Supertrend Market State Research
This site reads the state of the market from three Supertrend lines - uptrend, sideways, choppy or downtrend - and compares it with history: when the market looked like this before, how much longer did it last, and how did it end? For the index ETFs and 230 US stocks and ETFs, updated nightly. It does not give buy or sell signals.
The coloured box is the state of each index, read from the middle and the slow Supertrend line: rising line under the price = uptrend, lines forming one level = sideways, price between the lines = choppy, falling line above the price = downtrend. Below it: how much longer earlier phases of the same age lasted. The lower part of the card shows the Supertrend consensus and its phase, which can still read Uptrend while the market goes sideways.
Of all earlier phases that reached a given age: how many more trading days did they last? Days left = half of them were over within that time, Range = the middle half. For phases without a trend the last two columns show which way they ended. Context for timing, not a signal.
| Phase | Age | Cases | Days left | Range | Then up | Then down |
|---|---|---|---|---|---|---|
| Phase without a trend | 1 | 660 | 18 | 5 to 29 | 61% | 39% |
| 5 | 549 | 17 | 8 to 28 | 60% | 40% | |
| 10 | 440 | 15 | 9 to 27 | 59% | 41% | |
| 20 | 327 | 10 | 4 to 22 | 61% | 39% | |
| 30 | 176 | 11 | 4 to 24 | 53% | 47% | |
| 40 | 100 | 13 | 5 to 26 | 51% | 49% | |
| 60 | 38 | 10 | 5 to 19 | 47% | 53% | |
| Uptrend | 1 | 535 | 13 | 7 to 23 | - | - |
| 5 | 497 | 11 | 4 to 20 | - | - | |
| 10 | 365 | 10 | 4 to 21 | - | - | |
| 20 | 192 | 11 | 3 to 19 | - | - | |
| 30 | 101 | 9 | 3 to 14 | - | - | |
| 40 | 48 | 6 | 1 to 11 | - | - | |
| Downtrend | 1 | 399 | 9 | 5 to 15 | - | - |
| 5 | 360 | 6 | 2 to 12 | - | - | |
| 10 | 204 | 6 | 2 to 10 | - | - | |
| 20 | 55 | 3 | 1 to 6 | - | - |
| Phase | Age | Cases | Days left | Range | Then up | Then down |
|---|---|---|---|---|---|---|
| Phase without a trend | 1 | 27,712 | 20 | 6 to 33 | 57% | 43% |
| 5 | 23,484 | 19 | 11 to 32 | 57% | 43% | |
| 10 | 19,259 | 17 | 10 to 31 | 57% | 43% | |
| 20 | 14,804 | 12 | 4 to 27 | 57% | 43% | |
| 30 | 8,443 | 14 | 6 to 29 | 57% | 43% | |
| 40 | 5,275 | 14 | 5 to 29 | 57% | 43% | |
| 60 | 2,047 | 15 | 6 to 32 | 56% | 44% | |
| 90 | 552 | 15 | 7 to 32 | 56% | 44% | |
| Uptrend | 1 | 21,197 | 11 | 6 to 19 | - | - |
| 5 | 19,145 | 8 | 3 to 17 | - | - | |
| 10 | 13,224 | 8 | 3 to 16 | - | - | |
| 20 | 5,749 | 8 | 3 to 15 | - | - | |
| 30 | 2,404 | 7 | 3 to 14 | - | - | |
| 40 | 974 | 6 | 2 to 13 | - | - | |
| 60 | 132 | 7 | 3 to 13 | - | - | |
| Downtrend | 1 | 18,061 | 9 | 5 to 16 | - | - |
| 5 | 16,100 | 7 | 3 to 13 | - | - | |
| 10 | 9,971 | 6 | 2 to 12 | - | - | |
| 20 | 3,328 | 5 | 2 to 12 | - | - | |
| 30 | 1,072 | 6 | 2 to 12 | - | - | |
| 40 | 373 | 5 | 2 to 12 | - | - | |
| 60 | 48 | 7 | 2 to 12 | - | - |
Completed phases since 1990. Rows with fewer than 10 phases are left out. The four index ETFs move together, so their phases are not independent cases.
The Supertrend gives me no buy or sell signals. I use the three lines to see at a glance what state the market is in - mostly on SPX, RUT and SPY - and adjust the way I trade options to it.
This is how one trader reads the page, not a recommendation.
