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Historical Return Averages from Breadth Thrust Detection [%]


Stat
+5d
Return [%]
+10d
Return [%]
+22d
Return [%]
+63d
Return [%]
+126d
Return [%]
+252d
Return [%]

Mean
0.4
0.73
1.82
3.66
7.69
13.32

Median
0.19
0.6
1.61
3.74
7.68
13.78

Number Up
56
56
62
68
71
77

Number Down
27
27
21
15
12
3


Historical Breadth Thrust Returns [%]


Date
Ratio
+5d
Return[%]
+10d
Return [%]
+22d
Return [%]
+63d
Return [%]
+126d
Return [%]
+252d
Return [%]

1991/12/31
1.93
0.24
0.88
-1.99
-3.21
-2.15
5.01

1992/01/02
2.09
0.08
0.23
-1.85
-3.12
-1.05
5.17

1992/01/03
2.21
-1.01
-0.11
-1.31
-4.49
-1.81
3.9

1992/01/06
2.19
-0.87
-0.38
-0.99
-3.93
-0.99
4.17

1992/01/07
1.92
0.73
-1.14
-0.86
-2.83
-1.97
4.06

1997/05/05
1.94
0.89
0.36
1.59
14.46
10.16
34.36

1997/05/09
1.91
0.6
2.7
5.43
13.19
13.73
34.17

1997/05/12
2.05
-0.52
1.44
5.47
11.86
10.73
33.2

2003/03/25
1.95
-1.86
0.41
2.75
12.43
17.64
24.76

2003/06/04
2.09
1.14
2.42
1.84
4.06
8.15
13.22

2003/06/05
2.08
0.85
0.46
1.79
3.82
7.53
13.37

2003/10/14
2.04
-0.33
-0.26
0.85
7.72
7.56
5.13

2004/11/05
2.12
1.54
0.36
1.43
3.05
1.09
4.63

2004/11/08
2.06
1.63
1.06
2.09
3.21
0.11
4.97

2004/11/12
1.92
-1.17
-0.47
1.82
1.86
-1.56
4.27

2007/03/21
1.91
-1.24
0.3
3.2
5.42
6.55
-7.35

2008/12/05
2.17
0.42
1.35
3.84
-17.86
7.57
25.93

2008/12/08
2.12
-4.52
-4.18
-2.13
-20.7
3.24
20.03

2009/03/19
1.91
6.23
6.42
8.42
17.13
35.9
47.94

2009/03/23
2.28
-4.3
1.53
3.52
8.52
29.38
42.68

2009/07/21
2.03
2.62
5.35
5.53
15.01
19.22
12.05

2009/07/22
2.18
2.21
5.1
7.55
14.36
17.02
14.63

2009/07/23
2.47
1.07
2.13
5.05
10.77
11.83
12.94

2009/07/24
2.84
0.84
3.19
4.98
11.61
12
13.86

2009/07/27
2.35
2.08
2.54
4.68
9.92
11.2
13.4

2009/07/28
2.03
2.66
1.5
5.24
8.91
12.03
12.91

2009/09/16
2.21
-0.74
-1.09
1.77
3.66
9.08
5.23

2009/09/17
2.21
-1.38
-3.34
3.04
4.1
8.86
5.64

2009/09/18
2.03
-2.24
-4.03
2.13
2.6
9.13
6.97

2010/06/16
1.96
-1.73
-6.58
-4.46
0.58
11.29
15.54

2010/09/14
2.16
0.4
2.46
4.34
9.98
16.34
2.96

2010/09/15
2.24
1.57
1.52
4.71
10.25
15.23
3.31

2011/03/30
2.09
0.35
-0.29
2.43
-3.63
-12.45
6.34

2011/07/07
2
-2.74
-0.61
-13.35
-13.91
-5.57
-0.06

2011/10/18
1.91
0.3
-0.58
-0.75
7.27
12.37
19.22

2013/03/11
2.28
-0.26
-0.29
2.39
5.56
7.42
20.01

2013/03/12
1.92
