Current definition breadth-v2. Charts stamped with it were computed by src/metrics/breadth.py, and every value plotted for a past date could have been computed on that date.
Dominance says where the money is. Breadth says how many things are moving, which is a different question and the one that separates a broad advance from four large caps carrying an index.
Breadth here is measured on market capitalisation , because the basket carries capitalisation and there is no free price series for 700 assets. For a fixed supply the two are identical; for an asset still issuing, cap return overstates price return, which biases every breadth reading up for high-emission names. Same caveat as altseason.py, same reason, and it is why these are regime indicators rather than tradable signals.
Correlation is the exception: it runs on the eleven registered price series, because a correlation of issuance schedules is not a correlation of prices.
Membership is evaluated per day. Nothing back-fills today's survivors into 2019, so a falling asset count in the early record is real history rather than a bug.
Newest first. Each entry says what changed and whether values that had already been published moved with it, followed by the sentence from the module that decided the verdict.
macro_correlation(): the rolling correlation the macro charts were computing inline. Additive — every breadth-v1 series is unchanged; the macro charts now have a version to stamp, which they previously did not and were exempted from carrying one for.
Output was added. Nothing already published changed, so every chart drawn under the previous version still reads the same.
Additive — every breadth-v1 series is unchanged; the macro charts now have a version to stamp, which they previously did not and were exempted from carrying one for.
share above own moving average, advance/decline ratio and cumulative line, rolling pairwise correlation.
The first version of this metric. There is no earlier definition to restate.
4 charts name this metric in their readout line. 3 name it first, so a count taken from the leading stamp alone reports 3 rather than 4. A chart built on several definitions carries all of them, and being second in that list is not the same as being unused.