supertrendresearch.com

Supertrend Market State Research

Last update:2026-10-24
SUPERTREND RESEARCH

Is the market trending or going sideways?

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.

230symbols tracked
-0.75market score today
37%symbols bullish
ChoppySPY, for 51 days

Market state today - DIA · SPY · QQQ · IWM

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.

DIA
$521.37
Strong Uptrend
Uptrend for 4 days (support level rising)
Support at 510.94 (slow line) · close 2.0% above support
Earlier uptrends that reached 4 days (index ETFs, n=520): half ended within 11 more trading days, a quarter lasted more than 20 more.
0%100%150%300%
Confirmed phase Uptrend Early
Phase since 20.10.2026
Phase days 4d
Progress 8.5%
Hist. avg (10y) 47.1d (n=36)
Compression (lines disagree) 0d of 4d (0%)
Comp. streak -
SPY
$759.97
Downtrend
Choppy - no trend for 51 days (price between middle and slow line)
Support at 759.49 (slow line), resistance at 775.75 · close 0.1% above support
Earlier phases without a trend that reached 51 days (index ETFs, n=55): half ended within 15 more trading days, a quarter lasted more than 24 more. 47% ended in an uptrend, 53% in a downtrend.
0%100%150%300%
Confirmed phase Uptrend Mature
Consensus has already turned to down; the phase changes once all three lines agree for 3 days in a row
Phase since 04.08.2026
Phase days 58d
Progress 105.5%
Hist. avg (10y) 55d (n=31)
Compression (lines disagree) 38d of 58d (65.5%)
Comp. streak 8d
QQQ
$704.40
Strong Downtrend
Downtrend for 8 days (resistance level falling)
Resistance at 740.56 (slow line) · close 4.9% below resistance
Earlier downtrends that reached 8 days (index ETFs, n=255): half ended within 6 more trading days, a quarter lasted more than 11 more.
0%100%150%300%
Confirmed phase Downtrend Early
Phase since 14.10.2026
Phase days 8d
Progress 32.7%
Hist. avg (10y) 24.5d (n=35)
Compression (lines disagree) 0d of 8d (0%)
Comp. streak -
IWM
$275.75
Downtrend
Downtrend for 38 days (resistance level falling)
Resistance at 282.99 (slow line) · close 2.6% below resistance
Earlier downtrends that reached 38 days (index ETFs, n=2): half ended within 2 more trading days, a quarter lasted more than 2 more. Few comparable cases.
0%100%150%300%
Confirmed phase Downtrend Mature
Phase since 09.09.2026
Phase days 33d
Progress 110.7%
Hist. avg (10y) 29.8d (n=35)
Compression (lines disagree) 6d of 33d (18.2%)
Comp. streak 4d
Follow the index states by feed
Free Atom feed for any feed reader, updated every night. Index trend states - an entry whenever DIA, SPY, QQQ or IWM changes between uptrend, sideways, choppy and downtrend.

How much longer do such phases last?

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.

Index ETFs - DIA, SPY, QQQ, IWM

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 - -

All 230 symbols

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.

How I use this

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.

Trending or sideways - what happened next?

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.

Index ETFs - DIA, SPY, QQQ, IWM

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%

All 230 symbols

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.

Market Overview

Current Supertrend consensus across all 230 tracked symbols. Market Score is the average consensus value (-3 to +3).

Strong Downtrend Downtrend Uptrend Strong Uptrend
Strong Downtrend 117 (50.9%) Downtrend 29 (12.6%) Uptrend 15 (6.5%) Strong Uptrend 69 (30.0%)

 

Symbols tracked
230
Market Score
-0.75
Strong Uptrend (+3)
69
30% of universe
Uptrend (+2)
15
Downtrend (-2)
29
Strong Downtrend (-3)
117
51% of universe
Extended (>150%)
36
16% of universe - 10 bull / 26 bear
TMO Strong Uptrend
Healthcare · Diagnostics & Research
Extended

Automatically selected from today's Strong Uptrend equities. Use the search to analyze any of the 230 tracked symbols.

