$ACN +15.78% on 5.2× volume

After days like this

Matching days: +10.5% to +23.7% 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).

No statistically significant difference from a typical day.

Every setup that fired today

What made the day unusual:

• 5.6-sigma move vs its 20-day volatility; #1 biggest up day for ACN in the past year
• Gap +17.8%, open to close -1.7%
• Closed 8% of the way up the day's range
• SPY +0.2%; +15.7% of the move was ACN-specific (beta-adjusted)
• RSI(14) 70
• -24.9% from its 52-week high, +72.7% 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 20 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.

Backtest (buy next open, hold 20 days, net of slippage): +5.08%/trade vs +1.70% buying any day (196 trades since 2016); out-of-sample 2023-2026: +6.15%.

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 2026-10-01 move.
# Run:  algodeploy backtest setup_rule.yaml
# Change `symbol` to test the same setup on any ticker.
name: "Setup: +10.5% to +23.7% day, on ≥1.3x avg volume, above the 50-day, hold 20d"
symbol: "ACN"
start: "2016-10-03"
end: "2026-10-02"
equity: 100000
data:
  provider: "yfinance"
entry:
  conditions:
    - "pct_change(1) >= 0.105"
    - "pct_change(1) <= 0.237"
    - "volume_ratio(20) >= 1.3"
    - "close >= sma(50)"
  position_size: "95%"
exit:
  max_hold_days: 20
fill_on: "next_open"
slippage_bps: 5
commission_per_share: 0.005