Breadth Signal Lab

When the -day average months % of its all-time high % below its all-time high and stays there days, how did the do over the next trading days?

Use history or from to
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Across time horizons

Same signals, measured over different windows. “Any day” is every day in the same history, for comparison.

Market with each signal marked

Red dots are signal days. Log scale. Hover for the date.

Indicator

What the market did after each signal

Each thin line is one signal. Solid red is their average, dashed is an average day.

Does it still work? By decade

Markets change. Compare each decade's signals with an ordinary day in that same decade. Greyed decades are outside the history you picked.

Every signal

Click a column to sort. Italic rows are too recent to have a full window yet.