FTB-C000245 / Indicator

200-Day Breadth

200-Day Breadth is percent-above-moving-average breadth calculated with a 200-session moving average.

Also known aspercent above 200-day MA

Intermediate 1 linked topicPublished

Definitions

In plain terms

It summarizes longer-horizon trend participation across the eligible universe.

Technical

The implementation inherits the percent-above-MA contract and fixes the lookback at 200 declared sessions.

Scope

Two hundred sessions are not a universal calendar-year definition.

Examples

  • A Fintech Builder lesson can compute or identify 200-Day Breadth only after declaring its inputs, timing, and edge-case rules.

Common misconceptions

  • Two hundred sessions are not a universal calendar-year definition.

Concept relationships

Prerequisites

Broader concepts

Related

Where this concept is used

Tutorials planned

These catalogued topics use this concept, but their complete build has not shipped yet.

  • D04-F03-A06 Primary

Evidence and governance

  1. Percent Above Moving Average StockCharts ChartSchool · secondary methodology

    Supports: preferred label, short definition, technical definition

    Limits: Threshold interpretation and universe composition are contextual and must not be treated as guaranteed signals.

Reviewed by
fintech-builder-batch-005
Last reviewed
2026-07-27
Next review
2027-07-27
Record status
published
Written by

Fintech engineer building market-data and financial systems, and the author of every article, glossary record, and reference implementation on The Fintech Builder.