Long-Range Breakout · Event Study

BRK-B: coiled at the top of a year-long base

Setup: a trailing-year range ≤ 20% wide held for 150+ sessions without a new 1-year high  ·  trigger = a close to a fresh 252-day high (breakout)  ·  2000-01-03→2026-07-31
Now: BRK-B at 96% of a 11.9% trailing-year range · 15 months without a new high
Close 511.54 · range 459.11–513.81 · breakout level ≈ 513.81 (-0.4% away) · 312 sessions since the last new 252d high
The finding. A breakout here is not a statistical edge. Pooled across 32 large caps (74 long-range breakouts), the pattern returns +1.2% at 21d and +3.8% at 126d — but that is +0.1 / -2.3 pts vs the stock's own baseline drift. The 73% win rate is large-cap up-drift, not breakout alpha. BRK-B's own 5 breakouts were a coin flip with real failure tails.

Forward returns — breakout vs near-top vs baseline

Median forward return (% positive) at 5 / 10 / 21 / 42 / 63 / 126 sessions. Pooled breakout and pooled near-top are the cross-sectional base rate across 32 large caps; BRK-B breakouts is the name's own history; dashed gold is the unconditional baseline. Watch how the breakout line hugs — and past 42d slips under — the baseline.
-2%+1%+5%+9%+13%5d10d21d42d63d126d
breakout · poolednear-top · pooledBRK-B ownbaseline
HorizonBreakout · pooledn=74Near-top · pooledn=76BRK-B breakoutsn=5Baselineany day
5 sessions+0.3% 55%+0.6% 67%+0.7% 60%+0.3% 54%
10 sessions+1.0% 65%+0.8% 68%+0.6% 60%+0.6% 56%
21 sessions+1.2% 62%+1.5% 60%+0.8% 60%+1.1% 58%
42 sessions+1.2% 62%+1.5% 64%-0.4% 40%+2.1% 60%
63 sessions+2.7% 70%+2.2% 65%+2.4% 80%+3.1% 62%
126 sessions+3.8% 73%+3.5% 68%+11.0% 60%+6.1% 67%

BRK-B's own breakout log

Every time BRK-B broke to a new 1-year high out of a mature tight base — the thin sample behind the grey line. Note the two that failed straight into drawdowns.
Breakout dateRangeBase (d)5d10d21d42d63d126d
2006-05-1713%528+2.0%+1.3%+1.0%-0.4%+4.0%+17.7%
2014-03-0517%155+5.2%+3.1%+4.5%+6.4%+6.9%+15.8%
2016-08-1119%413+0.7%+0.6%+0.8%-2.6%+2.4%+11.0%
2018-09-1820%157-0.1%-1.4%-3.6%-0.4%-10.0%-6.4%
2019-11-0718%271-1.5%-2.7%-0.6%+2.7%+2.0%-21.6%
Read it honestly. For a low-beta compounder like BRK-B, a range breakout is a resumption of the grind, not an explosive move — so it carries no momentum edge, and the failure cases are asymmetric (bull traps that gave back 10–20%). The pooled win rate looks healthy only because large caps drift up regardless. BRK-B's own sample is thin (n=5) and its two failed breakouts ran straight into macro drawdowns. Net: the setup is real and the odds mildly favor up, but the breakout itself is not the edge — if you are long here you are long the drift, not the pattern. Cross-check against the TEF mandate; size for the bull-trap tail, exit-before-entry.
Computed live from adjusted-close history (yfinance). Range width = (252d high − low) / low. Breakout = close ≥ the prior 252-session high after a ≤20% base held 150+ sessions. Pooled base rate spans 32 large caps. Educational research, not investment advice.