Every day since 1990 is assigned to one state, and we measure the next 20 trading days. The last row is the baseline for all days - a row only says something where it differs from it.
| State | Days | Return | Positive | Drawdown | Drop 5%+ |
|---|---|---|---|---|---|
| Uptrend | 12,851 | +0.71% | 62.2% | -2.6% | 16.2% |
| Sideways - flat support | 1,762 | +0.57% | 60.6% | -2.8% | 18.3% |
| Choppy | 6,248 | +0.52% | 60.8% | -3.6% | 25.7% |
| Sideways - flat resistance | 1,491 | -0.04% | 56.1% | -5.0% | 36.9% |
| Downtrend | 6,840 | +1.32% | 64.6% | -4.0% | 27.0% |
| All days | 29,192 | +0.77% | 62.1% | -3.3% | 22.0% |
| State | Days | Return | Positive | Drawdown | Drop 5%+ |
|---|---|---|---|---|---|
| Uptrend | 477,509 | +1.47% | 56.9% | -5.1% | 35.8% |
| Sideways - flat support | 97,321 | +1.53% | 56.3% | -5.3% | 37.1% |
| Choppy | 268,851 | +1.64% | 56.2% | -5.7% | 39.9% |
| Sideways - flat resistance | 74,375 | +1.92% | 56.9% | -6.2% | 41.8% |
| Downtrend | 345,461 | +1.86% | 56.7% | -6.5% | 42.8% |
| All days | 1,263,517 | +1.65% | 56.6% | -5.7% | 39.0% |
Sideways = support or resistance level flat for 15 trading days or more. Days overlap, so the counts are days, not independent events. No stops or costs. The universe is today's symbol list applied to the whole history (survivorship bias), which lifts returns and softens drawdowns in every row, including the baseline.
Current Supertrend consensus across all 230 tracked symbols. Market Score is the average consensus value (-3 to +3).
Automatically selected from today's Strong Uptrend equities. Use the search to analyze any of the 230 tracked symbols.
Where are trends running, and where has the market gone sideways? Share of each sector's members in an uptrend, sideways, choppy or in a downtrend. Score = average Supertrend consensus (-3 to +3).
| Sector | N | Score | Up | Sideways | Choppy | Down | State |
|---|---|---|---|---|---|---|---|
| Energy | 8 | +2.25 | 88% | 0% | 0% | 12% | Trending up |
| Healthcare | 19 | +1.74 | 63% | 11% | 11% | 16% | Trending up |
| Consumer Defensive | 4 | +1.50 | 75% | 25% | 0% | 0% | Trending up |
| Consumer Cyclical | 13 | +1.00 | 62% | 15% | 8% | 15% | Trending up |
| Utilities | 8 | +0.00 | 50% | 0% | 0% | 50% | Trending up |
| Financial Services | 21 | -0.38 | 33% | 10% | 14% | 43% | Mixed |
| Real Estate | 8 | -0.62 | 38% | 25% | 0% | 38% | Mixed |
| Industrials | 50 | -0.82 | 28% | 12% | 10% | 50% | Trending down |
| Index | 13 | -1.08 | 31% | 0% | 15% | 54% | Trending down |
| Technology | 53 | -1.66 | 17% | 9% | 6% | 68% | Trending down |
| Agriculture | 4 | -1.75 | 25% | 0% | 0% | 75% | Trending down |
| Crypto | 5 | -2.60 | 0% | 0% | 20% | 80% | Trending down |
| Commodities | 17 | -2.65 | 6% | 6% | 0% | 88% | Trending down |
| Communication Services | 7 | -3.00 | 0% | 14% | 0% | 86% | Trending down |
Where are trends running, and where has the market gone sideways? Share of each theme's members in an uptrend, sideways, choppy or in a downtrend. Score = average Supertrend consensus (-3 to +3).
