Market Momentum
This dashboard summarizes trend participation, trend state, persistence, and data reliability across U.S., International, Commodities, and Debt markets.
By universe▾
Breadth is the share of tracked instruments where the short SMA exceeds the long SMA. Instruments are counted equally within each universe. The headline “Global” value is an equal-universe average of US, International, Commodities, and Debt breadth.
Stability summarizes how clean and persistent price movement has been recently using a composite of efficiency ratio, persistence, crossover frequency, and long-trend slope. Higher values indicate cleaner trends; lower values indicate choppier structure. Stability is direction-agnostic.
Bias is a high-level participation readout derived from equal-universe breadth. It is descriptive, not prescriptive.
Lookback Window signals are computed using approximately two years (~500 trading days) of price history per instrument. This provides sufficient depth for 20/50-day trend detection, multi-horizon momentum (1M–12M), and stability metrics without introducing stale regime data.
This is a signal construction window — not a proxy for full market history.
Data Quality (DQ) flags feed artifacts such as stale updates, missing rows, outlier prints, and level-shift / revert glitches so derived signals are not over-interpreted.