This is a complete short, medium and long-term stock market liquidity risk-management tool derived from the McClellan Oscillator methodology applied to daily advancing and declining volume on the SP-500. It has been depicted as a daily updated chart for standard subscriptions for over 7 years now. Each day, we compute daily advancing volume (sum of […]
Tag Archives | Breadth
The improved, de-trended Composite Market Health Index (CMHI)
One of our oldest and most consulted indicators by our institutional clients is the Composite Market Health Index (CMHI – see research paper ). By de-trending this index around its long-term regression mean we can obtain far earlier bear-market warnings and signalling for the U.S stock markets. You can see this index updated every day […]
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Revisiting an old favourite
One can examine so many charts during the course of a bull market and only realize upon hindsight how effective some of them can sometimes be. This often happens with the breadth metric derived from the percentage of SP500 shares trading higher than their 50-day moving average. You can find this chart updated daily from […]
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The HiLo Breadth Indexes for SP-500
The HILO breadth index was developed by RecessionALERT for detecting short and medium-term SP-500 stock market peaks in advance. It deploys the following daily breadth data taken from the SP-500 index: New 13-week (quarterly) highs New 13-week (quarterly) lows New 52-week (annual) highs New 52-week (annual) lows The above data is then used to construct […]
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Once in a year opportunity
We have spend the better part of a decade in the search for the ultimate indicator for the stock markets. Whilst it became clear early on in this quest that no one indicator would work all the time and every time, there are a few that stand out from the rest. One of them is […]