Breakaway Momentum (BAM)
BAM at 1.22 — no thrust setup
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10D advancers/decliners ratio >= 1.97 — Walter Deemer breadth thrust.
- 42 signals since 1990-01-01.
- BAM at 1.22 — no thrust setup
Source
BREADTH_BASKET proxy (535 tickers)
10D BAM
1.216
Threshold
1.97
Triggers (all-time)
42
Days Since Last
535
As of
2026-10-29
When to run this study
Run after sharp market recoveries. BAM requires 10-day summed NYSE advances divided by 10-day summed declines >= 1.97 — extremely rare, historically never followed by a negative 6-12 month return for SPY.
Historical results
BAM Triggers
| Trigger Date | BAM | SPY | 3M | 6M | 1Y |
|---|---|---|---|---|---|
| 2025-05-05 | 2.00 | 554.32 | 11.77 | 21.96 | 31.72 |
| 2025-01-27 | 1.98 | 587.82 | -7.82 | 6.62 | 17.39 |
| 2024-08-21 | 2.00 | 546.30 | 5.62 | 7.21 | 16.03 |
| 2022-10-28 | 2.22 | 369.36 | 4.97 | 6.50 | 9.19 |
| 2022-07-28 | 1.98 | 383.97 | -5.54 | 0.77 | 14.58 |
| 2022-03-28 | 2.12 | 429.24 | -16.15 | -19.62 | -10.48 |
| 2020-10-07 | 2.03 | 314.29 | 11.73 | 21.67 | 30.54 |
| 2020-06-05 | 2.06 | 292.07 | 8.63 | 15.79 | 34.33 |
| 2019-09-11 | 1.97 | 270.42 | 4.91 | -16.58 | 13.42 |
| 2019-01-09 | 2.29 | 230.20 | 12.25 | 17.10 | 29.02 |
| 2017-06-01 | 2.08 | 209.96 | 1.58 | 9.02 | 14.57 |
| 2016-07-11 | 2.08 | 181.33 | 1.28 | 7.28 | 15.80 |
| 2016-02-26 | 2.19 | 164.06 | 7.86 | 12.75 | 24.15 |
| 2015-10-12 | 2.22 | 168.47 | -3.33 | 4.37 | 8.19 |
| 2014-08-21 | 2.20 | 162.72 | 3.35 | 6.95 | 1.11 |
Showing 15 of 42 rows — see the live version for all.