FTB-C000248 / Indicator

Breadth Thrust

Breadth Thrust is a rapid, rule-defined increase in market-breadth participation over a limited interval.

Also known asbreadth surge

Definitions

In plain terms

It seeks to identify an unusually fast shift from weak to strong participation.

Technical

Every thrust rule must freeze its input breadth series, smoothing, starting and ending thresholds, interval, direction, and missing-data policy.

Scope

The phrase does not identify one universal formula; Zweig Breadth Thrust is one named variant.

Examples

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

Common misconceptions

  • The phrase does not identify one universal formula; Zweig Breadth Thrust is one named variant.

Concept relationships

Where this concept is used

Evidence and governance

  1. Advance-Decline Ratio Indicators and the Zweig Breadth Thrust StockCharts · secondary methodology

    Supports: preferred label, short definition, technical definition

    Limits: Historical signal descriptions are not evidence of future performance, and implementations must freeze thresholds and window semantics.

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

This record is evidence-reviewed and readable, but not yet promoted to published — it is served noindex,follow and excluded from the sitemap.