Market Strength Map
Compare relative leadership, absolute price performance and changing momentum.
Advanced parameters
Polling checks the cached source; data resolution is Weekly. The API may return fewer valid observations than requested.
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Methodology, score breakdown and data limitations
Score /100: clipped component scores for relative trend 38%, momentum 20%, ratio return 14%, direction 10%, heuristic confidence 8%, delivery 5%, flow 5%, plus existing quadrant and direction bonuses. Weights and formulas are unchanged. It is a descriptive ranking, not a forecast.
Heuristic /100: history depth up to 42 points, heading persistence 34, distance from neutral 14 and acceleration stability 10. This is not a calibrated win probability.
Ratio return = (instrument normalized growth / benchmark normalized growth − 1) × 100, not a subtraction in percentage points. Missing observations can cause different start baselines; matching start dates cannot be verified from this response.
Normalized trend and momentum are centered on 100 and bounded 84–116. Both within ±0.8 means neutral. Horizontal movement changes relative trend; vertical movement changes relative momentum, not absolute price. This is an independent custom model.
The API constructs the benchmark from an equal-weight normalized basket of constituents, rather than the published capitalization-weighted index. Missing delivery can be filled with neutral defaults upstream; reported flow cannot establish data availability. Delivery dates and expected coverage are unavailable. No replay exists on this page.
What the Market Strength Map is designed to find
Each sector or stock is reduced to two volatility-adjusted measures against the chosen benchmark: a relative-strength index on the horizontal axis and the rate of change in that strength on the vertical axis, both centred on a neutral 100. The math runs in log-relative space — a fast/slow EMA spread scaled by realized relative volatility and bounded between 84 and 116 — so equal percentage moves score symmetrically regardless of a group's headline volatility. A ±0.8 dead zone around the benchmark suppresses false rotation signals, while trails, velocity arrows and delivery overlays show whether each move is persistent, accelerating and sponsored by real money. Use it to decide where leadership concentrates, where it is rolling over, and which recoveries deserve a watchlist before they deserve capital.
How to read the ranking table
Meaning of every column
Rank by score for a quick tape, then validate: leaders need delivery sponsorship, recoveries need rising confidence, and any state change needs the trail agreeing with the latest dot.
Exchange symbol with sector beneath it. Click a sector row to drill into constituents on the chart.
0–100 composite: relative trend carries the largest weight, then momentum, alpha, direction, confidence and delivery flow.
Last 8 rotations through relative-strength space. Direction and curvature beat any single dot.
Rotation quadrant respecting the dead zone: leading, recovering, fading, lagging or neutral.
Volatility-adjusted measures centred on 100. Above 100 = outperformance; momentum above 100 = the gap is widening.
Ratio-based relative return: (normalized instrument growth / normalized benchmark growth − 1) × 100. Baseline alignment is not exposed by the API.
Vector speed of the rotation with acceleration arrow; confidence blends history depth, persistence and stability.
Conviction layer: delivery strength versus its own baseline, accumulation/distribution flow, and the resulting desk bias.
Risk noteRelative strength describes the past; regimes rotate without notice. The desk-bias chips are a framing device, not advice — position sizing, stops, earnings dates and market-wide risk checks remain yours. Delivery data reflects the latest exchange snapshot and can be revised.
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