the effect did not hold up out of sample. That is a result too: this setup alone is not a reason to trade.

Run this setup yourself

This is the complete AlgoDeploy config behind the backtest above. Change symbol to test the same setup on any ticker, or adjust the thresholds and holding period.

# AlgoDeploy setup rule for ACN, from its 2026-09-30 move.
# Run:  algodeploy backtest setup_rule.yaml
# Change `symbol` to test the same setup on any ticker.
name: "Setup: +2.4% to +5.3% day, on ≥1.3x avg volume, above the 50-day, hold 5d"
symbol: "ACN"
start: "2016-10-03"
end: "2026-10-01"
equity: 100000
data:
  provider: "yfinance"
entry:
  conditions:
    - "pct_change(1) >= 0.024"
    - "pct_change(1) <= 0.053"
    - "volume_ratio(20) >= 1.3"
    - "close >= sma(50)"
  position_size: "95%"
exit:
  max_hold_days: 5
fill_on: "next_open"
slippage_bps: 5
commission_per_share: 0.005