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PFE 52-week position: the current reading and its track record

PFE’s current 52-week position reading and what that signal has historically been followed by.

PFE is currently at 95.2% of its 52-week range, as of 2026-10-16.

This page covers Pfizer (PFE) — its current 52-week position reading and the measured historical record of what PFE 52-week position extremes were followed by.

How to read this. These figures are measured only on instruments currently covered by this site — a set of companies that survived. Signals that appear to have ‘worked’ on the downside are conditioned on these names having recovered; a company that fell and never came back would not be here to measure. Read every number below as a property of this surviving sample, not a universal rule, and never as advice.

All figures are ‘excess’ returns — measured relative to each instrument’s own historical drift, not relative to the market. This is not alpha and not a market-beating claim; it isolates the signal from the instrument’s background trend. Measured from the first day each signal appeared (not its most extreme point), so it reflects what was knowable in real time.

Measured across PFE’s 52-week position history from 1973 to 2026: 103 high-extreme episodes and 53 low-extreme episodes. High-extreme readings were followed by +0.12% excess at 5 sessions and +0.38% by 20; low-extreme readings were followed by +0.69% excess at 5 sessions and +1.39% by 20.

On this signal, the most recent episode in which PFE was at a high extreme began on 2026-10-14; the most recent in which it was at a low extreme, on 2025-04-01.

Outcomes are measured for episodes up to 2026-10-14, the most recent with enough later sessions to score. The current reading above is from a later date, 2026-10-16.

When PFE was at a high extreme

Across 103 past episodes where PFE was at a high extreme on this signal, the 102 with a complete 20-session forward window beat PFE’s own trailing drift by 0.38 percentage points on average (49% of those 102 beat drift).

PFE forward excess return vs its own drift after high-extreme 52-week position readings, by horizon.
horizonexcess vs own driftbeat-drift rateepisodes with a complete horizon
1 session-0.14%33%103
5 sessions+0.12%48%102
20 sessions+0.38%49%102

When PFE was at a low extreme

Across 53 past episodes where PFE was at a low extreme on this signal, the close 20 sessions later beat PFE’s own trailing drift by 1.39 percentage points on average (49% of episodes beat drift).

PFE forward excess return vs its own drift after low-extreme 52-week position readings, by horizon.
horizonexcess vs own driftbeat-drift rateepisodes with a complete horizon
1 session+0.25%51%53
5 sessions+0.69%58%53
20 sessions+1.39%49%53

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