Stock Market Statistics
Market breadth, trend participation, sector performance, and ELO strength distribution — aggregated daily from 3,680 US equities. These statistics give a quantitative snapshot of the market's overall health, where institutional capital is flowing, and which stocks have the strongest momentum profiles.
Market Breadth — Trend States
ELO Strength Distribution
Sector Performance — Avg 1-Day Return
| Sector | Stocks | Avg 1D Change |
|---|---|---|
| Real Estate | 114 | +1.35% |
| Energy | 116 | +0.88% |
| Financial Services | 400 | +0.66% |
| Communication Services | 83 | +0.60% |
| Consumer Staples | 1 | +0.59% |
| Macro | 5 | +0.41% |
| Financial | 1 | +0.12% |
| Consumer Defensive | 84 | -0.14% |
| Utilities | 57 | -0.14% |
| Industrials | 295 | -0.34% |
| Consumer Cyclical | 212 | -0.61% |
| — | 1010 | -0.61% |
| Healthcare | 60 | -0.70% |
| Materials | 1 | -0.73% |
| Index | 3 | -0.75% |
| Health Care | 315 | -1.02% |
| Technology | 256 | -1.53% |
| Basic Materials | 84 | -1.65% |
Top 10 by ELO Strength (Uptrend)
YTD Leaders (>$1B mkt cap)
About These Statistics
These statistics are computed daily from the full Stock Alarm Pro stock universe — over 3,600 US equities spanning large-cap, mid-cap, and small-cap stocks across all 11 GICS sectors. They provide a quantitative view of market conditions that goes beyond simply tracking major index levels.
The trend state breakdown (uptrend/pullback/rally/downtrend) is derived from each stock's position relative to its 50-day and 200-day moving averages — a framework used by institutional trend-following strategies. When more than 60% of stocks are in uptrend, conditions favor long positions across the board. When that number falls below 40%, the market environment becomes more selective.
ELO strength measures consistent outperformance of the S&P 500 over 26 weekly matchups. The distribution of ELO ratings across all stocks gives a picture of how many companies are genuinely leading vs. how many are simply not declining yet. A market with a high percentage of elite ELO stocks (1500+) has broad leadership — the opposite scenario, where only a handful of mega-caps carry the index while most stocks lag, shows up as a low elite percentage despite high index levels.
Frequently Asked Questions
- What is market breadth?
- Market breadth measures how many individual stocks are participating in a market move. High breadth (most stocks rising) suggests a broad, healthy rally. Low breadth (only a few large stocks driving gains) can signal fragility beneath the surface.
- What does it mean when most stocks are in uptrend?
- When a high percentage of stocks are in confirmed uptrends (price above both the 50-day and 200-day MAs), it indicates broad market participation and a generally healthy bull environment. Percentages above 60% are bullish; below 40% suggest broad deterioration.
- How is ELO strength calculated?
- ELO strength measures how consistently a stock outperforms the S&P 500 over 26 weekly matchups. The market-wide ELO distribution gives a snapshot of how the overall market is positioned relative to its historical strength baseline.
- How often is this data updated?
- Statistics are computed from our screener data, which is updated daily. This page refreshes every hour to reflect the latest dataset.
Data is provided for informational purposes only and does not constitute investment advice. Past performance is not indicative of future results.