This article explores how analyzing sector internals—such as median sector returns, participation rates, and dispersion—can uncover market strength that traditional price action may obscure.
Analyzing sector breadth provides critical insights into market health, enabling traders to differentiate between robust trends and fragile movements by assessing sector participation in price changes.
This article analyzes various breadth divergences to identify which carry the most significant market signals, emphasizing the importance of distinguishing between reliable indicators and false positives.
This article explores how the combination of narrow market breadth and elevated volatility can signal fragile market conditions, prompting traders to adopt a more defensive posture.
Identifying early sector rotation through sector breadth and scores can provide investors with actionable insights before shifts are reflected in major indices.