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

Nasdaq TICK: Session Bias & Extreme Prints

The Nasdaq TICK — Nasdaq stocks upticking minus downticking — summarized per session since 2001: the day's bias, its ±1000 extreme prints, and an era-proof five-state read with forward QQQ base rates behind each state. Same contrarian shape as its NYSE cousin: washouts led, euphoria lagged.

Today's reading

As of the July 2, 2026 close, the Nasdaq TICK session read Bearish tilt: average bias -75 (z -0.6 vs the trailing year), with 0 surge prints (+1000) and 2 washout prints (−1000). Session extremes: +751 high, -1029 low. Since 2002, bearish tilt sessions preceded +1.38% average QQQ returns over the next 21 sessions vs +1.37% for all sessions.

Source
Nasdaq TICK ($TIKQ) 5-minute bars from TradeStation, regular session only (2001–present); QQQ closes for the forward-return studies
Methodology
Session bias = avg 5-min TICK close; ±1000 print counts from bar highs/lows; state = rolling 252-session z of the bias; forward QQQ returns per state and per extreme-print bucket
Updates
Daily after US market close (~1pm PT)Last: 2026-07-02
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
NASDAQ TICK$TIKQ · 2026-07-02 · session
BEARISH TILT
Session bias -75 · z -0.6 vs the trailing year
Surge +1000
0
Washout −1000
2
High
+751
Low
-1029

Since 2002, bearish tilt sessions preceded +1.38% avg QQQ returns over the next 21 sessions (64% positive) vs +1.37% baseline — 1,339 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 the Nasdaq TICK's own structural drift across two decades. 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 2002. The familiar contrarian U: washout sessions preceded the best average returns (+2.0% over the next 21 sessions vs +1.4% baseline) and euphoric sessions the worst — panic prints on the Nasdaq tape marked exhaustion, not acceleration.

State% of daysNext 5 sessionsNext 10 sessionsNext 21 sessionsN
Washout8%+0.51% · 59%↑+1.06% · 63%↑+2.02% · 65%↑470
Bearish tiltnow22%+0.38% · 57%↑+0.73% · 61%↑+1.38% · 64%↑1,339
Balanced38%+0.37% · 60%↑+0.69% · 62%↑+1.34% · 67%↑2,311
Bullish tilt25%+0.21% · 58%↑+0.47% · 61%↑+1.35% · 63%↑1,534
Euphoric7%+0.11% · 57%↑+0.35% · 58%↑+0.89% · 64%↑405
All sessions (baseline)100%+0.33% · 59%↑+0.65% · 61%↑+1.37% · 65%↑6,059

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 ±1000 prints actually hit the Nasdaq tape, 2010+. Fair warning: these buckets are small — ±1000 prints are much rarer on the Nasdaq TICK in the modern era (a few dozen cases each), so treat this table as color and lean on the z-state study above for statistics.

State% of daysNext 5 sessionsNext 10 sessionsNext 21 sessionsN
Washout day (5+ −1000 prints)1%+0.97% · 63%↑+1.27% · 60%↑+1.82% · 59%↑57
Heavy washout (10+ −1000 prints)1%+0.56% · 55%↑+0.57% · 55%↑+1.13% · 53%↑20
Surge day (5+ +1000 prints)1%-0.26% · 54%↑+0.76% · 50%↑+1.16% · 52%↑24
No extreme prints74%+0.34% · 60%↑+0.68% · 63%↑+1.40% · 67%↑3,070
All 2010+ sessions (baseline)100%+0.37% · 60%↑+0.74% · 63%↑+1.57% · 67%↑4,157

±1000 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 TICK Works

  1. 1
    What the Nasdaq TICK is
    The same construction as the NYSE TICK, on Nasdaq stocks: the number trading on an uptick minus a downtick, printed continuously through the session. Near zero is two-way trade; large positive or negative prints mean program-driven buying or selling sweeping the Nasdaq tape at once.
  2. 2
    Aggregate each session
    From 5-minute $TIKQ bars (2001–present) we compute each session's BIAS — the average TICK reading — and its EXTREME PRINTS: bars whose high reached +1000 (surge prints) or whose low reached −1000 (washout prints). ±1000 sits at roughly the 1% tail of the modern Nasdaq TICK distribution.
  3. 3
    Make it comparable across eras
    Like its NYSE cousin, the Nasdaq TICK's distribution drifts as market structure changes, so the state uses a rolling 252-session z-score of the bias — today versus the trailing year of itself, not versus 2003.
  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, we show what QQQ actually did over the following 5, 10 and 21 sessions since 2002. The shape is contrarian: washouts led, euphoria lagged.

