No. of Recommendations: 2
In cgpt using intraday highs rather than closing historical highs was much better for p/(hi + lo in last year) calculationI have wondered about what sites show as 52 week highs and lows.
Barchart says AAPL 52wk High is 317.40 & 52wk Low is 201.50.
Finviz says the same.
Yahoo says: 52 Week Range is 201.50 - 317.40
I downloaded the Yahoo historical data for the last year, daily, weekly, monthly.
A daily quote shows:
Date AAPL Open Adj_Close High Low
7/10/2025 212.41 210.51 211.57 213.48 210.03
Since the high is above the close & open, and the low is below the close & open, these appear to be the true intra-day high and low.
In all three reported periods, daily, weekly, and monthly, for the last year the reported high is 317.40.
Likewise, all three periods show the low as 201.50.
Therefore it appears the 52 week high and low that sites give are indeed the intra-day values.
GTR1 gprc is not the actual prices, so we cannot do a direct compare. For the year ending on 11/28/2025 GTR1 shows the price/(1 yr hi + 1 yr lo) as 0.6176082. That's looking at what it gives for "Run Screener".
The same calculation using Yahoo historical data the ratio is 0.620231764.
The calculation using the Yahoo closing price hi & lo the ratio is 0.617922759.
Ruh-roh!
Looks like GTR1 uses close prices.
Does that mean the a real-world screen will do better than the GTR1 backtest?