# Multi-year highs, lows and returns > The highest high, lowest low, distance from either, and percentage return over any window of sessions. The 52-week versions are the stored special case, and any other span from a week to five years is computed at scan time from the same bars. Canonical: https://patternsradar.com/learn/multi-year-highs-and-lows [Price](https://patternsradar.com/learn.md) ยท indicator Every fixed-window price field on this site is the stored period of one of these. `high_52w` is `highest_high(1y)`, `pct_from_52w_low` is `pct_from_low(1y)`, `return_1m` is `return(1mo)`, and the bare names keep working. Writing the function with a different period, `highest_high(3y)` or `lowest_low(6mo)` or `return(2y)`, computes the same thing over that many sessions at scan time. The result is null until a stock has that much history, so a two-year-old listing never reports a five-year high it does not have. A period is a bar count or a duration, converted at 252 sessions a year. `52w`, `12mo` and `1y` are all 252 bars. That makes `max(high, 52w)`, `highest_high(1y)` and `high_52w` one number. Five years, 1260 bars, is the ceiling for any window. Only a scan that asks for a long window reads the extra history, so `close is highest in 3y` costs about three times a 52-week scan and nothing else does. The longer windows change the meaning of the same shape. A 52-week high is a momentum condition. A three-year high is a stock emerging from a whole cycle, and `close is highest in 5y and rel_volume > 1.5` is the version that catches a long base resolving. On the other side, `close within 5% of lowest_low(5y)` lists stocks the market has given up on for half a decade, which is a starting point for a reversal hunt. `pct_from_low(3y) > 50 and close > sma(200)` is a recovery already under way. `return(2y) > 100` is a two-year doubler, and `return(3y) < 0` in an uptrend is a laggard turning. The caveats are the same as for the 52-week forms, stretched. A multi-year high on thin volume is a drift, and the volume conditions matter more the longer the window. Highs and lows use intraday `high` and `low`, while `close is highest in` compares closes, so the two can disagree on the day of a wick. The windows count sessions rather than calendar days, so a long trading halt shortens the calendar span a window covers. ## In Sift Written as `highest_high(n) / lowest_low(n) โ€” a price; pct_from_high(n) / pct_from_low(n) โ€” a percentage, negative below the high; return(n) โ€” percentage change over n bars; n is bars or a duration, up to 5y`. A working scan, the highest close in three years, on real volume: ```sift where close is highest in 3y and rel_volume > 1.5 ``` 1 of the 500 most-traded NSE stocks match today, as of 30 Sept 2026. ## Scans that use it Prebuilt scans in the library whose query reads this value. Each carries a hit-rate replay over the last 250 sessions. - [Near a five-year low](https://patternsradar.com/screener/near-5-year-low.md): Within 5% of the lowest low in five years with RSI under 35. The most abandoned names on the exchange, for a reversal hunt. - [Recovering from a three-year low](https://patternsradar.com/screener/off-3-year-low.md): Up more than 50% off the three-year low, back above the 200-day average, with a three-month return over 10%. - [Two-year doublers](https://patternsradar.com/screener/two-year-doubler.md): Up more than 100% over two years and still above the 50-day average. - [Three-year laggards turning up](https://patternsradar.com/screener/three-year-laggards.md): Below where they were three years ago, but back above the 200-day average. The names the bull market has not reached. - [Yield after a sell-off](https://patternsradar.com/screener/yield-after-selloff.md): More than 20% below the 52-week high, yielding over 3%, and paid in each of the last three years. ## Common questions ### How is highest_high(252) different from high_52w? It is not. 252 is the stored period, so `highest_high(252)`, `highest_high(1y)` and `high_52w` all read the same precomputed column. Any other period is computed at scan time over the same bars, and a parity test holds the two paths to agree exactly. ### How far back can a window reach? Five years, or 1260 sessions. `lowest_low(5y)` and `return(5y)` compile; `6y` is refused with a message that says so. Dividend spans are counted separately in years, up to ten, because they read a dated record rather than the bar history. ### Why does 52w now equal 1y? Durations convert at 252 sessions a year for every unit, so a week is 4.85 sessions before rounding and fifty-two of them are 252. The older conversion made `52w` 260 bars, which meant `max(high, 52w)` and the stored `high_52w` column quietly disagreed by a week and a half. ## Related terms [52-week high and low](https://patternsradar.com/learn/52-week-high-low.md), [Pivot points](https://patternsradar.com/learn/pivot-points.md), [Heikin-Ashi candles](https://patternsradar.com/learn/heikin-ashi.md), [Gap up and gap down](https://patternsradar.com/learn/gap-up-gap-down.md). --- Price and delivery data from the [eod2](https://github.com/BennyThadikaran/eod2) dataset: National Stock Exchange of India end-of-day files, split- and bonus-adjusted, updated after each close. Not affiliated with or endorsed by NSE. PatternsRadar is a research tool. Nothing here is investment advice or a recommendation to buy or sell anything.