| Theme | N | Score | Up | Sideways | Choppy | Down | State |
|---|---|---|---|---|---|---|---|
| Sustainability & Resource Transition | 4 | +3.00 | 100% | 0% | 0% | 0% | Trending up |
| Next-Gen Healthcare | 17 | +2.29 | 71% | 12% | 12% | 6% | Trending up |
| Legacy Assets & Services | 16 | +1.62 | 75% | 6% | 12% | 6% | Trending up |
| Software & Digital Transformation | 11 | +0.36 | 45% | 18% | 9% | 27% | Mixed |
| Automation & Smart Infrastructure | 18 | -0.17 | 28% | 22% | 17% | 33% | Mixed |
| Capital Markets & Financial Innovation | 16 | -0.31 | 31% | 12% | 19% | 38% | Mixed |
| Future Mobility & Defense | 14 | -1.50 | 14% | 14% | 7% | 64% | Trending down |
| Energy Transition & Smart Grid | 12 | -1.92 | 17% | 17% | 0% | 67% | Trending down |
| Next-Gen Connectivity & Edge | 8 | -2.12 | 12% | 0% | 0% | 88% | Trending down |
| Artificial Intelligence & Compute | 30 | -2.13 | 10% | 10% | 7% | 73% | Trending down |
| Digital Economy & Platforms | 11 | -2.45 | 9% | 9% | 0% | 82% | Trending down |
| Semiconductor Infrastructure | 9 | -3.00 | 0% | 0% | 0% | 100% | Trending down |
Phase Days: total trading days in the current phase. Progress: current length vs. historical average for that symbol and direction - 100% = as long as typical. Comp%: fraction of the current phase spent in a sideways range (+2/-2 instead of full +3/-3). A symbol can show Strong Uptrend today while having spent most of its phase range-bound - Comp% makes this visible. Green <30% = clean trend, amber 30–60% = mixed, red >60% = range-bound.
| # | Symbol | Type | Sector | State | Phase Days | Progress | Comp% |
|---|---|---|---|---|---|---|---|
| 1 | NEE | EQUITY | Utilities | Strong Uptrend | 111d | 456.8% | 46% |
| 2 | DHR | EQUITY | Healthcare | Strong Uptrend | 104d | 259.4% | 39% |
| 3 | TMO | EQUITY | Healthcare | Strong Uptrend | 104d | 235.8% | 26% |
| 4 | AI | EQUITY | Technology | Strong Uptrend | 59d | 176.6% | 25% |
| 5 | XOM | EQUITY | Energy | Strong Uptrend | 71d | 174.9% | 45% |
| 6 | PFE | EQUITY | Healthcare | Strong Uptrend | 57d | 161.9% | 39% |
| 7 | CVX | EQUITY | Energy | Strong Uptrend | 74d | 152.6% | 42% |
| 8 | CSX | EQUITY | Industrials | Strong Uptrend | 38d | 126.2% | 37% |
| 9 | TSLA | EQUITY | Consumer Cyclical | Strong Uptrend | 45d | 111.1% | 44% |
| 10 | BX | EQUITY | Financial Services | Strong Uptrend | 33d | 102.8% | 3% |
| 11 | ABBV | EQUITY | Healthcare | Strong Uptrend | 47d | 102.6% | 21% |
| 12 | LULU | EQUITY | Consumer Cyclical | Strong Uptrend | 35d | 89.3% | 29% |
| 13 | VRTX | EQUITY | Healthcare | Strong Uptrend | 32d | 88.6% | 31% |
| 14 | ZS | EQUITY | Technology | Strong Uptrend | 30d | 83.6% | 47% |
| 15 | AAPL | EQUITY | Technology | Strong Uptrend | 32d | 65.6% | 19% |
| # | Symbol | Type | Sector | State | Phase Days | Progress | Comp% |
|---|---|---|---|---|---|---|---|
| 1 | BWXT | EQUITY | Industrials | Strong Downtrend | 78d | 259.1% | 27% |
| 2 | CAT | EQUITY | Industrials | Strong Downtrend | 74d | 251.7% | 32% |
| 3 | TMUS | EQUITY | Communication Services | Strong Downtrend | 66d | 215% | 46% |
| 4 | SMR | EQUITY | Industrials | Strong Downtrend | 95d | 195.5% | 48% |
| 5 | APP | EQUITY | Communication Services | Strong Downtrend | 74d | 187.3% | 12% |
| 6 | EZU | ETF | Index | Strong Downtrend | 38d | 184.5% | 13% |
| 7 | RRX | EQUITY | Industrials | Strong Downtrend | 57d | 182.1% | 32% |
| 8 | MCHI | ETF | Index | Strong Downtrend | 51d | 170.6% | 31% |
