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Advance-Decline Line: Daily Net Advances & Cumulative A-D vs SPY

The classic participation gauge across 4,828 eligible US common stocks today: how many rose versus fell, whether that pressure is improving, and where a divergence lives. The liquidity ladder separates weakness in the less-traded tail from deterioration in the 2,000 names that carry most market activity.

Today's reading

As of market close on September 4, 2026, 2,419 US stocks advanced and 2,224 declined (50% advancers) — net advances of +195, a positive-breadth session. The 63-session advance share is 50.1% across 4,828 eligible common stocks. The structural breadth regime is tail contained.

Sources, methodology & freshnessLast updated 2026-09-04 · Open ↓
Source
Daily OHLCV for Polygon-classified US common stocks (2010–present)
Methodology
Prior-close breadth; rolling advance share; daily 63-session dollar-volume ranks for top 500 / next 1,500 / tail
Updates
Daily after market close (~1:30 PM PT)Last: 2026-09-04
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
Advance-Decline2026-09-04 · close
ADVANCING
+195

50% of eligible issues advanced today.

Advancing
2,419
Declining
2,224
Unchanged
185
A-D Line
123,037

SPY closed at $770.19. One session is noisy. Use the liquidity ladder and rolling participation below to locate whether weakness is broad or confined to the tail.

Breadth anatomyTAIL-CONTAINED

The liquid 2,000 remain net positive over 252 sessions; the less-liquid tail contains the headline weakness.

SPY -1.0% from record
Full A-D vs 2021 peak
-60,667
Liquid 2,000 since peak
+14,015
Liquid 2,000 vs own high
-2,445
252D core / tail
+4,448 / -11,675
Range:

Range controls apply to the cumulative, rolling-pressure and daily charts. The liquidity ladder stays anchored to the A-D peak.

01

Cumulative A-D line

Cumulative Advance-Decline Line

Running total of net advances since 2010. Direction and divergences vs SPY are the signal; the absolute level is arbitrary.

Cumulative A-D lineSPY price (right)
02

By listing venue

NYSE-listed vs Nasdaq-listed A-D Lines

The same running total split by listing exchange — what other charting packages plot as the cumulative $NYAD and $NAAD. Ours count common stocks only rather than every listed issue, so they will not match those tickers. Venue resolves for 99.3% of directional issues; the remainder sit in neither line, so the two do not sum to the series above.

NYSE-listed A-D lineSPY price (right)
Nasdaq-listed A-D lineSPY price (right)

The gap is the point. NYSE-listed common stocks cumulate to 177k while Nasdaq-listed cumulate to -54k. Both carry the survivorship caveat above, and it falls harder on Nasdaq, where delistings and microcaps are more common — so read the shapes against each other rather than treating either level as a score.

03

Liquidity ladder

Where the Divergence Lives

Common stocks re-ranked after every close by trailing 63-session average dollar volume. Each panel has its own scale and starts at zero on 2021-06-11; add the three endpoints to reconcile the headline A-D change.

Top 500 most liquidRanks 501–2,000Below rank 2,000

The liquid 2,000 reached a post-2021 high of +16,460 on 2026-08-14; today they stand at +14,015, or -2,445 below that high.

04

Rolling breadth pressure

Rolling Share of Advancing Issues

Normalized participation across changing universe sizes. Above 50% means more directional stock-days advanced than declined over the window. Latest: 21D 48.7% · 63D 50.1% · 252D 49.7%.

21-session advance share63-session advance share252-session advance share50% neutral
05

Daily advancers vs decliners

Advancing vs Declining Stocks

Advancers above the zero line (green), decliners mirrored below (red), SPY overlaid. A session with at least 90% of directional issues on one side is a genuine washout or thrust regardless of universe size.

AdvancingDecliningSPY price (right)
06

Do unconfirmed highs predict a crash?

Confirmed vs Unconfirmed 252-Session Highs

Every SPY 252-session closing high since 2011, split by whether the cumulative A-D line was also at its own trailing high. Only complete 252-session forward windows are graded.

A-D unconfirmed
323 complete days
A-D confirmed
184 complete days
Average SPY return one year later
+9.4%
+11.3%
Positive one year later
78.0%
89.1%
Fell ≥10% below signal-day close
37.2%
28.3%
Fell ≥20% below signal-day close
13.6%
11.4%
Unconfirmed highs carried a risk tax, not a negative expected return: SPY was still positive one year later on 78.0% of completed signal days.

The observations overlap—adjacent record days share most of the same forward path—so these are regime-day base rates, not independent episodes.

Reading the current tape

On 2026-09-04, 2,419 stocks advanced and 2,224 declined (185 unchanged) — net advances of +195. The cumulative A-D line stands at 123,037 with SPY at $770.19. The 252-session breadth split is +4,448 net advances in the liquid 2,000 versus -11,675 in the tail, a tail-contained regime.

Cross-check the long-term trend on MA Breadth, leadership on New Highs–New Lows, and equal-weight performance on the Hidden Bear Index.

