Headline
Each card over the selected timeframeFactors
Each factor index against its own parent universeExcess return vs parent
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Breadth
Measured across index constituents, not index levelsBreadth
Bullish Percent
New Highs / New Lows
Share of each index's members making a new extreme, intradayNew Highs
New Lows
Index levels come straight from the daily NSE price report — the same
pd file the rest of this project runs on. Index levels need no
split or bonus adjustment: an index is continuous through its constituents'
corporate actions.
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