0050 (TPE) — Price vs 120-Day High

Each day's closing price (today uses a live quote when available) as a percentage of the highest daily price traded in the preceding 120 days. 100% means today's price matches the 120-day peak.

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Ratio over time (120-day peak)

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The reference peak is the rolling 120-day high.

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View underlying data as a table

Date	Price (NT$)	120-day high (NT$)	Ratio

Ratio over time (all-time high)

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Same as the chart above, but the reference peak is the highest price since Jan 2010 (the earliest date TWSE can provide) instead of the rolling 120-day high.

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Date	Price (NT$)	All-time high (NT$)	Ratio

Since the latest 80% point (rolling 120-day high)

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For each day, finds the most recent date at-or-before it (which can be that day itself) when price was at or below 80% of its 120-day high — from the graph above — and shows that day's price as a percentage of it. The reference date resets every time a new 80% point occurs.

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View underlying data as a table

Date	Price (NT$)	Ratio

Since the latest 80% point (all-time high)

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Same as the chart above, but the "80% point" is judged against the highest price since 2010 instead of the rolling 120-day high.

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Date	Price (NT$)	Ratio

Custom period return

Pick a buying date and a selling date — the curve traces price as a percentage of your buying price, day by day, from the buying date to the selling date.

Buying date Selling date

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View underlying data as a table

Date	Price (NT$)	Ratio

Backtest: success rate vs. target sell price (rolling 120-day high)

Simulates buying one unit on every trading day 0050 closes at or below 80% of its 120-day high. The curve shows, for each target x, what share of those units reached x% of their buy price within 24 months.

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Target (% of buy price)	Success rate	Successes / decidable units

Backtest: success rate vs. target sell price (all-time high)

Same buy simulation as the backtest above, but the "80% point" that triggers a buy is judged against the highest price since 2010 instead of the rolling 120-day high.

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Target (% of buy price)	Success rate	Successes / decidable units

Backtest: success rate vs. holding period (rolling 120-day high, 170% target)

Same simulation — buy one unit on every trading day 0050 closes at or below 80% of its 120-day high. The curve shows, for each holding period x, what share of those units reached 170% of their buy price within x months.

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Holding period (months)	Success rate	Successes / decidable units

Backtest: success rate vs. holding period (all-time high, 170% target)

Same buy simulation as the backtest above, but the "80% point" that triggers a buy is judged against the highest price since 2010 instead of the rolling 120-day high.

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View underlying data as a table

Holding period (months)	Success rate	Successes / decidable units

Methodology & limitations

Daily open/high/low/close comes from TWSE's official STOCK_DAY endpoint (free, no key required).
Free public APIs don't expose historical intraday (e.g. exact 11:00am) prices — only daily OHLC. So every historical point uses that day's close as the reference price.
For today only, once the page loads, it tries to fetch a live quote (via a public CORS proxy in front of TWSE's real-time endpoint) to stand in for the current price. If that fails, or if today's official close is already published, it falls back to the close.
The 120-day window (top chart) uses the highest daily high among trading days in the preceding 120 calendar days (not including the current day). Switching between the 2Y and 10Y tabs only changes how much history is displayed — the ratio itself is always computed the same way.
Below every chart that uses the 120-day high is a companion chart labeled "all-time high," computed exactly the same way except for the reference peak: instead of the rolling 120-day high, it's the highest price among all preceding trading days (not including the current day) since Jan 2010 (the earliest date TWSE can provide). The all-time-high versions of "Ratio over time" and "Since the latest 80% point" also get 2Y / 10Y / 2010- (full range) tabs. Like the other tabs, "2010-" only changes how much history is displayed — the ratio itself is computed the same way.
The "since the latest 80% point" chart plots, for every displayed day, that day's price as a percentage of the price on the most recent day at-or-before it (which can be that day itself) when 0050 closed at or below 80% of its trailing 120-day high — so the reference date jumps forward each time a fresh 80% point occurs, rather than staying fixed at one point for the whole chart.
The custom period chart snaps any weekend/holiday you pick to the nearest earlier trading day, and always starts at 100% on the buying date.
Date pickers and the 10Y tab are capped at 10 years back.
The backtest chart uses the full available history (from 2010-01-04 onward — TWSE's free endpoint rejects earlier query dates even though 0050 has traded since 2003), rather than the 10-year cap used elsewhere. Each bought unit's outcome is based on the highest closing price (as % of its buy price) reached within 24 months of purchase; if fewer than 24 months have elapsed and a given target x hasn't been reached yet, that unit is excluded as "not yet decidable" for that target — but still counts as a success if it already got there early.
The second backtest chart uses the same buy simulation but fixes the sell target at 170% and instead sweeps the holding period (1 up to 60 months). Each bought unit records how many months it actually took to reach 170%; if a given holding period x hasn't elapsed yet and the unit hasn't reached it, that unit is excluded as "not yet decidable" for that x — but still counts as a success if it got there early.
TWSE's daily data is not split-adjusted. Any single-day price jump greater than ±15% (a level ordinary trading in a diversified 50-stock ETF doesn't produce) is treated as a stock split/reverse-split and all earlier prices are automatically rescaled to stay comparable to today's share basis.
Aside from today's live quote, all historical prices come from our own /api/prices endpoint, backed by a database that refreshes twice a day — the browser no longer fetches month-by-month from TWSE directly. That endpoint's response is also cached in your browser's local storage, so each later visit only needs to fetch whatever's new since last time, loading much faster — and the site keeps working off the last successful update even if TWSE itself is temporarily unreachable.
This is not investment advice.

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