MACD-V Breadth Indicator (Volatility-Normalized Momentum)
Market breadth dashboard analyzing S&P 500 constituents using volatility-normalized MACD-V with Wilder ATR smoothing. Visualizes momentum regimes, bull/bear ratios, and histogram breadth. Reference: Spiroglou, "MACD-V: Volatility Normalised Momentum" (SSRN 4099617).
Visualization preview
MACD-V breadth · S&P 500 constituents503 names · sorted · vol-normalised
Bull %62.4%
Bear %21.8%
Neutral15.8%
Regime · 14d● Risk-on
← Most bearish ‖ Most bullish →▲ +120 · ▼ −80 · histogram bands ±80 / ±150
Indicative preview · the live dashboard fetches real-time data and exposes interactive controls.
Overview
Market breadth dashboard analyzing S&P 500 constituents using volatility-normalized MACD-V with Wilder ATR smoothing. Visualizes momentum regimes, bull/bear ratios, and histogram breadth. Reference: Spiroglou, "MACD-V: Volatility Normalised Momentum" (SSRN 4099617).
What’s inside
- Interactive Streamlit dashboard with real-time controls and parameters.
- Methodology documentation explaining inputs, transforms, and outputs.
- Ranked tables, distribution charts, and rolling-window diagnostics.
- Cross-asset comparisons against benchmarks where relevant.