What Are Breadth Indicators Telling Us About the Trend?

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Euro Stoxx 50, UK FTSE 100 – Price Outlook:

  • 92% of the members in the Euro Stoxx 50 index are above their respective 250-DMAs.
  • 91% of the members in the UK FTSE 100 index are above their respective 20-DMAs.
  • What does it imply for the path of the two indices?

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Improving market breadth factors to additional positive factors in the Euro Stoxx 50 and the UK FTSE 100 index in the coming weeks/months.

As of Friday, 92% of the members in the Euro Stoxx 50 index have been above their respective 250-day shifting averages. Data from 2002 onwards means that when 91%-93% of the members have been above their respective 250-DMAs, the index has been up 74% of the instances over the subsequent 120 days. That is, in such situations, 74% of the instances the index returns have been constructive over a four-month interval, based mostly on historic efficiency (the distribution plot).

Distribution plot of Euro Stoxx 50 index returns

Data Source: Bloomberg; Chart Created by Manish Jaradi in Python

As of Friday, 91% of the members in the UK FTSE 100 index have been above their respective 20-day shifting averages. Data from 2002 onwards means that when 90%-92% of the members have been above their respective 20-DMAs, the index has been up 63% of the instances over the subsequent 30 days. That is, in such situations, 63% of the instances the index returns have been constructive over a one-month interval, based mostly on historic efficiency (the distribution plot).

Distribution plot of UK FTSE 100 index returns

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Data Source: Bloomberg; Chart Created by Manish Jaradi in Python

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— Written by Manish Jaradi, Strategist for DailyFX.com

— Contact and observe Jaradi on Twitter: @JaradiManish





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