Signal library · Index & ETF
Breadth thrust
The share of the market above its 50-day average jumps from under 30% to over 60% within 10 days.
- What it is for
- A Zweig-style breadth thrust: rare, broad buying that has often started new bull legs.
- Rule
- Buy (long) on 1d bars when (b50 value below 30) then (b50 value crosses above 60), each within 10 bars. Stop: 3 × ATR(14) from the entry. Target: 3 × the risk (stop distance). Exit after 60 bars at the latest.
- Side
- ▲ Long (buy)
- 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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