Signal library · Index & ETF
Long-term breadth turns negative
Fewer than half of the market's stocks stay above their 200-day average and the index ETF is below its own.
- What it is for
- A broad, long-term bear regime filter.
- Rule
- Sell short on 1d bars when (b200 value crosses below 50) and (close below s200). Stop: 3 × ATR(14) from the entry. Target: 2 × the risk (stop distance). Exit after 60 bars at the latest.
- Side
- ▼ Short (sell / exit)
- Timeframes
- 1d
- Runs on
- Each market's index ETFs, with its volatility index and breadth
Out of sample · after fees and slippage
Verified record
| Market | Timeframe | Status | Trades | Expectancy / trade | Hit rate | Max drawdown |
|---|---|---|---|---|---|---|
| United States | 1d | information only | — | — | — | — |
| India | 1d | information only | — | — | — | — |
| United Kingdom | 1d | information only | — | — | — | — |
| Europe | 1d | information only | — | — | — | — |
Backtested on past data after estimated fees and slippage, out of sample. Past results do not predict future results. Signals are market information, not advice.
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