WideRadar is a market-breadth dashboard — historical breadth, sector rotation, leadership rankings, gainers & losers, an economic calendar, and rules-based readouts for any symbol. Everything below explains where the numbers come from, how fresh they are, and how to reach us.
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The exact rules applied when computing every breadth snapshot. The trading universe covers NYSE, NASDAQ, AMEX, and quality OTC stocks (OTCQB/OTCQX). A uniform $3 minimum price + 100,000 average daily volume filter is applied to every metric, gated on the price before the move — a stock going from $2 to $3 does not count as a 50% breadth contribution, but $4 to $6 does.
Active common stocks (type=CS) only, pulled from Massive.com's reference API across both market=stocks (NYSE / NASDAQ / AMEX) and market=otc (OTCQB / OTCQX). Typical bundle: ~1,930 NYSE · ~3,490 NASDAQ · ~240 AMEX · ~6,560 quality OTC ≈ 12,000+ tickers total before filters. ETFs, ADRs, warrants and preferred shares are excluded — only true common stocks count toward breadth.
Universe filter: today's close must be > $3. On TOP of that, every individual % move metric also requires the price BEFORE the move to clear $3 — prev close for the Up/Down 4%+ counts, close 5 days ago for the 20%/5d Surge/Plunge, 21 days ago for the monthly 25%/50%, 34 days ago for 13%/34d, and 63 days ago for the quarterly 25%. A stock that only crosses $3 during the move does NOT count.
Breadth computation requires an average daily volume of at least 100,000 shares over the prior ~35 trading days. This excludes thin micro / nano-cap names — quality OTC stocks with real volume pass through, pink-sheet noise is excluded automatically. After both filters the active breadth universe is ~4,500 names out of the 12,000+ fetched.
Previous day (1-day ratio / breadth), 5 trading days (Surge / Plunge 20% indicator), ~21 trading days (monthly), ~34 trading days (13%+ ext.), ~63 trading days (quarterly), and 50-day SMA for the >50dma column.
Adjusted OHLCV pulled via Massive.com's grouped daily endpoint once per trading day on the Advanced plan. Gainers/losers are computed in-DB from a yesterday-vs-today OHLCV JOIN (cached 60 s) for accuracy and independence from snapshot latency.
All % change metrics compare today's adjusted close to the close N trading days ago (1, 5, 21, 34, or 63). Uniform StockBee gate across EVERY counter: the price BEFORE the move must clear $3. The 4%+ counts additionally require today's volume ≥ 100k. NULL is stored — and displayed as '—' — when insufficient history exists. Everything is computed in a single Postgres CTE per date.