% Stocks Above 20DMAi
% Stocks Above 50DMAi
% Stocks Above 200DMAi
% Stocks in Golden Crossi
% Stocks in Death Crossi
% in Brutal Strength (25>50>200DMA)i
% in Brutal Weakness (25<50<200DMA)i
McClellan Oscillator (ratio-adjusted)i
McClellan — Normalized & Bounded (tanh of z-score, smoothed)i
McClellan Summation Indexi
Advance / Decline Linei
New 52-Week Highs vs New Lows (counts)i
52-Week New-High − New-Low (net %)i
Cumulative New-High / New-Low Linei
Net Advance %i
Zweig Breadth Thrusti
Advance / Decline Ratioi
Stocks Up > 4%i
Stocks Down > 4%i
Stocks Up > 10%i
Stocks Down > 10%i
Up / Down Turnover Ratioi
Daily Turnover (₹ Cr)i
% Stocks — Weekly MACD Line > 0i
% Stocks — Weekly MACD Histogram > 0i
Relative Strength Spread (RSS)i
Direction of Momentum (DOM)i
Critical MA of DOM (regime line)i
Direction of Entropy (DOE)i
RS Performance Spreadi
RM Performance Spreadi
RS Leader Advantagei
RS Laggard Advantagei
RM Leader Advantagei
RM Laggard Advantagei
RS Leader Equityi
RM Leader Equityi
DOM-Triggered Equity (CMA OOS)i
Leader DOM-Triggered Equityi
Universe Average Equityi
Stylized, frictionless breadth strategies (no costs/slippage, daily rebalance) — a read on whether the signals add value, not a tradable backtest. All hold the RM-leaders basket except #1 (whole market). Calmar = CAGR ÷ |max drawdown|.
Strategy evaluation (effective N≈2.8 of 10 (signals overlap) · PBO 0.58 · net of 25 bps/side)
Value-add = strategy Calmar − an exposure-matched static hold of the same basket (isolates whether the timing beat just being invested; >0 = real edge, net of cost). UPI = Ulcer-adjusted return (robust to a lucky shallow max-DD). Cap spread = up−down capture. Plateau (weakest of two axes) ≈1 = the edge survives BOTH a ±1-2d timing jitter AND re-tuning the indicator (e.g. EMA-5/-10 smoothing of the oscillator before its threshold); ≪1 = a knife-edge spike at one exact tuning. p(FDR) = significance corrected for testing many strategies; cross-strategy PBO = probability the best-looking signal is overfit. Gate: ✓robust · ◐diagnostic (real signal but no net timing edge over just holding the basket) · ⚠caution · ✗fragile. Most breadth signals are diagnostics, not tradable systems.
| Strategy | CAGR | Calmar | UPI | Sortino | Cap spread | Turn | In-mkt | Value-add | p (FDR) | Plateau | Gate |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2 · DOM-Triggered Leaders (RM) | +21% | 0.73 | 1.26 | 2.38 | +10% | 1039% | 56% | +0.51 | 0.09 | 1.00 | ✗ fragile |
| 6b · Leaders · Normalized McClellan (z) > 0 | +14% | 0.71 | 1.90 | 2.50 | +8% | 1299% | 47% | +0.50 | 0.24 | 1.00 | ✗ fragile |
| 6 · Leaders · McClellan Oscillator > 0 | +18% | 0.64 | 2.59 | 3.99 | +14% | 3565% | 50% | +0.43 | 0.09 | 1.00 | ◐ diagnostic |
| 1 · Market Timing (CMA OOS) | +15% | 0.54 | 1.01 | 2.27 | +10% | 1039% | 56% | +0.39 | 0.11 | 1.00 | ✗ fragile |
| 4 · DOM + Golden Cross + New-High/Low (Leaders) | +12% | 0.55 | 1.16 | 2.90 | +7% | 944% | 30% | +0.36 | 0.12 | 0.88 | ✗ fragile |
