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Directional Indicator

How strong are market trends?

Measure the strength of directional market trends at the sector and aggregate level, relative to historical performance. This metric quantifies the change in the price of an asset over a time period with the degree of daily price variability for a given market universe. When directional trends are strong, profit opportunities are created for directional strategies.

Custom date
Significant dates

Directional Indicator as of

LookBack:

Historical Levels 

Sectors
Selected
Low Avg High
Equity
Bond
Commodity
Currency
Aggregate

This tool is intended purely for informational purposes. Graham’s investment programs may perform in ways that are not related to the information provided here.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS

Source: Graham Capital Management; Underlying price data for the market universe is calculated using various sources, including Bloomberg, CQG, Reuters, and other pricing services.

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