Current Chart
Supertrend TMO Chart
Current phase
Confirmed phaseUptrend
Phase since28.05.2026
Phase days104 days
Phase Progress 235.8%
0%100%150%300%
Phase ClassExtended
Compression (phase) 27d of 104d (26.0%)
0%30%60%100%
Comp. streak-
Historical (Uptrend phases)
Completed phases158 (all time)
Average43.6 days
Median34 days
Min / Max4 / 167 days
Avg compression42.6%
Recent 10y avg44.1 days (n=32)
Total phases (all)317
Historical (Downtrend phases)
Completed phases159 (all time)
Average29.8 days
Median21 days
Min / Max4 / 135 days
Signal quality (ST2/ST3 analysis)
Lifecycle state Expansion
All three lines aligned — trend in progress
ST1 / ST2 / ST3 ▲ / ▲ / ▲
Whipsaw rate (hist.)16.9%
ST3 confirms in 3d60.1%
Uptrend persistence 5d88.1%
Downtrend persistence 5d79.0%

Sector Overview

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

Supertrend by Investment Theme

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

Supertrend Rankings

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.

#SymbolTypeSector StatePhase Days ProgressComp%
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%
#SymbolTypeSector StatePhase Days ProgressComp%
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%
#SymbolTypeSector StatePhase Days ProgressComp%
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%
#SymbolTypeSector StatePhase Days ProgressComp%
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%
#SymbolTypeSector StatePhase Days ProgressComp%
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%
#SymbolTypeSector StatePhase Days ProgressComp%
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%
Follow the phase changes by feed
Free Atom feed for any feed reader, updated every night. Phase changes - one entry per trading day with all newly confirmed uptrends and downtrends across the 230 symbols.

Symbol detail

Search any tracked symbol to see its current Supertrend phase, compression status, phase progress, and full historical statistics.

How long do Supertrend phases typically last?

Aggregated statistics across all 230 symbols and their full available history. Individual symbol data varies - see the symbol search for per-stock statistics.

Uptrend phases - universe average

Average: 42.5 days  |  Median: 32.0 days
Range: 3 - 364 days across 19243 completed phases

Downtrend phases - universe average

Average: 31.9 days  |  Median: 25.0 days
Range: 3 - 263 days across 19133 completed phases

Phase Progress - what it means

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.

Compression - the lines disagree

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.

What happens after a Supertrend phase reaches 150% of its historical average?

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.

Extended phases analyzed

Across all symbols and all available history, 7698 completed phases reached the 150% progress threshold.

Did they reverse or continue?

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.

How much further did they run?

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.

Extended phases right now

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.

How Supertrend phase lengths vary by market regime

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.

YearUptrend phases (n)Uptrend avg daysUptrend comp%Downtrend phases (n)Downtrend avg daysDowntrend 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.

YearUptrend phases (n)Uptrend avg daysUptrend comp%Downtrend phases (n)Downtrend avg daysDowntrend 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%
YearUptrend phases (n)Uptrend avg daysUptrend comp%Downtrend phases (n)Downtrend avg daysDowntrend 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%

ST2 Signal Quality - Flip Sequence, Persistence & Whipsaw

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.

ST2 Flip → ST3 Confirmation (universe avg)

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.

ST2 Signal Persistence - 5 days after flip

After a bullish ST2 flip, 86.4% of signals are still bullish after 5 trading days (universe average). For bearish flips: 82.7%.

Whipsaw rate (universe)

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.

How to use ST3 as a filter

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.

Trend Lifecycle - current universe distribution

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 StateSymbols% of universe
Expansion 158 69%
Flip 32 14%
Weakening 25 11%
Mature 8 3%
Building 7 3%

How the Supertrend consensus works

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.

Supertrend Research - questions & answers

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.

About supertrendresearch.com

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.