Research method
Market breadth
Market breadth is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- OHLC price structure and chart scale
- Horizon
- From intraday to several weeks
- Best use
- Turn a repeatable chart condition into a falsifiable trade hypothesis.
- Input: OHLC price structure and chart scale.
- Output: signal.
- Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Volume confirmation4 readings
Often reviewed together
Market participant analysis5 readings
Often reviewed together
Double top and bottom5 readings
Often reviewed together
Dominant cycle detection5 readings
Often reviewed together
Chi-square test5 readings
Often reviewed together
Mechanical trading system8 readings
Often reviewed together
On-balance volume11 readings
Often reviewed together
Volume-price analysis17 readings
Read in the archive24 of 147 readings
1986Evaluating advance-decline plus-day runs against chance baselines1987How a failed rebound, weak breadth, and cycle dates broke the 1987 bull case1988Construct a five-week new-highs total as a breadth chart1988Diagnosing market bottoms with breadth, divergence and averages1988Constructing breadth and average trend states1988Constructing an advance-decline divergence oscillator1988Diagnosing index tops with breadth divergences1988Restoring the original tests for market breadth, on-balance volume, and trendlines1988Record highs versus seven-day breadth and divergence1988Constructing industry-group breadth and rotation measures1989Constructing a percentage-scaled internals composite1989Constructing a ten-input breadth diffusion score1989Odd-lot short interest as a constructed breadth series1989Volume-scaled member versus public short sales as a two-class classroom test1989Commodity advance-decline from delivery months1989Evaluating public versus member short-sale breadth1989Constructing a weekly block-tick breadth z-score1989Lock smoothing inside each short-share before the breadth ratio1989The most-active list as a three-layer breadth lab1989Constructing symmetric market-breadth ratio accumulators1989Evaluating volume-weighted breadth extremes1989Normalize advance-decline series for a common-scale comparison1989Constructing a dual-rate advance-decline oscillator1989Evaluating venue volume as a speculation-breadth signal
This registry entry describes a research method. It is not investment advice and does not make a performance claim.