Breadth Oscillator
Median 1M return: +2.3%, 69% win rate.
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McClellan Oscillator + Summation Index from universe-proxy A/D — breadth capitulation events.
- 173 signals since 2005-01-01.
- Median 1M return: +2.3%, 69% win rate.
- Signal 2026-03-10 (~62td ago): 1M = +0.7% (hist. median +2.3%, below by 1.6%). Next window: 3M (1td remaining), hist. median +5.4%.
- Signal 2026-03-20 (~55td ago): 1M = +8.6% (hist. median +2.3%, above by 6.3%). Next window: 3M (8td remaining), hist. median +5.4%.
- McClellan summation negative (-0.3) — breadth in deterioration zone
As of
2026-06-05
Oscillator
-0.0050
Summation
-0.3
MA Regime
Above 200D MA
Oversold Signals
173
Overbought Signals
130
1M Median (OS)
+2.3%
1M Win Rate (OS)
69%
When to run this study
Run when you suspect broad market stress or euphoria. Oversold readings (oscillator < -0.05) historically precede short-term bounces, especially when accompanied by elevated VIX. Overbought readings (> +0.05) signal exhaustion risk. Pairs well with confluence signals study.
Historical results
Oversold Signals — Forward Returns (N=173)
| Period | N | Win% | Avg | Median | Best | Worst |
|---|---|---|---|---|---|---|
| 1W | 173 | 64.70 | 0.64 | 0.95 | 11.25 | -19.79 |
| 2W | 173 | 67.60 | 1.34 | 1.78 | 14.74 | -15.52 |
| 1M | 173 | 69.40 | 1.80 | 2.32 | 23.35 | -24.14 |
| 3M | 171 | 74.90 | 4.66 | 5.36 | 38.38 | -15.17 |
| 6M | 171 | 81.30 | 7.89 | 9.16 | 46.95 | -32.71 |