SteadyTapeQuantitative Market Research

Breadth Divergence

Now: 39.5% above the 50-day, 2.09% at new lows, 1.9% at new highs.

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A drop in the share of stocks above their 50-day means two different things, and the new-low count on the same basket says which. Measured on 535 names back to 2007: a 10-point breadth fall in five sessions is followed by a month positive 62% of the time against a 67% baseline — worse than nothing on its own. Split it by new lows and the halves separate, 66%/79% when new lows stay under 1% of the basket against 52%/64% when they clear 3%. The split survives holding the breadth level constant, so it is not a level proxy. Also reports the two findings that cut the other way: the signal is asymmetric, and drops that leave breadth mid-range resolve worse than ones that wash it out.

Above 50-day
39.5%
-8.2 pts in 5 sessions
At new 52w lows
2.09%
11 of 527 names
At new 52w highs
1.90%
High-Low Logic
0.82%
Fosback, 10wk avg of the lesser
1M baseline
67%
median +1.62% · n=4933

When to run this study

Run after any sharp breadth deterioration — the study exists to answer "is this a pullback or a breakdown", and the new-low count is what settles it. Also worth a look when breadth is fine but new lows are creeping up, which is the configuration that has historically preceded trouble. Not an entry trigger: there is no position to size off a breadth reading.

Historical results

Sharp breadth drops, split by the new-low count

ConditionEvents1M1M win3M3M win
ALL SESSIONS (baseline)49331.62674.1573
Sharp breadth drop, unconditional2331.47624.9072
Drop + new lows quiet (<1%)1401.86655.2778
Drop + new lows confirming (>=3%)860.86534.1365
Drop but breadth still >=55%1141.14614.1069
Drop washing breadth under 40%1042.54674.5676