-0.27
0.73
2.34
4.74
8.47
20.34

2013/03/14
1.91
-1.11
0.38
0.73
4.68
7.69
17.78

2013/05/15
2.17
-0.21
-0.26
-1.19
1.6
6.57
12.78

2013/07/09
2.24
1.45
2.43
2.73
1.44
11.23
19.4

2013/07/10
1.93
1.71
2.02
2.35
0.17
11.19
18.88

2013/07/11
1.99
0.86
0.91
0.86
-1.11
9.74
17.47

2013/07/15
1.99
0.77
0.17
0.17
1.23
8.12
17.28

2013/07/18
2.08
0.05
1.04
-2.56
1.9
9.26
17.1

2013/09/16
2.04
0.25
-0.95
1.41
4.58
10.29
17.75

2013/09/17
2.1
-0.43
-0.57
1.67
4.8
9.15
17.41

2013/09/18
2.13
-1.9
-1.83
1.1
3.22
8.49
16.57

2013/09/19
1.94
-1.37
-2.54
1.3
5.13
8.37
16.72

2013/10/22
2.08
0.98
0.47
2.35
4.21
7.06
9.83

2013/12/30
1.92
-0.17
-0.12
-3.18
2.41
7.18
13

2014/02/18
2.33
0.24
1.8
1.7
2.41
7.12
14.07

2014/02/20
2.18
0.79
2.02
0.96
2.62
7.98
14.7

2014/08/21
2.18
0.22
0.77
-0.48
2.83
5.89
-1.08

2014/10/27
2
2.86
3.91
5.67
2.07
7.4
5.31

2014/10/28
2.17
1.36
2.75
4.16
1.82
5.06
5.3

2014/10/29
2.22
2.08
2.82
3.59
0.64
6.36
5.4

2014/10/30
2.46
1.83
2.24
3.6
1.31
6.01
4.25

2014/10/31
2.52
0.69
1.08
2.79
1.58
3.54
4.26

2014/11/03
2.18
1.01
1.17
2.68
1.17
3.09
4.56

2014/11/05
2.18
0.73
1.24
1.82
1.58
4.57
3.77

2014/11/06
2.01
0.4
1.06
1.41
0.76
3.65
3.35

2014/11/10
1.95
0.15
1.53
-0.14
1.49
2.95
2.13

2015/10/08
1.92
0.52
1.94
3.24
-4.54
1.42
6.97

2015/10/12
2.29
0.8
2.66
2.85
-3.9
3.22
5.91

2016/02/26
2.13
2.67
3.81
5.95
7.29
11.52
21.65

2016/07/11
2.07
1.39
1.47
1.79
0.78
6.16
13.49

2016/07/12
2.76
0.54
0.79
1.56
0.54
5.43
13.53

2016/07/13
2.25
0.96
0.66
1.47
-0.73
5.71
13.72

2016/07/14
1.99
0.07
0.29
1.22
-1.14
4.93
13.66

2018/11/07
1.92
-3.26
-6.11
-6.26
-3.77
2.4
9.64

2019/01/09
2.23
0.98
2.08
4.76
11.34
15.79
25.85

2019/01/10
1.97
0.75
1.76
4.36
11.23
15.53
26.11

2019/01/17
2.4
0.24
2.59
5.46
10.03
13.63
25.83

2019/01/18
2.32
-0.22
1.34
4.27
8.77
11.45
24.67

2019/09/09
2.11
0.97
0.46
-2.87
4.67
-7.78
15.06

2019/09/10
1.91
0.62
0.42
-2.01
5.59
-3.26
11.83

2019/09/11
2.34
0.16
-1.14
-2.09
4.5
-8.65
13.26

2019/09/12
2.04
-0.09
-0.82
-1.31
4.09
-17.57
10.95

2020/06/05
2.13
-6.01
-2.46
-1.52
12.11
14.87
32.44

2020/06/08
2.47
-5.91
-4.17
-1.93
6.89
13.44
30.76

2020/10/07
1.99
2.7
0.69
2.66
9.61
19.82
N/A

2020/10/08
2.21
1.21
-0.33
1.82
10.36
19.79
N/A

2020/10/09
1.9
0.18
-0.68
2.11
10
18.72
N/A		 
Note: These data update overnight.