ResearchIndicators

Market indicators

Factor indicators for any ticker and the S&P 500, Nasdaq-100 and PHLX Semiconductor indices, and breadth of S&P 500, Nasdaq-100 and SOX members, with S&P 500 breadth by GICS sector.

Market breadth

Your agent reads complete reports free over MCP. Read complete AI research in the browser with a free account. Browse dated AI research reports.

01 Factors

Factor indicators for your ticker, S&P 500, Nasdaq-100 and SOX

One indicator per family, and TD Sequential 9 on daily and weekly closes, each read bullish, neutral or bearish by the rule under its name. Enter a ticker to compute the same rules live on its daily closes next to the indices; open a rule to chart it over the price.

Loading factor indicators…

Indicators preview

See the rest with a free account

Breadth now, its five-year trend and breadth by sector are for signed-in readers. Create a free account to see them in your browser.

Google sign-in · no card · returns you here

05 Method

How it is calculated

Breadth: For each GICS sector, the percentage of its S&P 500 stocks whose close is above their own 20-day simple moving average. Market breadth is the sum of the 11 sector readings, 0 to 1,100: 220 or below is weak, 880 or above strong. Nasdaq-100 breadth is the same share of today's Nasdaq-100 members, 0 to 100%, weak at 20% or below and strong at 80% or above. SOX breadth is the same share of the PHLX Semiconductor index's members.
Factor indicators: Each comes from published research, one per family, except TD Sequential 9, a practitioner's count shown on daily and weekly closes. Index checks cover 2005–2026 on the S&P 500 and Nasdaq-100; each chart includes its source and check results. Read the signals as context, not forecasts. SOX reads the same rules, untested on it; its implied volatility is Cboe's VXSMH on the VanEck Semiconductor ETF, published since September 2025. Index calculations use price-only, unadjusted index closes, excluding dividends. A ticker reads the same rules, untested on single stocks, on its split-adjusted daily closes, computed when you ask, with the latest price during market hours. It has no implied-volatility index, so implied volatility and the variance risk premium stay empty; term structure, credit and the yield curve are market-wide and read the same for every column. Rules needing more history than a recent listing has stay empty too.
Data: S&P 500 constituents and sectors come from Wikipedia's list of S&P 500 companies, Nasdaq-100 members from Nasdaq's published list, SOX members from Nasdaq's index weighting data, daily closes from Yahoo Finance and VXSMH from Cboe. Breadth history covers the past five years using today's members; factor indicators use ten years of closes for five years of history. Free as JSON at /api/market/breadth and /api/market/indicators, with ?ticker=NVDA for one ticker. For information only, not investment advice.