06

The Manual — the advance-decline line

In our 2010+ record, the cumulative A/D line peaked before every major market top — leads of 20, 15, 22 and 142 sessions ahead of the 2015, 2018, 2020 and 2022 tops. The full owner's guide covers how the line is built, the divergence record with charts, the cap-cohort decomposition that locates today's weakness in the illiquid tail, and the structural drift every A/D line carries.

Read The Advance-Decline Line Manual →

How Advance-Decline Line Works

  1. 1
    Classify every stock, every day
    After each close we compare every eligible common stock's close with its prior trading day: higher = advancing, lower = declining, equal = unchanged. The live page reports the current denominator because eligibility changes over time.
  2. 2
    Net advances = advancing − declining
    The day's breadth pulse. A +2,000 day means broad buying; a −3,000 day means broad selling, regardless of what the cap-weighted index did.
  3. 3
    Accumulate into the A-D line
    The cumulative A-D line adds each day's net advances to a running total. Its absolute value is meaningless; its direction and its divergences from the index are the signal.
  4. 4
    Locate the divergence before interpreting it
    When SPY makes a new high but the full A-D line does not, participation is narrower—but the divergence can persist for years. Daily liquidity tiers show whether weakness remains in the less-traded tail or has migrated into the liquid 2,000-stock core.

Who Uses Advance-Decline Line

Position Traders
Regime context: distinguish a tail-contained divergence from deterioration in the liquid core before changing exposure. The latter is the more consequential confirmation.
Swing Traders
Confirmation filter: breakouts accompanied by strongly positive net advances (broad participation) carry better follow-through odds than narrow, mega-cap-driven breakouts.
Dip Buyers
Capitulation days—at least 90% of directional issues declining—identify genuine washouts without relying on a fixed issue count that becomes stale as the universe changes.
Market Historians
Compare the headline line, normalized rolling pressure and liquidity tiers across cycles without treating one dramatic divergence as a complete timing rule.

Pro Tips

01
Direction matters; level does not
The cumulative line's absolute value depends on when the series started — ours begins in 2010. Read slopes and relative highs/lows, never the raw number.
02
Breadth thrusts are rarer and stronger than washouts
When advancers outnumber decliners ~9:1 on consecutive days (a Zweig-style breadth thrust), forward 6-12 month returns have historically been strongly positive. Watch the daily panel for back-to-back deep-green days off a low.
03
Confirm with new highs - new lows
The A-D line counts every stock equally, including small caps that dominate the count. Cross-check with NH-NL: if the A-D line rises but new lows keep expanding, the rally is repair, not leadership.
04
Divergences resolve slowly
A-D divergences can lead price by months or persist through years of gains. The page's systematic history shows weaker outcomes after unconfirmed highs, but still-positive average forward returns. Read it as a regime warning; it justifies no automatic short.

Common Issues & Solutions

The A-D line looks different from NYSE A-D lines elsewhere
Universe difference. The classic NYSE A-D line includes NYSE-listed funds and preferreds; ours uses Polygon-classified common stocks across US exchanges. Ours is more equity-pure but will diverge from NYSE-based versions.
Net advances swing wildly day to day
That's normal—daily net advances are noisy. Use the 21/63/252-session advance-share chart for the trend and the 90% directional-issue threshold for comparable extremes.
Why does the line start in 2010?
Our daily universe history begins 2010-01-04. Since cumulative levels are arbitrary anyway, the start date only matters for cross-cycle comparisons — slopes and divergences are unaffected.

Frequently Asked Questions

What is the advance-decline line?
The advance-decline (A-D) line is a running total of net advances — the number of stocks that rose each day minus the number that fell. It weights every stock equally, so it measures participation breadth rather than capitalization-weighted price. It is among the oldest and most-watched market internals.
What is an A-D line divergence?
When the index makes a new high but the A-D line remains below its own high, fewer stocks are participating. That has preceded important declines, including 2021, but it can also persist through substantial index gains. The liquidity tiers identify whether the disagreement is confined to the tail or has reached the liquid core.
What counts as an extreme net-advances day?
We use a normalized threshold: at least 90% of directional issues advancing is a breadth thrust, while 90% declining is a washout. Percentages remain comparable when the eligible common-stock count changes.
Why does the A-D line matter if the index already tells me the market direction?
The index is cap-weighted while the A-D line gives every stock one vote. The disagreement reveals unequal participation, and the liquidity ladder shows whether it reflects broad core weakness or a depression among less-liquid stocks.
What universe does this use?
Polygon-classified US common stocks with valid daily OHLCV observations, refreshed after every close. The exact eligible count is displayed live; ETFs, bond funds and preferred shares are excluded.
Is the absolute level of the A-D line meaningful?
No. The level depends entirely on the accumulation start date (2010 here). Only the direction, the slope, and relative highs/lows versus the index carry information.

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Last updated: 2026-09-04