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.
- 174 signals since 2005-01-01.
- Median 1M return: +2.3%, 69% win rate.
- Signal 2026-09-01 (~39td ago): 1M = +0.5% (hist. median +2.3%, below by 1.8%). Next window: 3M (24td remaining), hist. median +5.4%.
- Signal 2026-09-16 (~28td ago): 1M = +2.6% (hist. median +2.3%, above by 0.3%). Next window: 3M (35td remaining), hist. median +5.4%.
- McClellan summation negative (-0.4) — breadth in deterioration zone
As of
2026-10-26
Oscillator
+0.0417
Summation
-0.4
MA Regime
Above 200D MA
Oversold Signals
174
Overbought Signals
131
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=174)
| Period | N | Win% | Avg | Median | Best | Worst |
|---|---|---|---|---|---|---|
| 1W | 174 | 65.50 | 0.62 | 0.94 | 9.74 | -19.79 |
| 2W | 174 | 67.80 | 1.32 | 1.74 | 14.74 | -15.52 |
| 1M | 174 | 69 | 1.85 | 2.31 | 23.35 | -24.14 |
| 3M | 172 | 75 | 4.80 | 5.43 | 38.38 | -15.17 |
| 6M | 172 | 82 | 7.92 | 9.21 | 46.95 | -32.71 |