QCOM 20-day return: the current reading and its track record

Data as of 2026-10-16

QCOM’s current 20-day return reading and what that signal has historically been followed by.

This page covers Qualcomm (QCOM) — its current 20-day return reading and the measured historical record of what QCOM 20-day return 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 QCOM’s 20-day return history from 1992 to 2026: 27 high-extreme episodes and 39 low-extreme episodes. High-extreme readings were followed by -0.01% excess at 5 sessions and +4.84% by 20; low-extreme readings were followed by +0.59% excess at 5 sessions and +0.45% by 20.

On this signal, the most recent episode in which QCOM was at a high extreme began on 2026-09-22; the most recent in which it was at a low extreme, on 2026-06-24.

Outcomes are measured for episodes up to 2026-09-22, the most recent with enough later sessions to score. The current reading above is from a later date, 2026-10-16.

When QCOM was at a high extreme

Across 27 past episodes where QCOM was at a high extreme on this signal, the 26 with a complete 20-session forward window beat QCOM’s own trailing drift by 4.84 percentage points on average (58% of those 26 beat drift).

QCOM forward excess return vs its own drift after high-extreme 20-day return readings, by horizon.
horizon	excess vs own drift	beat-drift rate	episodes with a complete horizon
1 session	+0.06%	37%	27
5 sessions	-0.01%	41%	27
20 sessions	+4.84%	58%	26

When QCOM was at a low extreme

Across 39 past episodes where QCOM was at a low extreme on this signal, the close 20 sessions later beat QCOM’s own trailing drift by 0.45 percentage points on average (59% of episodes beat drift).

QCOM forward excess return vs its own drift after low-extreme 20-day return readings, by horizon.
horizon	excess vs own drift	beat-drift rate	episodes with a complete horizon
1 session	+1.10%	62%	39
5 sessions	+0.59%	54%	39
20 sessions	+0.45%	59%	39

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