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Historical Return Averages from DeGraaf Thrust Detection [%]


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

-0.57
-0.4
-0.58
2.62
7.41
13.26


Historical DeGraaf Breadth Thrust Returns [%]


Date
% => 20DMA
+5d
Return[%]
+10d
Return [%]
+22d
Return [%]
+63d
Return [%]
+126d
Return [%]
+252d
Return [%]

2003/03/21
65.4
-3.6
-1.89
2.59
11.15
15.69
22.28

2003/06/02
61
0.92
4.52
2.77
4.24
9.43
15.95

2003/06/06
64
0.09
0.8
1.46
3.4
8.3
15.46

2003/09/03
55.8
-1.5
-0.03
0.35
3.93
12.53
8.97

2004/11/05
59.8
1.54
0.36
1.43
3.05
1.09
4.63

2007/09/19
57.2
-0.24
0.69
-1.86
-4.84
-13.05
-21.09

2009/01/06
55.2
-6.73
-10.11
-7.07
-12.75
-5.9
21.66

2009/07/23
64
1.07
2.13
5.05
10.77
11.83
12.94

2009/09/16
56
-0.74
-1.09
1.77
3.66
9.08
5.23

2010/03/17
59.2
0.13
0.28
2.68
-4.42
-3.53
7.77

2010/07/26
58.2
0.97
1.15
-5.35
6.1
15.77
19.95

2010/07/27
58.6
0.59
0.65
-5.98
6.44
15.92
19.58

2010/09/20
58.4
-0.05
-0.5
3.1
8.86
13.62
5.37

2011/07/01
63.6
-1.51
-2.56
-5.92
-15.54
-6.13
1.93

2011/07/07
66.4
-3.28
-0.7
-17.27
-15.46
-5.33
0.11

2011/10/24
64
-0.07
0.55
-7.37
5.73
10.88
12.67

2011/10/27
79.6
-1.82
-3.5
-6.96
2.21
8.82
9.91

2012/09/14
60.4
-0.38
-1.71
-0.74
-2.42
6.34
17.72

2013/07/11
59.2
0.86
0.91
0.86
-1.11
9.74
17.47

2013/09/18
63.4
-1.9
-1.83
1.1
3.22
8.49
16.57

2013/09/19
59.6
-1.37
-2.54
1.3
5.13
8.37
16.72

2013/10/18
55
0.88
0.98
2.49
5.69
7.74
9.14

2013/10/22
55
0.98
0.47
2.35
4.21
7.06
9.83

2014/06/06
56.29
-0.68
0.69
1.2
2.99
6.28
6.66

2014/10/31
60.36
0.69
1.08
2.79
1.58
3.54
4.26

2019/01/18
71.49
-1.01
2.03
3.9
8.88
11.77
24.34

2020/06/03
67.72
2.15
-0.3
1.82
12.93
17.28
34.26

2020/06/05
75.25
-4.78
-3.01
-0.75
8.18
14.8
32.33

2020/11/09
71.68
2.15
0.76
3.31
10.12
14.44
31.96		 
Note: These data update overnight.