Who Uses Nasdaq TICK

Nasdaq Day Traders
If you trade NQ or QQQ, this is the internals feed for your tape — the NYSE TICK can read calm while the Nasdaq is being swept, and this catches it.
Dip Buyers
Washout states (bias more than 1.5σ below its trailing year) preceded the strongest forward QQQ returns in the sample — +2.0% over the next 21 sessions vs +1.4% baseline. The table quantifies it.
Momentum Traders
Euphoric states were the weakest bucket (+0.9% next 21 sessions vs +1.4% baseline) — strength delivered via extreme upside prints tended to need digestion before continuing.
Cross-Tape Watchers
Divergence between the NYSE and Nasdaq TICK states — one washed out while the other holds — shows which side of the market is carrying the stress.

Pro Tips

01
The states are contrarian here too
Same U-shape as the NYSE TICK, our session-body tools and breadth gauges: washout states preceded above-baseline forward returns, euphoric states below. Panic on the Nasdaq tape marked exhaustion more often than acceleration.
02
Mind the small extreme-print samples
±1000 prints are much rarer on the Nasdaq TICK in the modern era — the 2010+ extreme-print buckets hold only a few dozen cases each. Lean on the z-state study (6,000+ sessions); treat the print table as color, not statistics.
03
Compare it to the NYSE TICK state
The two tapes usually agree; when they split, the divergence is the information. A Nasdaq washout against a balanced NYSE reads as tech-specific stress — pair it with the Tech Volatility Spread.
04
The z-score does the era work
Never compare raw Nasdaq TICK levels across years — structure, listings and program trading all shifted what "normal" is. Each day is judged against its own trailing year.

Common Issues & Solutions

How is this different from the NYSE TICK tool?
Identical methodology on a different tape: Nasdaq stocks instead of NYSE, with forward returns measured on QQQ instead of SPY. History runs from June 2001 (the NYSE version reaches July 1997).
Is a Nasdaq TICK washout a buy signal?
It is a base rate, not a signal: washout states preceded +2.0% average QQQ returns over the next 21 sessions vs +1.4% for all sessions since 2002 — a tendency over hundreds of overlapping cases, some of which fell further first.
Why are ±1000 prints rarer than on the NYSE TICK?
Different tape, different print distribution — ±1000 sits near the 1% tail of Nasdaq TICK 5-minute extremes in the modern era. That is why the page leans on the era-relative z-states rather than raw print counts for its main study.
What symbol is this?
TradeStation's $TIKQ — the composite Nasdaq tick (listed as "NASDAQ Cumulative Tick" in their symbol directory). The Nasdaq-100-only variant ($TIKND) exists but covers just 100 stocks; the composite is the breadth read.

Frequently Asked Questions

What is the Nasdaq TICK index?
The number of Nasdaq stocks whose last trade was an uptick minus those on a downtick, computed continuously during market hours — the Nasdaq version of the NYSE TICK. Large readings mean program-driven buying or selling sweeping the Nasdaq tape simultaneously.
What symbol is the Nasdaq TICK?
Commonly $TICKQ or TICK/Q depending on the platform; on TradeStation, our data source, it is $TIKQ (the composite Nasdaq tick). Its history runs from June 2001.
Is a Nasdaq TICK washout bullish or bearish?
Historically contrarian-bullish on this data: sessions whose bias sat more than 1.5σ below its trailing-year average preceded +2.0% average QQQ returns over the next 21 sessions versus +1.4% for all sessions since 2002. Euphoric sessions were the weakest bucket. Base rates, not advice.
Should I watch the NYSE or Nasdaq TICK?
Both — they usually agree, and the divergences are the signal. Program flows hit the two tapes differently: a Nasdaq washout against a calm NYSE tape reads as tech-specific stress rather than market-wide fear.
How often is this updated?
Daily after the US close: the session's 5-minute $TIKQ bars are fetched, its bias and extreme prints appended, and the states and forward-return studies recompute over the full 2001+ history.

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Last updated: 2026-07-02