| 9 | JBL | EQUITY | Technology | Strong Downtrend | 47d | 167.3% | 32% |
| 10 | CORZ | EQUITY | Technology | Strong Downtrend | 81d | 158.2% | 35% |
| 11 | XLI | ETF | Industrials | Strong Downtrend | 44d | 155.5% | 9% |
| 12 | NUKZ | ETF | Commodities | Strong Downtrend | 30d | 155.4% | 30% |
| 13 | BAC | EQUITY | Financial Services | Strong Downtrend | 41d | 154.7% | 22% |
| 14 | HEI | EQUITY | Industrials | Strong Downtrend | 41d | 142.4% | 42% |
| 15 | HWM | EQUITY | Industrials | Strong Downtrend | 44d | 141% | 4% |
| # | Symbol | Type | Sector | State | Phase Days | Progress | Comp% |
|---|---|---|---|---|---|---|---|
| 1 | SYK | EQUITY | Healthcare | Strong Uptrend | 5d | 11.8% | 0% |
| 2 | XLRE | ETF | Real Estate | Strong Uptrend | 4d | 10.5% | 0% |
| 3 | IBM | EQUITY | Technology | Strong Uptrend | 4d | 10.4% | 0% |
| 4 | ADBE | EQUITY | Technology | Strong Uptrend | 4d | 9.8% | 0% |
| 5 | ITW | EQUITY | Industrials | Strong Uptrend | 4d | 9.7% | 0% |
| 6 | HUBS | EQUITY | Technology | Strong Uptrend | 4d | 9.7% | 0% |
| 7 | SBUX | EQUITY | Consumer Cyclical | Strong Uptrend | 4d | 9% | 0% |
| 8 | DIA | ETF | Index | Strong Uptrend | 4d | 8.5% | 0% |
| 9 | WELL | EQUITY | Real Estate | Strong Uptrend | 4d | 7.9% | 0% |
| 10 | BSX | EQUITY | Healthcare | Strong Uptrend | 4d | 7.8% | 0% |
| # | Symbol | Type | Sector | State | Phase Days | Progress | Comp% |
|---|---|---|---|---|---|---|---|
| 1 | DHR | EQUITY | Healthcare | Strong Uptrend | 104d | 259.4% | 39% |
| 2 | TMO | EQUITY | Healthcare | Strong Uptrend | 104d | 235.8% | 26% |
| 3 | HCA | EQUITY | Healthcare | Strong Uptrend | 87d | 212.2% | 51% |
| 4 | GTLB | EQUITY | Technology | Uptrend | 81d | 268.2% | 40% |
| 5 | CVX | EQUITY | Energy | Strong Uptrend | 74d | 152.6% | 42% |
| 6 | MSFT | EQUITY | Technology | Downtrend | 72d | 129.3% | 44% |
| 7 | XOM | EQUITY | Energy | Strong Uptrend | 71d | 174.9% | 45% |
| 8 | IBIT | ETF | Crypto | Downtrend | 68d | 135.7% | 48% |
| 9 | GOOGL | EQUITY | Communication Services | Strong Downtrend | 59d | 111.1% | 85% |
| 10 | ZIM | EQUITY | Industrials | Downtrend | 59d | 179.3% | 46% |
| # | Symbol | Type | Sector | State | Phase Days | Progress | Comp% |
|---|---|---|---|---|---|---|---|
| 1 | NEE | EQUITY | Utilities | Strong Uptrend | 111d | 456.8% | 46% |
| 2 | POWL | EQUITY | Industrials | Strong Downtrend | 110d | 237.1% | 62% |
| 3 | VRT | EQUITY | Industrials | Strong Downtrend | 109d | 281.7% | 55% |
| 4 | ENPH | EQUITY | Technology | Downtrend | 96d | 195.5% | 29% |
| 5 | SMR | EQUITY | Industrials | Strong Downtrend | 95d | 195.5% | 48% |
| 6 | ODFL | EQUITY | Industrials | Downtrend | 90d | 284.8% | 30% |
| 7 | XPO | EQUITY | Industrials | Downtrend | 87d | 271% | 44% |
| 8 | MS | EQUITY | Financial Services | Downtrend | 82d | 296% | 57% |
| 9 | SAIA | EQUITY | Industrials | Downtrend | 81d | 247.7% | 43% |
| 10 | CORZ | EQUITY | Technology | Strong Downtrend | 81d | 158.2% | 35% |
| # | Symbol | Type | Sector | State | Phase Days | Progress | Comp% |
|---|---|---|---|---|---|---|---|
| 1 | GOOGL | EQUITY | Communication Services | Strong Downtrend | 59d | 111.1% | 85% |
| 2 | HIMS | EQUITY | Healthcare | Downtrend | 65d | 142.2% | 82% |
| 3 | CPER | ETF | Commodities | Strong Downtrend | 25d | 74.4% | 72% |
| 4 | FAST | EQUITY | Industrials | Strong Uptrend | 58d | 111.5% | 67% |
| 5 | SPY | ETF | Index | Downtrend | 58d | 105.5% | 66% |
| 6 | MDB | EQUITY | Technology | Downtrend | 20d | 70.4% | 65% |