| 9 · Market · Majority above 200DMA | +11% | 0.44 | 0.75 | 1.71 | +6% | 708% | 53% | +0.30 | 0.24 | 0.99 | ✗ fragile |
| 5 · Leaders · Majority above 200DMA | +15% | 0.46 | 0.90 | 1.77 | +6% | 708% | 53% | +0.25 | 0.24 | 1.00 | ✗ fragile |
| 7 · Leaders · Participation regime (>50DMA & >200DMA rising) | +8% | 0.40 | 1.02 | 2.99 | +6% | 1558% | 32% | +0.21 | 0.33 | 1.00 | ◐ diagnostic |
| 8 · Leaders · Weekly MACD breadth (line & hist > MA) | +9% | 0.29 | 0.70 | 1.91 | +4% | 673% | 36% | +0.10 | 0.32 | 0.95 | ✗ fragile |
| 3 · Golden Cross Leaders (RM) | +10% | 0.24 | 0.52 | 1.70 | +4% | 968% | 46% | +0.04 | 0.33 | 0.79 | ◐ diagnostic |
1 · Market Timing (CMA OOS) — Equityi
1 · Market Timing (CMA OOS) — Drawdowni
2 · DOM-Triggered Leaders (RM) — Equityi
2 · DOM-Triggered Leaders (RM) — Drawdowni
3 · Golden Cross Leaders (RM) — Equityi
3 · Golden Cross Leaders (RM) — Drawdowni
4 · DOM + Golden Cross + New-High/Low (Leaders) — Equityi
4 · DOM + Golden Cross + New-High/Low (Leaders) — Drawdowni
5 · Leaders · Majority above 200DMA — Equityi
5 · Leaders · Majority above 200DMA — Drawdowni
6 · Leaders · McClellan Oscillator > 0 — Equityi
6 · Leaders · McClellan Oscillator > 0 — Drawdowni
6b · Leaders · Normalized McClellan (z) > 0 — Equityi
6b · Leaders · Normalized McClellan (z) > 0 — Drawdowni
7 · Leaders · Participation regime (>50DMA & >200DMA rising) — Equityi
7 · Leaders · Participation regime (>50DMA & >200DMA rising) — Drawdowni
8 · Leaders · Weekly MACD breadth (line & hist > MA) — Equityi
8 · Leaders · Weekly MACD breadth (line & hist > MA) — Drawdowni
9 · Market · Majority above 200DMA — Equityi
9 · Market · Majority above 200DMA — Drawdowni
Breadth computed over 50 of 50 Nifty 50 constituents present in the data.
Nifty 50 Momentum (RM) Ranking
Top 5 / bottom 5 Nifty 50 stocks by Relative Momentum (RM) within the index — strongest vs weakest momentum, with 1W/1M/3M returns.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:HINDALCO | 132.97 | 100 | +0.03% | -7.74% | +8.28% |
| 2 | NSE:SHRIRAMFIN | 113.70 | 98 | -0.78% | +8.54% | -1.17% |
| 3 | NSE:TATASTEEL | 90.46 | 96 | +0.86% | -4.61% | +1.81% |
| 4 | NSE:EICHERMOT | 83.88 | 94 | +0.20% | +10.85% | +10.56% |
| 5 | NSE:JSWSTEEL | 78.88 | 92 | -1.09% | +0.09% | +9.87% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:TRENT | -172.94 | 2 | +9.63% | -23.73% | -12.49% |
| 2 | NSE:TCS | -160.46 | 4 | -1.58% | -8.57% | -11.03% |
| 3 | NSE:INFY | -156.43 | 6 | -6.12% | -9.80% | -13.59% |
| 4 | NSE:WIPRO | -127.97 | 8 | -0.66% | -9.79% | -5.82% |
| 5 | NSE:HCLTECH | -127.58 | 10 | +1.00% | -3.23% | -14.43% |
Nifty 50 Breadth
% Above 20DMAi
% Above 50DMAi
% Above 200DMAi
% in Golden Crossi
Advance / Decline Ratioi
Net Advance %i
McClellan Oscillator (ratio-adjusted)i
52-Week New-High − New-Low (net %)i
Zweig Breadth Thrusti
Breadth computed over 50 of 54 Nifty Next 50 constituents present in the data.
