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Historical breadth datafiles on 34 major stock indexes and 200 highest trade volume ETFs in .csv format.
       
   
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  Individual Breadth Datafile Downloads
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111 ETFs / 34 indexes
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200 ETFs / 34 indexes
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Statistics Included
Traditional Market Breadth Indicators
 
  MasterDATA's  Index / ETF List
Revised 7/4/2010
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New Indicators
 
AD Moving Average Cross 
 
 

The name describes exactly what this indicator is.  It is a moving average of advancing issues (green) and a separate moving average of declining issues (red).  Notice they are reciprocals of one another.  For the most part, when the two lines cross (usually at slightly less than 50%), a new trend may have started.  The illustration below is a 13 day moving average of both the advancing and declining issues  In the chart's middle inner window, when the green line is at the top, this indicates an up trend.  Conversely, the red line on top indicates a downtrend.

 

 

For the MetaStock 2000 day System Test results run on 6-18-2008, click here.

 
 

     

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