| 7 | POWL | EQUITY | Industrials | Strong Downtrend | 110d | 237.1% | 62% |
| 8 | MRK | EQUITY | Healthcare | Uptrend | 15d | 53.4% | 60% |
| 9 | HUBB | EQUITY | Industrials | Strong Downtrend | 15d | 33.5% | 60% |
| 10 | AVGO | EQUITY | Technology | Strong Downtrend | 47d | 157.2% | 57% |
| 11 | MS | EQUITY | Financial Services | Downtrend | 82d | 296% | 57% |
| 12 | EQIX | EQUITY | Real Estate | Strong Downtrend | 30d | 95.8% | 57% |
| 13 | AMZN | EQUITY | Consumer Cyclical | Strong Downtrend | 29d | 97.6% | 55% |
| 14 | VRT | EQUITY | Industrials | Strong Downtrend | 109d | 281.7% | 55% |
| 15 | CRM | EQUITY | Technology | Strong Uptrend | 20d | 62.9% | 55% |
Search any tracked symbol to see its current Supertrend phase, compression status, phase progress, and full historical statistics.
Aggregated statistics across all 230 symbols and their full available history. Individual symbol data varies - see the symbol search for per-stock statistics.
Average: 42.5 days | Median: 32.0 days
Range: 3 - 364 days across 19243 completed phases
Average: 31.9 days | Median: 25.0 days
Range: 3 - 263 days across 19133 completed phases
Progress compares current phase length to the historical average for that symbol and direction. 100% = as long as typical. Above 150% = Extended. Below 50% = Early.
On a compression day the three Supertrend lines disagree (+2/-2). Comp% is the share of such days in the current phase. It usually goes with back-and-forth price action. It is a different measure from a flat support level, where all three lines can agree while the line under the price has stopped moving.
When a phase lasts longer than 150% of the historical average for that symbol and direction, it is classified as Extended. The question every trader asks: does an extended phase reverse soon, or does it keep running? Our full dataset of completed phases across 230 symbols provides a direct, data-driven answer.
Across all symbols and all available history, 7698 completed phases reached the 150% progress threshold.
Of all extended phases, 52% continued to run past 200% of the historical average - meaning once a phase becomes extended, it often runs significantly further before reversing.
Extended phases ran an average of 29 additional days beyond the 150% threshold (median: 19d). The longest extension in the full dataset was 280 additional days.
Currently 36 symbols (16% of the universe) are in an extended phase - 10 bullish, 26 bearish. Use the rankings (sorted by progress) to identify them.
Uptrend phases are longer in trending markets and shorter during corrections and bear markets. Average phase lengths per year across the full universe. Compare the years with broad market declines against the years around them.
| Year | Uptrend phases (n) | Uptrend avg days | Uptrend comp% | Downtrend phases (n) | Downtrend avg days | Downtrend comp% |
|---|---|---|---|---|---|---|
| 2026 (to date) | 543 | 32.6d | 42% | 521 | 32.0d | 42% |
| 2025 | 745 | 45.1d | 39% | 673 | 35.9d | 49% |
| 2024 | 730 | 38.5d | 41% | 870 | 30.8d | 44% |
| 2023 | 804 | 42.4d | 41% | 692 | 31.3d | 43% |
| 2022 | 734 | 31.6d | 40% | 770 | 37.9d | 44% |
| 2021 | 674 | 41.3d | 39% | 729 | 33.5d | 48% |
| 2020 | 656 | 48.1d | 37% | 647 | 27.9d | 47% |
Phases are counted in the year they started and only once they have ended. 2026 is incomplete: long phases that started this year are still running and not included yet, so its averages read short.
