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 uses approximately two years of trading history for each instrument. That is sufficient for short-, medium-, and one-year momentum diagnostics, but it is not intended to stand in for full-cycle 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.

