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Day TradingUpdated daily after close · as of 2026-07-02

Nasdaq Advance-Decline Issues: Intraday Breadth & Extreme Prints

Nasdaq advancing minus declining issues — live breadth — summarized per session since 2007: the day's participation bias, its ±2000 extreme prints, and an era-proof five-state read with forward QQQ base rates. The finding: breadth washouts led; unlike the TICK, broad up-days were not a reliable fade.

Today's reading

As of the July 2, 2026 close, Nasdaq breadth read Balanced: net advancers averaged -47 through the session (z -0.0 vs the trailing year), with no ±2000 extreme prints. Session extremes: +1844 net advancers at best, -750 at worst. Since 2008, balanced sessions preceded +1.44% average QQQ returns over the next 21 sessions vs +1.50% for all sessions.

Source
Nasdaq advance-decline issues difference ($ADQD) 5-minute bars from TradeStation, regular session only (2007–present); QQQ closes for the forward-return studies
Methodology
Session bias = avg 5-min net advancers; ±2000 print counts from bar highs/lows; state = rolling 252-session z of the bias; forward QQQ returns per state and per extreme-print bucket
Updates
Daily after US market close (~1pm PT)Last: 2026-07-02
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
NASDAQ A/D ISSUES$ADQD · 2026-07-02 · session
BALANCED
Session bias -47 · z -0.0 vs the trailing year
Surge +2000
0
Washout −2000
0
High
+1844
Low
-750

Since 2008, balanced sessions preceded +1.44% avg QQQ returns over the next 21 sessions (68% positive) vs +1.50% baseline — 1,571 cases. Context, not a forecast.

01

Session bias vs its own era

Each session's bias (blue) against its rolling one-year mean and ±1.5σ band (gray). The band IS the era adjustment — what counts as a washout or euphoric session moves with the market's structure, which is why raw TICK levels from different decades can't be compared directly.

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QQQ price (top, log)Session bias (5-min avg)Rolling 252-session mean±1.5σ band (state edges)
02

Cumulative TICK — trend & divergence

The running sum of each session's bias, rebased to zero at the left edge of the window. The trend is the read: a rising line confirms the tape beneath a rally; price making new highs while cumulative TICK makes lower highs means fewer stocks are ticking along — the classic divergence warning. On the Max window the line partly reflects listing-count and structure changes across two decades of Nasdaq breadth. Use the shorter windows for the trading read.

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QQQ price (top, log)Cumulative TICK (from window start)Zero (window start)
03

What followed each state — full history

Forward QQQ returns from every session in each z-score state since 2008. Washout sessions preceded the best average returns (+2.1% over the next 21 sessions vs +1.5% baseline) — breadth capitulation marked exhaustion. Note the euphoric fade familiar from the TICK dashboards is much weaker here: broad participation strength was closer to neutral than bearish.

State% of daysNext 5 sessionsNext 10 sessionsNext 21 sessionsN
Washout8%+0.59% · 61%↑+1.15% · 67%↑+2.12% · 71%↑360
Bearish tilt24%+0.35% · 59%↑+0.59% · 61%↑+1.33% · 66%↑1,074
Balancednow35%+0.30% · 60%↑+0.71% · 63%↑+1.44% · 68%↑1,571
Bullish tilt26%+0.37% · 61%↑+0.69% · 64%↑+1.52% · 67%↑1,177
Euphoric7%+0.27% · 58%↑+0.66% · 64%↑+1.66% · 69%↑322
All sessions (baseline)100%+0.35% · 60%↑+0.71% · 63%↑+1.50% · 67%↑4,504

Forward returns on QQQ closes. States use the rolling one-year z-score of the session bias, so they are era-comparable. Overlapping windows — descriptive tendencies, not signals.

04

Extreme-print days — modern era (2010+)

Days when ±2000 net-issue prints actually hit the tape, 2010+ — and unlike the Nasdaq TICK, these buckets have real samples (hundreds of cases). Washout-print days ran roughly 1.7x the baseline over the following week; surge-print days tracked close to baseline.

State% of daysNext 5 sessionsNext 10 sessionsNext 21 sessionsN
Washout day (5+ −2000 prints)7%+0.62% · 61%↑+1.24% · 63%↑+2.18% · 66%↑287
Heavy washout (10+ −2000 prints)6%+0.66% · 62%↑+1.14% · 63%↑+2.00% · 66%↑258
Surge day (5+ +2000 prints)5%+0.40% · 59%↑+0.69% · 60%↑+2.21% · 67%↑188
No extreme prints86%+0.36% · 61%↑+0.71% · 64%↑+1.48% · 68%↑3,570
All 2010+ sessions (baseline)100%+0.37% · 60%↑+0.74% · 63%↑+1.57% · 67%↑4,157

±2000 counts are 5-minute bars whose high/low reached the threshold. Restricted to 2010+ where the print-frequency regime is stable. Overlapping windows — base rates, not signals.

