Percentile rank
Where today's close ranks among the last year of closes, from 0 to 100.
What it shows
Percentile rank is the share of the last 252 closes that are lower than today's close. 100 means today's close is the highest of the year. 0 means the lowest. 50 means the median.
It is a simple way to see where price sits within its yearly range, without assuming a bell curve.
How we find it
The same code that draws it on your chart follows these steps, with the same result every time.
- Take the last 252 closes.
- Count how many are below today's close.
- Rank = count ÷ 252 × 100.
- Plot under the price.
Starting values: Window 252 bars. These are proposed and will be tuned on real price data before launch.
How to read it
- The panel shows the rank.
- 100: the highest close of the year.
- 0: the lowest.
Status labels you may see
| Label | What it means |
|---|---|
| Upper part | Rank above 80. |
| Middle | 20 to 80. |
| Lower part | Rank below 20. |
What cancels it
Nothing cancels it.
What traders check next
- Trend.
- How fast rank changes.
- Year range.
Limits
- Uses only one year.
- Depends on the window.
- A trend shifts the rank upward.
Try it in forecastviz
- Open any ticker and choose Statistics and risk → Percentile rank in the left menu.
- Switch between 1Y, 3Y to see how the picture changes.
- Compare with Z-score and 52-week high and low on the same chart.
Questions
How is it different from the stochastic?
The stochastic uses range, this uses rank.
Does a high rank mean expensive?
No claim.
Related trends
Further reading
- Kaufman, Trading Systems and Methods
- Achelis, Technical Analysis from A to Z
- Mandelbrot, The (Mis)Behavior of Markets
- Sharpe, Mutual Fund Performance
Educational only. Not financial advice, and not a price forecast. Charts are drawn by code from past price data, which may be delayed.