Supertrend Phase Analysis - Market, Sectors & Individual Stocks

The three parameter sets used are (multiplier/period): 10/1, 11/2, 12/3. Each day, each set produces a directional signal - uptrend or downtrend. When all three agree, the consensus is +3 (strong uptrend) or -3 (strong downtrend). When two of three agree, the result is +2 or -2. A mixed state within a confirmed phase is counted as a compression day, not a new phase.

A phase change is only confirmed when the opposite direction (full 3:0 consensus) appears for three consecutive trading days. A mixed day or a reversion to the original direction resets the confirmation counter. The new phase is backdated to the first day of the reversal streak, not the confirmation day. This reduces false signals from short-lived reversals.

For each symbol, all completed phases since 2000 are stored and analyzed. Phase Progress is calculated as: current phase length / historical average phase length (same direction, last 10 years) × 100. This normalizes across symbols with different typical phase durations and makes cross-symbol comparisons meaningful.

The Supertrend consensus combines three parameter sets (10/1, 11/2, 12/3) into a daily direction score. A score of +3 means all three are bullish, -3 means all three are bearish. Scores of +2 or -2 indicate a majority direction with one parameter dissenting - these mixed states often appear during compression or trend transitions.

Across our full universe of 230 symbols, completed bullish phases average 42.4 trading days (median: 32.0 days, range: 1 to 364 days, based on 19213 phases). Individual symbol statistics vary significantly - use the symbol search to see exact historical data for any tracked stock or ETF.

Downtrend phases across the full universe average 31.9 trading days (median: 25.0 days, range: 2 to 263 days, based on 19274 phases). As with bullish phases, individual stock behavior differs meaningfully from the universe average.

Compression describes a sideways range phase - the stock is not trending, it is consolidating in a range. Think of it like a trading range or a Darvas box: the stock moves back and forth between support and resistance without establishing a clear direction. During compression, the three Supertrend lines disagree (+2 or -2 instead of full +3 or -3) because neither bulls nor bears have taken control. Compression % shows what fraction of the current phase has been spent in this range-bound state. A symbol can show Strong Uptrend (+3) today while having spent most of its phase range-bound - this means the breakout is recent or fragile. The Compression tab lists all range-bound symbols sorted by Comp%, helping identify which symbols are consolidating and which have clean, sustained trends.

Phase Progress compares the current phase duration to the historical average phase duration for the same symbol and direction (based on the last 10 years). A progress of 100% means the current phase has already lasted as long as the typical phase for that symbol. Values above 150% indicate a historically extended move - not a reversal signal, but a quantitative measure of how unusual the current duration is.

These labels reflect Phase Progress: Early = below 50% of the historical average, Normal = 50-100%, Mature = 100-150%, Extended = above 150%. They help identify where a trend sits within the typical lifespan of a phase for that specific symbol - providing context that a simple bullish/bearish label does not.

The Sector Score is the average Supertrend consensus value across all symbols in a sector. Each symbol contributes its current score (+3, +2, -2, or -3) to the sector average. A Sector Score above +2 indicates strong broad participation, while scores near zero suggest a mixed or transitioning sector.

Sector State combines Sector Score (strength) with the average Phase Progress across all sector members. For example, 'Strong + Early' means the sector is broadly bullish but the average phase is still young relative to historical norms. 'Strong + Extended' means the sector is bullish but most member phases are historically long - worth noting, though not a reversal prediction.

End-of-day price data is collected after midnight UTC following US market close. All Supertrend values, phase calculations, and statistics are then recalculated and the site is rebuilt automatically. The last full update was completed on 2026-10-09 at 01:52 UTC.

The site tracks a curated universe of 230 US stocks and ETFs - deliberately focused on liquid, actively traded symbols with sufficient price history for statistically meaningful analysis. This universe is reviewed periodically and updated as needed.

Each symbol is classified daily into one of five lifecycle states based on the alignment of the three individual Supertrend lines (ST1/ST2/ST3), phase age, and compression trend. Expansion: all three lines aligned with low compression - the cleanest trend state. Building: ST2 and ST3 aligned but phase is young, still establishing. Mature: an established trend with moderate compression. Weakening: all lines aligned but compression is rising, or ST1 is diverging from ST2/ST3 - potential early warning of trend exhaustion. Flip: a recent direction change where ST2/ST3 are not yet fully aligned.

Persistence measures how often an ST2 directional flip is still valid after a set number of trading days. Across our full universe, 86.5% of bullish ST2 flips are still bullish after 5 trading days, and 82.5% of bearish flips are still bearish. High persistence means the signal tends to hold. Individual symbol persistence figures are shown in the Signal Quality block of each symbol detail page.

A whipsaw occurs when ST2 flips direction and reverses again within 5 trading days - a false signal. Across all 230 tracked symbols, 16.4% of all ST2 flips are whipsaws. Critically, 63.9% of these whipsaws occurred without ST3 confirmation - meaning that requiring ST3 alignment before acting on an ST2 flip would have eliminated the majority of false signals. This is the core reason why the full +3 or -3 consensus is a stronger signal than a +2 or -2 state.

supertrendresearch.com is an independent research tool built and maintained by a private trader with over 35 years of experience in financial markets and market data infrastructure. Not affiliated with any broker, data vendor, or financial institution.

End-of-day OHLCV price data (Open, High, Low, Close, Volume) is sourced from publicly available market data providers including Yahoo Finance and other free data sources. All Supertrend calculations, phase detection, compression analysis, and historical statistics are computed independently using proprietary algorithms. No AI is used in signal generation. End-of-day data is collected and processed after midnight UTC, following US market close.

Disclaimer: Nothing on this site constitutes financial advice or a recommendation to buy or sell any security. Past performance is not indicative of future results. All trading involves risk.

Privacy: We use Umami for privacy-friendly, cookieless website analytics. No personal data is tracked and sent to third parties and no tracking cookies are set. All analytics data is stored locally on our own server.