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 2026-09-01 (~9td ago): 1W = +0.1% (hist. median +0.9%, below by 0.8%). Next window: 2W (1td remaining), hist. median +1.8%.
- McClellan summation negative (-0.0) — breadth in deterioration zone
As of
2026-09-14
Oscillator
-0.0349
Summation
-0.0
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 | 65.30 | 0.61 | 0.92 | 9.74 | -19.79 |
| 2W | 172 | 68 | 1.33 | 1.81 | 14.74 | -15.52 |
| 1M | 172 | 68.60 | 1.85 | 2.31 | 23.35 | -24.14 |
| 3M | 172 | 75 | 4.80 | 5.43 | 38.38 | -15.17 |
| 6M | 171 | 81.90 | 7.85 | 9.17 | 46.95 | -32.71 |