Nifty Next 50 Momentum (RM) Ranking
Top 5 / bottom 5 Nifty Next 50 stocks by Relative Momentum (RM) within the index — strongest vs weakest momentum, with 1W/1M/3M returns.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:VEDL | 128.94 | 100 | +1.11% | -7.25% | +23.88% |
| 2 | NSE:CUMMINSIND | 121.27 | 98 | +0.17% | +6.94% | +25.40% |
| 3 | NSE:MUTHOOTFIN | 105.55 | 96 | +1.77% | -1.73% | -5.94% |
| 4 | NSE:CANBK | 91.92 | 94 | +1.98% | +5.35% | -1.29% |
| 5 | NSE:UNIONBANK | 81.03 | 92 | +3.11% | +10.30% | +0.31% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:LODHA | -70.21 | 2 | +0.63% | +4.85% | +10.03% |
| 2 | NSE:DLF | -65.15 | 4 | +2.14% | +6.74% | +14.57% |
| 3 | NSE:IRFC | -57.60 | 6 | +3.93% | +2.78% | +4.30% |
| 4 | NSE:LTM | -53.66 | 8 | -1.74% | -7.25% | -8.57% |
| 5 | NSE:AMBUJACEM | -48.21 | 10 | -0.20% | -1.94% | -1.43% |
Nifty Next 50 Breadth
% Above 20DMAi
% Above 50DMAi
% Above 200DMAi
% in Golden Crossi
Advance / Decline Ratioi
Net Advance %i
McClellan Oscillator (ratio-adjusted)i
52-Week New-High − New-Low (net %)i
Zweig Breadth Thrusti
Breadth computed over 500 of 504 Nifty 500 constituents present in the data.
Nifty 500 Momentum (RM) Ranking
Top 15 / bottom 15 Nifty 500 stocks by Relative Momentum (RM) within the index — strongest vs weakest momentum, with 1W/1M/3M returns.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:ACUTAAS | 303.28 | 100 | +4.94% | +8.31% | +41.13% |
| 2 | NSE:DATAPATTNS | 269.76 | 100 | +9.96% | +23.68% | +47.44% |
| 3 | NSE:NATIONALUM | 265.27 | 100 | -1.15% | -7.00% | -4.35% |
| 4 | NSE:NETWEB | 253.25 | 99 | +10.81% | +34.04% | +54.68% |
| 5 | NSE:POWERINDIA | 230.33 | 99 | +5.95% | +0.85% | +48.77% |
| 6 | NSE:VEDL | 223.39 | 99 | +1.11% | -7.25% | +23.88% |
| 7 | NSE:GVT&D | 214.06 | 99 | +14.34% | +14.60% | +49.67% |
| 8 | NSE:MCX | 211.77 | 99 | -0.87% | -13.62% | +7.43% |
| 9 | NSE:HINDCOPPER | 210.54 | 98 | -1.04% | -7.50% | +3.57% |
| 10 | NSE:HINDALCO | 207.92 | 98 | +0.03% | -7.74% | +8.28% |
| 11 | NSE:CARTRADE | 188.13 | 98 | +10.59% | +45.52% | +49.09% |
| 12 | NSE:FORCEMOT | 187.00 | 98 | -0.09% | -4.22% | -11.75% |
| 13 | NSE:CHENNPETRO | 182.91 | 98 | -7.77% | +10.38% | +4.83% |
| 14 | NSE:GALLANTT | 180.37 | 97 | +9.89% | +11.34% | +35.22% |
| 15 | NSE:LAURUSLABS | 178.31 | 97 | +3.37% | +6.28% | +48.23% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:NEWGEN | -207.08 | 0 | +2.56% | +7.92% | +8.44% |