| Year | Uptrend phases (n) | Uptrend avg days | Uptrend comp% | Downtrend phases (n) | Downtrend avg days | Downtrend comp% |
|---|---|---|---|---|---|---|
| 2019 | 669 | 50.1d | 35% | 534 | 28.0d | 46% |
| 2018 | 614 | 32.8d | 40% | 713 | 32.3d | 46% |
| 2017 | 525 | 47.8d | 36% | 516 | 28.3d | 47% |
| 2016 | 564 | 56.1d | 37% | 529 | 27.7d | 43% |
| 2015 | 514 | 37.1d | 42% | 552 | 39.6d | 47% |
| 2014 | 586 | 42.3d | 36% | 590 | 29.0d | 43% |
| 2013 | 525 | 42.9d | 39% | 535 | 26.8d | 44% |
| 2012 | 523 | 47.8d | 40% | 496 | 33.4d | 44% |
| 2011 | 556 | 38.7d | 43% | 586 | 30.8d | 48% |
| 2010 | 473 | 51.8d | 37% | 458 | 31.1d | 47% |
| Year | Uptrend phases (n) | Uptrend avg days | Uptrend comp% | Downtrend phases (n) | Downtrend avg days | Downtrend comp% |
|---|---|---|---|---|---|---|
| 2009 | 418 | 57.7d | 40% | 380 | 25.7d | 45% |
| 2008 | 384 | 40.2d | 45% | 383 | 53.6d | 45% |
| 2007 | 449 | 36.8d | 40% | 450 | 36.6d | 48% |
| 2006 | 341 | 51.2d | 41% | 351 | 38.0d | 46% |
| 2005 | 378 | 49.9d | 40% | 398 | 33.1d | 43% |
| 2004 | 367 | 43.0d | 42% | 356 | 32.1d | 45% |
| 2003 | 358 | 57.9d | 40% | 315 | 25.3d | 48% |
| 2002 | 343 | 37.3d | 46% | 377 | 39.7d | 42% |
| 2001 | 349 | 43.9d | 41% | 325 | 33.4d | 46% |
| 2000 | 340 | 37.2d | 41% | 345 | 36.2d | 43% |
Calculated from the three individual Supertrend lines (ST1/ST2/ST3) across all 230 symbols and their full price history. ST2 (multiplier 2, period 11) is used as the primary signal trigger. ST3 (multiplier 3, period 12) acts as confirmation. ST1 is the most sensitive line and is treated as noise.
When ST2 changes direction, ST3 points the same way within 3 days in 59.0% of cases across all symbols (average of the per-symbol rates). This includes flips where ST3 already pointed that way.
After a bullish ST2 flip, 86.4% of signals are still bullish after 5 trading days (universe average). For bearish flips: 82.7%.
Across all symbols, 16.4% of ST2 flips reverse within 5 trading days - classified as whipsaws. Of all whipsaws, 63.9% occurred while ST3 still pointed the other way. That share alone says little, because it depends on how often ST3 disagrees in the first place - see the next card.
Whipsaw rate when ST3 already pointed in the new direction on the day of the ST2 flip (35% of all flips): 17.0%. When ST3 still pointed the other way: 16.1%. The gap between the two rates is what ST3 contributes as a filter; waiting for it also means a later entry price.
Each symbol is classified into a lifecycle state based on ST2/ST3 alignment, phase age, and compression trend. Expansion = all three lines aligned, low compression. Building = ST2+ST3 aligned, phase young. Mature = established trend with moderate compression. Weakening = compression rising or ST1 diverging. Flip = recent direction change.
| Lifecycle State | Symbols | % of universe |
|---|---|---|
| Expansion | 158 | 69% |
| Flip | 32 | 14% |
| Weakening | 25 | 11% |
| Mature | 8 | 3% |
| Building | 7 | 3% |
Three Supertrend variants with different ATR multiplier and period combinations are calculated for each symbol every day. Their combined direction determines the daily consensus state.
The three parameter sets used are (ATR period / multiplier): 10/1, 11/2, 12/3 - called ST1, ST2 and ST3 on this site, from fastest to slowest. Each day, each set produces a directional signal - uptrend or downtrend. When all three agree, the consensus is +3 (strong uptrend) or -3 (strong downtrend). When two of three agree, the result is +2 or -2. A mixed state within a confirmed phase is counted as a compression day, not a new phase.
A phase change is only confirmed when the opposite direction (full 3:0 consensus) appears for three consecutive trading days. A mixed day or a reversion to the original direction resets the confirmation counter. The new phase is backdated to the first day of the reversal streak, not the confirmation day. This reduces false signals from short-lived reversals.