How Nasdaq A/D Issues Works

  1. 1
    What the A/D issues difference is
    The number of Nasdaq stocks trading above their prior close minus those below, printed through the session — live breadth. A reading of +1500 means fifteen hundred more Nasdaq issues are up than down at that moment; the sign of the tape's participation, not its price.
  2. 2
    Aggregate each session
    From 5-minute $ADQD bars (2007–present) we compute each session's BIAS — the average net-advancers reading, i.e. how one-sided participation was all day — and its EXTREME PRINTS: bars reaching +2000 (surge prints) or −2000 (washout prints), roughly the 5% tails of the modern distribution.
  3. 3
    Make it comparable across time
    Listing counts and market structure shift what a "normal" net-advancers reading is, so the state uses a rolling 252-session z-score of the bias — today versus the trailing year of itself.
  4. 4
    Classify the state — and attach base rates
    Five states by z: Washout (≤ −1.5), Bearish tilt, Balanced, Bullish tilt, Euphoric (≥ +1.5). For each, what QQQ actually did over the following 5, 10 and 21 sessions since 2008. The washout edge is the finding: breadth capitulation preceded above-baseline returns.

Who Uses Nasdaq A/D Issues

Nasdaq Day Traders
Live breadth is the classic confirmation feed: a rally with net advancers stuck negative is a thin rally. This page gives that read a session-level summary and historical context.
Dip Buyers
Breadth-washout states preceded +2.1% average QQQ returns over the next 21 sessions vs +1.5% baseline, and heavy −2000-print days ran ~1.7x baseline over the following week — with hundreds of cases, not dozens.
Divergence Watchers
The cumulative chart is an intraday-weighted A/D line: QQQ making new highs while it makes lower highs is the classic participation warning, now measurable per session.
Cross-Checkers
Pair it with the Nasdaq TICK: TICK measures how many stocks tick together moment to moment; A/D issues measure who is actually up on the day. Washouts on both at once is a full-tape flush.

Pro Tips

01
The washout edge is the story here
Breadth-capitulation sessions (bias 1.5σ+ below its trailing year) preceded the best forward QQQ returns in the sample — the same contrarian U as our TICK and session-body tools. Note the euphoric fade that TICK shows is much weaker on A/D issues; broad participation up-days were not a reliable fade.
02
Bias beats the close
The session bias (average net advancers all day) captures the whole session's character; the closing print alone can be repainted by the last 10 minutes. We aggregate the full path.
03
Watch the cumulative line against QQQ
Sustained divergence — price up, cumulative A/D flat or down — historically meant leadership was narrowing. The two-panel chart is built for exactly that comparison.
04
±2000 is the modern tail
About 5% of 5-minute bars reach ±2000 net issues in the modern era. Sessions stacking five or more such prints are genuinely one-sided tapes, not noise.

Common Issues & Solutions

How is this different from your A/D Line tool?
Our market-breadth A/D line is built from daily closes across our own ~4,800-stock universe — one point per day, NYSE-and-Nasdaq common stocks. This tool is the intraday Nasdaq feed ($ADQD): 78 five-minute readings per session, summarized per day. Different instrument, different timescale, complementary reads.
Is a breadth washout a buy signal?
It is a base rate: washout states preceded +2.1% average QQQ returns over the next 21 sessions vs +1.5% for all sessions since 2008 (360 cases, overlapping windows). A tendency, not a trigger — some washouts washed out further first.
Why ±2000 for the extreme threshold?
The Nasdaq has roughly 3,000–3,500 active issues on a typical day, and ±2000 net advancers sits near the 5% tails of modern 5-minute prints — rare enough to mean a genuinely one-sided tape, common enough to build real samples (hundreds of qualifying sessions since 2010).
What symbol is this?
TradeStation's $ADQD ("NASDAQ Adv-Decl Diff"), with 5-minute history from September 2007. The NYSE equivalent ($ADD) exists on the same feed — a natural future addition.

Frequently Asked Questions

What are Nasdaq advancing-declining issues?
The count of Nasdaq stocks trading above their prior close minus those below, computed continuously during market hours — live market breadth. Positive means more stocks up than down; the magnitude shows how one-sided participation is.
What does a −2000 reading mean?
Two thousand more Nasdaq issues down than up at that moment — roughly two-thirds of the exchange declining at once. We count each session's 5-minute bars that reached ±2000 as extreme prints; five or more in one session marks a genuinely one-sided tape.
Is a Nasdaq breadth washout bullish or bearish?
Historically contrarian-bullish on this data: sessions whose breadth bias sat more than 1.5σ below its trailing-year average preceded +2.1% average QQQ returns over the next 21 sessions versus +1.5% for all sessions since 2008, and heavy −2000-print days ran about 1.7x baseline over the following week. Base rates, not advice.
How is this different from the TICK?
TICK counts stocks on upticks minus downticks — the instantaneous direction of trade. A/D issues count stocks up versus down on the day — cumulative participation. TICK spikes and mean-reverts within minutes; A/D issues trend through the session. Watching both tells you whether momentary selling pressure is actually changing the day's breadth.
How often is this updated?
Daily after the US close: the session's 5-minute $ADQD bars are fetched, its bias and extreme prints appended, and the states and forward-return studies recompute over the full 2007+ history.

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Last updated: 2026-07-02