| 2 | NSE:COHANCE | -206.28 | 0 | -5.09% | -3.49% | +34.52% |
| 3 | NSE:BRIGADE | -169.68 | 1 | -21.74% | -19.91% | -17.54% |
| 4 | NSE:LTTS | -127.94 | 1 | -1.68% | -6.94% | +0.17% |
| 5 | NSE:MAPMYINDIA | -126.46 | 1 | +3.10% | -0.61% | +2.52% |
| 6 | NSE:ZENSARTECH | -125.13 | 1 | -0.17% | -8.10% | -20.52% |
| 7 | NSE:SONATSOFTW | -122.43 | 1 | +14.04% | +10.09% | +28.11% |
| 8 | NSE:BSOFT | -122.15 | 2 | -2.11% | -1.34% | -12.59% |
| 9 | NSE:FIRSTCRY | -118.36 | 2 | +1.22% | -5.44% | +3.97% |
| 10 | NSE:BLS | -117.00 | 2 | +1.21% | -0.58% | +10.99% |
| 11 | NSE:WHIRLPOOL | -113.52 | 2 | +2.94% | -6.85% | -0.46% |
| 12 | NSE:HEXT | -100.41 | 2 | +0.16% | -0.86% | +22.49% |
| 13 | NSE:DEVYANI | -93.74 | 3 | +5.25% | +2.28% | +8.72% |
| 14 | NSE:TRIDENT | -91.35 | 3 | +6.18% | +6.18% | +18.45% |
| 15 | NSE:INTELLECT | -91.22 | 3 | -0.84% | +8.01% | +17.05% |
Nifty 500 Breadth
% Above 20DMAi
% Above 50DMAi
% Above 200DMAi
% in Golden Crossi
Advance / Decline Ratioi
Net Advance %i
McClellan Oscillator (ratio-adjusted)i
52-Week New-High − New-Low (net %)i
Zweig Breadth Thrusti
Breadth + RM over 211 of 211 NSE F&O stocks.
⚡ F&O Momentum (RM) Ranking
The 211 NSE F&O stocks ranked by Relative Momentum (RM) — leaders are the strongest momentum names, laggards the weakest. RM is computed relative to the F&O peer group. Below: overall F&O breadth.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:POWERINDIA | 220.90 | 100 | +5.95% | +0.85% | +48.77% |
| 2 | NSE:FORCEMOT | 196.31 | 100 | -0.09% | -4.22% | -11.75% |
| 3 | NSE:NATIONALUM | 195.91 | 99 | -1.15% | -7.00% | -4.35% |
| 4 | NSE:MCX | 185.79 | 99 | -0.87% | -13.62% | +7.43% |
| 5 | NSE:GVT&D | 167.78 | 98 | +14.34% | +14.60% | +49.67% |
| 6 | NSE:BSE | 147.58 | 98 | -2.26% | -3.68% | +35.62% |
| 7 | NSE:VEDL | 142.45 | 97 | +1.11% | -7.25% | +23.88% |
| 8 | NSE:HINDALCO | 140.86 | 97 | +0.03% | -7.74% | +8.28% |
| 9 | NSE:LAURUSLABS | 135.51 | 96 | +3.37% | +6.28% | +48.23% |
| 10 | NSE:MUTHOOTFIN | 134.34 | 96 | +1.77% | -1.73% | -5.94% |
| 11 | NSE:ADANIPOWER | 130.84 | 95 | +6.01% | +6.59% | +50.24% |
| 12 | NSE:BHEL | 119.70 | 95 | +7.48% | +0.82% | +60.52% |
| 13 | NSE:RBLBANK | 118.79 | 94 | +1.57% | +15.13% | +27.14% |
| 14 | NSE:HINDZINC | 98.06 | 94 | +1.66% | -8.73% | +4.91% |
| 15 | NSE:JSWSTEEL | 95.73 | 93 | -1.09% | +0.09% | +9.87% |
| 16 | NSE:POLYCAB | 95.19 | 93 | +4.88% | +9.02% | +39.85% |
| 17 | NSE:NYKAA | 93.23 | 92 | +11.57% | +10.87% | +26.81% |