The state is read from the middle line (ST2) and the slow line (ST3); the fast line is ignored. Both green: uptrend. The support level is the lower of the two lines. Both red: downtrend. The resistance level is the higher of the two lines. One green, one red: choppy - price sits between the lines and there is no trend to commit to. A level is unchanged while it stays within 1 ATR(12) of today's value; it does not matter which of the two lines carries it, and up to 3 days without such a level do not end the count. From 15 unchanged trading days on the level is flat. Sideways = flat support or resistance level. The day count runs across sideways and choppy days together, because both mean no trend. Uptrend = support level rising, downtrend = resistance level falling. The outcome table measures the next 20 trading days from each day's close.
Every day belongs to one of three phases: uptrend, no trend (sideways or choppy) or downtrend. A flat level is recognised after 15 days but the phase counts from its first day. A phase shorter than 3 days is counted as part of the phase before it. For a phase that is N days old today, the site takes all completed phases of the same kind that lasted at least N days and reports how many more days they ran: the median, the middle half (25% to 75%), and for phases without a trend the share that ended in an uptrend or a downtrend. The first phase of each symbol is left out because it starts with the data. The index cards use the phases of the four index ETFs together; the symbol search uses the symbol's own history.
For each symbol, all completed phases in the available price history are analyzed (the year table starts in 2000). The first phase of a symbol is left out of the universe statistics because it starts with the data and not with a signal. Phase Progress is calculated as: current phase length / historical average phase length (same direction, last 10 years) × 100. This normalizes across symbols with different typical phase durations and makes cross-symbol comparisons meaningful.
All statistics below are calculated nightly from the live dataset.
It is a market state page, not a signal service. It reads from three Supertrend lines whether an index, sector, theme or stock is in an uptrend, going sideways, choppy or in a downtrend, and compares the current phase with history: how much longer did similar phases last, and how did they end? The author uses it to decide how defensively or aggressively to trade, not when to buy or sell.
The Supertrend consensus combines three parameter sets (ATR period / multiplier: 10/1, 11/2, 12/3) into a daily direction score. A score of +3 means all three are bullish, -3 means all three are bearish. Scores of +2 or -2 indicate a majority direction with one parameter dissenting - these mixed states often appear during compression or trend transitions.
Across our full universe of 230 symbols, completed bullish phases average 42.5 trading days (median: 32.0 days, range: 3 to 364 days, based on 19243 phases). Individual symbol statistics vary significantly - use the symbol search to see exact historical data for any tracked stock or ETF.
Downtrend phases across the full universe average 31.9 trading days (median: 25.0 days, range: 3 to 263 days, based on 19133 phases). As with bullish phases, individual stock behavior differs meaningfully from the universe average.
Compression counts the days inside a phase on which the three Supertrend lines disagree (+2 or -2 instead of full +3 or -3). This typically happens when price moves back and forth and the fast line keeps changing sides while the slower ones hold. Compression % shows what fraction of the current phase has been spent in this range-bound state. A symbol can show Strong Uptrend (+3) today while having spent most of its phase range-bound - this means the breakout is recent or fragile. The Compression tab lists all range-bound symbols sorted by Comp%, helping identify which symbols are consolidating and which have clean, sustained trends. Compression is not the same as a flat support level: all three lines can agree while the line under the price has stopped moving - that case is measured separately.
Phase Progress compares the current phase duration to the historical average phase duration for the same symbol and direction (based on the last 10 years). A progress of 100% means the current phase has already lasted as long as the typical phase for that symbol. Values above 150% indicate a historically extended move - not a reversal signal, but a quantitative measure of how unusual the current duration is.
These labels reflect Phase Progress: Early = below 50% of the historical average, Normal = 50-100%, Mature = 100-150%, Extended = above 150%. They help identify where a trend sits within the typical lifespan of a phase for that specific symbol - providing context that a simple bullish/bearish label does not.
The Sector Score is the average Supertrend consensus value across all symbols in a sector. Each symbol contributes its current score (+3, +2, -2, or -3) to the sector average. A Sector Score above +2 indicates strong broad participation, while scores near zero suggest a mixed or transitioning sector.
It names the trend state that at least half of the members share: Trending up, Trending down or No trend (sideways or choppy). If no state reaches half, the label is Mixed. The four percentage columns show the split behind it.
