apps2 · Advance–Decline breadth — cumulative rising versus falling stocks

Market breadth versus price — cumulative A/D plus zero-centred 21D / 50D average net advancers For every covered stock and daily session: close above its prior close = advance, below = decline, equal = unchanged. Daily net breadth is advancers − decliners; the ADL is that net count cumulatively summed. The NET 21D and NET 50D lines average that daily net count and oscillate around zero: above zero means more average advancers, below zero means more average decliners. Choose the stored US, Nasdaq-listed, or NYSE-listed equity basket and see the exact eligible/covered counts below the chart. SPX, NAS100, NVDA, SKHY and 000660.KS are price overlays. Use Fill for shape/timing or Z-score for price overlays; the NET axes retain their real, zero-centred stock-count scale. Every layer has its own transparency.

Chart controls

Window Breadth universe Bars Scale Benchmarks Opacity 100% Candle w 70% Trend lines

↕ drag to resize chart height

Stretch tape — price and advance–decline breadth versus their own history colour:

↕ drag to resize tape height

Advance–decline formula, coverage, limitations and controls

What this isA real advance–decline breadth line built from constituent closes. Each stock contributes +1 when today's close is above its prior close, −1 when below, and 0 when unchanged.

Exact formulanet[t] = advancers[t] − decliners[t] and ADL[t] = ADL[t−1] + net[t]. Volume, intraday high and intraday low are not used.

NET 21D and NET 50DSimple moving averages of daily net[t], not of cumulative ADL. They oscillate around zero: positive means more average advancers and negative means more average decliners. Full-history calculation preserves 1M warm-up.

Universe choicesUS archive = stored NASDAQ + NYSE + NYSE MKT equities. The Nasdaq and NYSE choices restrict that same archive by listing venue. ETFs are excluded using the stored instrument type.

Coverage is explicitThe readout prints eligible stocks and the exact number covered on the latest session, plus advancing, declining, unchanged and net counts. Dates below 60% coverage are excluded.

Important limitationThis is the site's current archived equity basket—not every stock listed on an exchange, and not historical index membership. It therefore carries current-universe survivorship bias.

How to compareRising ADL means advances have cumulatively exceeded declines; falling ADL means declines dominate. Divergence from SPX or NAS100 can reveal narrow leadership or broader participation.

SPX and NAS100The cash indices are price references. They are painted last, have independent opacity sliders, and can be made darker/thicker with Bold ref.

Scale modesNET 21D and NET 50D always keep a symmetric real stock-count scale with zero in the middle. Fill gives other series independent ranges; Z-score standardises price overlays.

Chart controlsWheel/pinch zoom, drag pan, Y stretch, datelines, price candles, styled trend lines, resize, fullscreen, tape, and PNG/CSV/JSON export are inherited from /basics.

Data architectureBreadth is calculated server-side from the existing /apps/stocks/data/daily/ archives and exchange metadata, then cached. Price overlays reuse /basics.