| 18 | NSE:FORTIS | 90.67 | 92 | -0.44% | +0.88% | +18.98% |
| 19 | NSE:CUMMINSIND | 87.60 | 92 | +0.17% | +6.94% | +25.40% |
| 20 | NSE:CANBK | 86.64 | 91 | +1.98% | +5.35% | -1.29% |
| 21 | NSE:GMRAIRPORT | 86.59 | 90 | +1.43% | +11.68% | +19.80% |
| 22 | NSE:BANKINDIA | 82.13 | 90 | -0.10% | +4.93% | -3.49% |
| 23 | NSE:ABCAPITAL | 81.00 | 90 | +6.45% | +12.18% | +23.00% |
| 24 | NSE:ADANIENSOL | 75.50 | 89 | +3.18% | +14.69% | +53.85% |
| 25 | NSE:BANKBARODA | 74.55 | 89 | +3.62% | +8.72% | +0.99% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:IEX | -131.56 | 0 | +2.22% | -1.08% | +4.84% |
| 2 | NSE:TCS | -110.99 | 1 | -1.58% | -8.57% | -11.03% |
| 3 | NSE:COFORGE | -105.04 | 1 | +5.80% | +7.76% | +38.18% |
| 4 | NSE:INFY | -103.54 | 2 | -6.12% | -9.80% | -13.59% |
| 5 | NSE:PERSISTENT | -93.47 | 2 | -0.61% | -3.16% | +7.31% |
| 6 | NSE:HCLTECH | -92.50 | 3 | +1.00% | -3.23% | -14.43% |
| 7 | NSE:TRENT | -92.13 | 3 | +9.63% | -23.73% | -12.49% |
| 8 | NSE:TMPV | -92.05 | 4 | -8.80% | +0.04% | +13.25% |
| 9 | NSE:TATAELXSI | -80.06 | 4 | +1.16% | -2.43% | +0.29% |
| 10 | NSE:LTM | -79.60 | 5 | -1.74% | -7.25% | -8.57% |
| 11 | NSE:JUBLFOOD | -76.63 | 5 | +2.54% | -0.52% | -6.95% |
| 12 | NSE:MPHASIS | -73.13 | 6 | -1.28% | +2.36% | +9.93% |
| 13 | NSE:WIPRO | -73.07 | 6 | -0.66% | -9.79% | -5.82% |
| 14 | NSE:INOXWIND | -70.89 | 7 | +3.36% | -2.22% | +18.77% |
| 15 | NSE:PIIND | -69.18 | 7 | -1.02% | +2.38% | -3.02% |
| 16 | NSE:GODREJPROP | -65.33 | 8 | +1.85% | +3.57% | +13.55% |
| 17 | NSE:CONCOR | -63.65 | 8 | +3.11% | -6.37% | +4.70% |
| 18 | NSE:PAGEIND | -60.76 | 8 | +0.32% | +2.45% | +28.85% |
| 19 | NSE:RVNL | -56.06 | 9 | +2.71% | -9.07% | -8.07% |
| 20 | NSE:DLF | -55.42 | 10 | +2.14% | +6.74% | +14.57% |
| 21 | NSE:IREDA | -50.49 | 10 | +4.83% | +2.33% | +12.61% |
| 22 | NSE:TECHM | -50.05 | 10 | +0.67% | +1.07% | +6.96% |
| 23 | NSE:KAYNES | -49.88 | 11 | +6.53% | +3.42% | -9.67% |
| 24 | NSE:SWIGGY | -46.51 | 11 | -0.99% | +1.56% | -13.04% |
| 25 | NSE:NAUKRI | -45.68 | 12 | +0.21% | +6.29% | +2.23% |
F&O Breadth
% Above 20DMAi
% Above 50DMAi
% Above 200DMAi
% in Golden Crossi
Advance / Decline Ratioi
Net Advance %i
McClellan Oscillator (ratio-adjusted)i
52-Week New-High − New-Low (net %)i
Zweig Breadth Thrusti
Stocks ranked by Relative Momentum (RM): leaders are the strongest momentum names, laggards the weakest. Trailing returns show recent performance.