End-of-day price data is collected after midnight UTC following US market close. All Supertrend values, phase calculations, and statistics are then recalculated and the site is rebuilt automatically. The last full update was completed on 2026-10-24 at 05:50 UTC.
The site tracks a curated universe of 230 US stocks and ETFs - deliberately focused on liquid, actively traded symbols with sufficient price history for statistically meaningful analysis. This universe is reviewed periodically and updated as needed.
Each symbol is classified daily into one of five lifecycle states based on the alignment of the three individual Supertrend lines (ST1/ST2/ST3), phase age, and compression trend. Expansion: all three lines aligned with low compression - the cleanest trend state. Building: ST2 and ST3 aligned but phase is young, still establishing. Mature: an established trend with moderate compression. Weakening: all lines aligned but compression is rising, or ST1 is diverging from ST2/ST3 - potential early warning of trend exhaustion. Flip: a recent direction change where ST2/ST3 are not yet fully aligned.
Persistence measures how often an ST2 directional flip is still valid after a set number of trading days. Across our full universe, 86.4% of bullish ST2 flips are still bullish after 5 trading days, and 82.7% of bearish flips are still bearish. High persistence means the signal tends to hold. Individual symbol persistence figures are shown in the Signal Quality block of each symbol detail page.
A whipsaw occurs when ST2 flips direction and reverses again within 5 trading days - a false signal. Across all 230 tracked symbols, 16.4% of all ST2 flips are whipsaws. The useful comparison is by the state of ST3 on the day of the flip: when ST3 already pointed in the new direction (35% of all flips), 17.0% turned out to be whipsaws; when ST3 still pointed the other way, 16.1%.
The site splits every chart into uptrends, downtrends and phases without a trend (sideways or choppy), read from the middle and the slow Supertrend line. For the four index ETFs (DIA, SPY, QQQ, IWM) since 1990 there were 660 completed phases without a trend. Half of them were over within 19 trading days; 61% ended in an uptrend and 39% in a downtrend. A phase that has already lasted 20 days is a different case: of the 327 phases that got that old, half ended within 10 more trading days and a quarter lasted more than 22 more; 61% ended in an uptrend. The page shows this for the current age of each index and, in the symbol search, for every tracked symbol from its own history.
From the middle and the slow Supertrend line (ST2, ST3), the way a chart is read at a glance. Both green: uptrend, and the lowest green line under the price is the support level. Both red: downtrend, the highest red line above the price is the resistance level. One green and one red: price sits between the two lines - choppy, no trend to commit to. A level that has stayed within 1 ATR of its current value for 15 trading days or more is flat - it does not matter which of the two lines carries it. Sideways means a flat support or resistance level. For the four index ETFs (DIA, SPY, QQQ, IWM) since 1990, the average 20-day return was +0.71% on days with a rising support level, +0.57% with a flat support level and +0.52% in a choppy market, against +0.77% for all days. The average largest 20-day drawdown was -2.6%, -2.8% and -3.6%, against -3.3%. The full table is on the page.
The feed reports each day as it looked on that day. The page looks back: a flat level is only recognised after 15 trading days, but then counts from its first day, and a phase shorter than 3 days is added to the phase before it. A short dip that the feed reported as a downtrend can therefore later be part of a sideways phase on the page, and the day counts can differ. The feed tells you what changed today; the page tells you which phase the market is in and how old it is.
supertrendresearch.com reads the state of the market from three Supertrend lines and compares it with history. It is a market view, not a signal service. It is an independent research tool built and maintained by a private trader with over 35 years of experience in financial markets and market data infrastructure. Not affiliated with any broker, data vendor, or financial institution.
End-of-day OHLCV price data (Open, High, Low, Close, Volume) is sourced from publicly available market data providers including Yahoo Finance and other free data sources. All Supertrend calculations, phase detection, compression analysis, and historical statistics are computed independently using proprietary algorithms. No AI is used in signal generation. End-of-day data is collected and processed after midnight UTC, following US market close.
Survivorship bias: All historical statistics apply today's symbol list to the whole history. Companies that were delisted or acquired are missing, and today's universe contains stocks that are tracked because they became important.
Disclaimer: Nothing on this site constitutes financial advice or a recommendation to buy or sell any security. Past performance is not indicative of future results. All trading involves risk.
Privacy: We use Umami for privacy-friendly, cookieless website analytics. No personal data is tracked and sent to third parties and no tracking cookies are set. All analytics data is stored locally on our own server.