FTB-C000032 / Indicator

Traditional McClellan Summation Index

A cumulative breadth index that adds each ready Traditional McClellan Oscillator value to a declared prior level.

Also known asTraditional Summation IndexMcClellan Summation Index

Definitions

In plain terms

This index turns the daily traditional oscillator into a running path. Each ready oscillator value raises or lowers the prior cumulative level.

Technical

For ready traditional oscillator MO_t, update SI_t = SI_(t-1) + MO_t; this pilot uses a pre-output starting level of 1000 and preserves the unrounded cumulative state.

Scope

The recurrence and historical naming are methodology facts; the pilot's fresh-series 1000 teaching seed, precision, checkpoint, revision, and missing-session behavior are explicit documented policies.

Formula

SI_t = SI_(t-1) + MO_t; SI_pre-output = 1000 in this pilot
LaTeX: SI_t=SI_{t-1}+MO_t,\quad SI_{\mathrm{pre}}=1000\ \text{in this pilot}
SymbolMeaningUnit
SI_tCurrent traditional summation levelissue-count breadth points
SI_(t-1)Previous traditional summation levelissue-count breadth points
MO_tReady Traditional McClellan Oscillatorissues

Output unit: issue-count breadth points

Examples

  • Starting from 1000, an oscillator of 5 produces 1005 and the next oscillator of negative 2 produces 1003.

Common misconceptions

  • The absolute level cannot be compared responsibly unless the starting convention and input history are compatible.

Concept relationships

Where this concept is used

Evidence and governance

  1. The McClellan Oscillator and Summation Index McClellan Financial Publications · first party methodology

    Supports: preferred label, short definition, technical definition, formula, historical attribution, variant distinction

    Limits: Interpretive descriptions and historical conventions are not current out-of-sample performance evidence or a universal fresh-series calibration.

Reviewed by
fintech-builder-owner-approved
Last reviewed
2026-07-26
Next review
2027-07-26
Record status
published