▲ Momentum Leaders
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:CUPID | 364.47 | 100 | +9.08% | +49.63% | +127.44% |
| 2 | NSE:JAYNECOIND | 326.32 | 100 | -4.87% | -16.11% | +22.81% |
| 3 | NSE:ROSSTECH | 322.25 | 100 | +8.37% | +16.43% | +58.58% |
| 4 | NSE:ACUTAAS | 317.43 | 100 | +4.94% | +8.31% | +41.13% |
| 5 | NSE:AEROFLEX | 306.07 | 100 | +6.62% | +34.14% | +102.43% |
| 6 | NSE:DATAPATTNS | 300.76 | 100 | +9.96% | +23.68% | +47.44% |
| 7 | NSE:AGIIL | 298.36 | 100 | -3.59% | -3.71% | +21.81% |
| 8 | NSE:GMDCLTD | 292.74 | 100 | +1.28% | -5.70% | +11.19% |
| 9 | NSE:MTARTECH | 288.35 | 99 | +12.94% | +4.37% | +128.78% |
| 10 | NSE:PREMEXPLN | 280.98 | 99 | +11.04% | +31.76% | +68.54% |
| 11 | NSE:GVPIL | 279.33 | 99 | +4.71% | +46.51% | +133.56% |
| 12 | NSE:HINDCOPPER | 276.68 | 99 | -1.04% | -7.50% | +3.57% |
| 13 | NSE:SANDUMA | 270.74 | 99 | -0.42% | -5.72% | +13.32% |
| 14 | NSE:RICOAUTO | 265.25 | 99 | +10.87% | +27.03% | +35.47% |
| 15 | NSE:ASHAPURMIN | 264.33 | 99 | +0.51% | +11.98% | +43.49% |
| 16 | NSE:KMEW | 262.96 | 99 | +18.46% | +8.12% | +50.91% |
| 17 | NSE:LUMAXTECH | 262.66 | 99 | -1.61% | +1.42% | +5.81% |
| 18 | NSE:TDPOWERSYS | 261.50 | 99 | +10.86% | +1.87% | +62.31% |
| 19 | NSE:IZMO | 258.79 | 99 | +1.98% | +46.00% | +46.55% |
| 20 | NSE:NATIONALUM | 258.57 | 99 | -1.15% | -7.00% | -4.35% |
| 21 | NSE:UNIVCABLES | 256.93 | 99 | +12.13% | +35.02% | +128.98% |
| 22 | NSE:PRECWIRE | 255.35 | 98 | +4.69% | +6.11% | +45.50% |
| 23 | NSE:MCX | 253.26 | 98 | -0.87% | -13.62% | +7.43% |
| 24 | NSE:BAJAJCON | 248.81 | 98 | +4.61% | +13.36% | +80.36% |
| 25 | NSE:IDEA | 248.19 | 98 | -0.87% | +8.81% | +60.22% |
▼ Momentum Laggards
| # | Symbol | RM | RM %ile | 1W | 1M | 3M |
|---|---|---|---|---|---|---|
| 1 | NSE:RMDRIP | -214.48 | 0 | +0.46% | +4.76% | -68.97% |
| 2 | NSE:MCLOUD | -211.55 | 0 | +7.95% | +11.68% | +29.87% |
| 3 | NSE:POLYMED | -185.66 | 0 | +10.62% | +7.79% | +34.64% |
| 4 | NSE:AGARIND | -184.03 | 0 | -6.01% | +32.11% | +26.41% |
| 5 | NSE:RNBDENIMS | -175.06 | 0 | -1.69% | +0.27% | -65.80% |
| 6 | NSE:FISCHER | -167.24 | 0 | -1.79% | +1.04% | +0.75% |
| 7 | NSE:DREAMFOLKS | -165.93 | 0 | -2.67% | -8.07% | +1.52% |
| 8 | NSE:ELLEN | -136.86 | 1 | +2.54% | -0.43% | +46.53% |
| 9 | NSE:WESTLIFE | -120.92 | 1 | +2.82% | +3.98% | +11.38% |
| 10 | NSE:COHANCE | -120.49 | 1 | -5.09% | -3.49% | +34.52% |
| 11 | NSE:RPOWER | -117.47 | 1 | -0.60% | -2.86% | +20.69% |
| 12 | NSE:ADVENTHTL | -116.68 | 1 | +3.95% | +3.12% | -3.13% |
| 13 | NSE:LEMERITE | -109.81 | 1 | +1.42% | -57.18% | -68.27% |
| 14 | NSE:PINELABS | -109.68 | 1 | -0.44% | +3.10% | -4.80% |
| 15 | NSE:BRIGADE | -108.67 | 1 | -21.74% | -19.91% | -17.54% |
| 16 | NSE:SULA | -108.26 | 1 | +1.53% | -0.99% | +4.58% |
| 17 | NSE:ABREL | -106.90 | 1 | +5.95% | +4.71% | +17.20% |
| 18 | NSE:GANECOS | -99.73 | 1 | -0.87% | -12.24% | +9.00% |
| 19 | NSE:TIL | -97.46 | 1 | +27.49% | +24.34% | +23.20% |
| 20 | NSE:BAJAJELEC | -97.12 | 1 | +3.06% | -2.90% | -3.56% |
| 21 | NSE:EUREKAFORB | -93.87 | 2 | +3.93% | +1.29% | +10.20% |
| 22 | NSE:KITEX | -92.96 | 2 | +5.17% | +2.89% | +0.56% |
| 23 | NSE:FIVESTAR | -92.85 | 2 | +7.85% | +13.11% | +41.72% |
| 24 | NSE:GOCOLORS | -91.82 | 2 | -2.20% | +20.02% | +51.76% |
| 25 | NSE:NIITMTS | -91.13 | 2 | +10.93% | +5.49% | -18.00% |
% Stocks Above 20DMA
Share of stocks trading above their 20-day average price. A fast gauge of short-term participation — high = most stocks in short-term uptrends.
% Stocks Above 50DMA
Share of stocks above their 50-day average. Medium-term participation. Above ~60% is broadly healthy; below ~30% is washed-out/oversold.
% Stocks Above 200DMA
Share of stocks above their 200-day average — the classic long-term bull/bear line. Above 50% = more than half the market in long-term uptrends.
% in Golden Cross
Share of stocks whose 50-day average is above their 200-day average — a widely-watched long-term bullish configuration.
% in Death Cross
Share of stocks whose 50-day average is below their 200-day average — the bearish opposite of the golden cross.
% in Brutal Strength
Stocks where 25DMA > 50DMA > 200DMA — all averages stacked bullishly. A strict 'strong trend' filter; rising = broadening strength.
% in Brutal Weakness
Stocks where 25DMA < 50DMA < 200DMA — averages stacked bearishly. Rising = broadening weakness.
McClellan Oscillator
A fast-minus-slow average of net advancers (advances minus declines). Above zero = breadth momentum improving; sharp negatives flag selling pressure.
McClellan — Normalized & Bounded (tanh)
The raw McClellan is noisy and unbounded. This standardizes it (1-year rolling z-score), squashes it into a fixed −1…+1 band with tanh (so extremes saturate and never blow up the scale), and smooths it — a readable regime gauge. Above 0 = breadth momentum positive (same sign as raw McClellan>0); near ±1 = stretched.
McClellan Summation Index
The running total of the McClellan Oscillator — a slower, trend-following view of breadth. Rising = accumulating positive breadth.
Advance / Decline Line
Cumulative running total of (advancers − decliners) each day. When it makes new highs with the index, the rally is broad; divergences warn of narrow rallies.
New 52-Week Highs vs New Lows
The raw daily count of stocks making a fresh 52-week HIGH (green) versus a fresh 52-week LOW (red). Highs dominating = genuine leadership/strength; lows expanding = real damage under the surface. The classic 'new highs − new lows' breadth pair.
52-Week New-High − New-Low (net %)
Net new 52-week highs minus new 52-week lows, as % of the universe. Genuine leadership shows up as expanding new highs; expanding new lows = real damage.
Cumulative New-High / New-Low Line
Running total of (new highs − new lows). A smoother trend view of the new-high/new-low balance.
Net Advance %
(Advancers − decliners) as % of the universe for the day. (This is what the old report mislabeled as 'High-Low Index'.) A simple daily breadth pulse.
Zweig Breadth Thrust
A 10-day EMA of advancers ÷ (advancers + decliners). A rare surge from below 0.40 to above 0.615 within 10 days is Zweig's classic powerful buy signal.
Advance / Decline Ratio
Advancers divided by decliners for the day. Above 1 = more stocks up than down. Spikes mark broad up- or down-days; shown as bars because it's noisy.
Stocks Up > X%
How many stocks rose more than the threshold vs the prior close. Surges mark broad buying interest / momentum days.
Stocks Down > X%
How many stocks fell more than the threshold vs the prior close. Surges mark broad distribution / panic days.
Up / Down Turnover Ratio
Total traded value of advancing stocks ÷ that of declining stocks. A value-weighted breadth read — conviction behind the move, not just stock count.
Daily Turnover
Total traded value across the universe (₹ Cr). Rising turnover on up-days = participation; the 21/60-day averages show the trend in activity.
% Weekly MACD Line > 0
Share of stocks whose weekly MACD line is above zero — a slow, big-picture momentum participation gauge.
% Weekly MACD Histogram > 0
Share of stocks whose weekly MACD histogram is positive (momentum accelerating). Leads the MACD-line measure.
Relative Strength Spread (RSS)
Gap between the strongest and weakest stocks' relative strength. Widening = strong leadership/trending market; narrowing = leadership fading.
Critical MA of DOM
Anderson's 'Critical Moving Average' — a smoothed Direction-of-Momentum line. Rising = the market is in a positive-feedback (trending) regime; turning down = momentum leadership is rolling over. The DOM-triggered equity curve is long only while this line is rising.
Direction of Momentum (DOM)
Cumulative returns earned only on days when the RS spread is widening (trend-confirming feedback). Rising DOM = healthy, trend-led market.
Direction of Entropy (DOE)
Cumulative returns earned only on days when the RS spread is narrowing (mean-reverting / disordered feedback). Rising DOE = choppy, rotation-led market.
RS Performance Spread
Cumulative return of relative-strength leaders minus laggards. Rising = momentum/leadership is paying; falling = laggards catching up.
RM Performance Spread
Same idea as RS but using relative momentum (RM). Rising = momentum leaders outperforming momentum laggards.
Leader Advantage
How far the leaders' equity curve sits above the average stock. Persistent advantage = leadership worth following.
Laggard Advantage
How far the laggards' equity curve sits versus the average stock. Usually negative; turning up can signal a low-quality/junk rally.
Leader Equity Curve
Cumulative return of the top-tail (leaders) basket — what holding the strongest names would have earned.
RM Leader/Laggard Advantage
Same idea as the RS advantage, but the basket is ranked by Relative MOMENTUM (RM, derived from the DOM series) instead of relative strength.
RM Leader Equity Curve
Cumulative return of the top relative-MOMENTUM basket — what holding the strongest-momentum names would have earned.
Breadth Strategy (equity)
Cumulative log return of holding the strategy's basket (RM-leaders or the whole market) only on days when ALL of its breadth conditions are true — in cash otherwise. Stylized/frictionless (no costs, daily rebalance): a read on whether the signals add value, not a tradable backtest.
Drawdown (underwater)
How far the strategy's equity sits below its highest point so far, in %. 0 = at a new peak; the deeper/longer the red, the bigger the loss from the prior high. The dotted line marks the worst (max) drawdown over the window.
DOM-Triggered Equity (CMA OOS)
An out-of-sample equity curve that only takes market exposure when DOM momentum is positive — a simple breadth-timed strategy proxy.
Leader DOM-Triggered Equity
Same DOM timing rule but applied to the leaders basket instead of the whole market.
Confirmed-Leader Strategy
Holds the RM-leaders basket only when ALL THREE breadth signals agree: DOM momentum rising, % in Golden Cross above its 14-day average, AND the cumulative new-high/low line above its 21-day average. A multi-filter confirmation — fewer days in the market, aiming for higher-quality exposure.
Universe Average Equity
Cumulative return of an equal-weighted basket of the whole universe — the benchmark the advantage curves are measured against.
RM Leaders & Laggards
Stocks ranked by Relative Momentum (RM): leaders are the strongest momentum names, laggards the weakest. Trailing returns show recent performance.