Up/down day ratio
The count of up days divided by the count of down days over the last 50 bars.
What it shows
This counts how many of the last 50 trading days closed higher than the day before and how many closed lower, then divides. A ratio above 1 means more up days than down days.
It ignores the size of the moves and tells only how frequent each direction has been.
How we find it
The same code that draws it on your chart follows these steps, with the same result every time.
- For each of the last 50 bars, label up or down.
- Count each.
- Ratio = up days ÷ down days.
- Plot as a rolling line.
Starting values: Window 50 bars. These are proposed and will be tuned on real price data before launch.
How to read it
- The panel shows the ratio.
- The dashed line is 1.
- Above 1: more up days.
Status labels you may see
| Label | What it means |
|---|---|
| More up days | Ratio above 1.2. |
| Balanced | 0.8 to 1.2. |
| More down days | Below 0.8. |
What cancels it
Nothing cancels it.
What traders check next
- Size of up and down days.
- Trend.
- Window.
Limits
- Ignores size.
- A few big days can reverse the story.
- Window is a choice.
Try it in forecastviz
- Open any ticker and choose Statistics and risk → Up/down day ratio in the left menu.
- Switch between 3M, 6M, 1Y to see how the picture changes.
- Compare with Autocorrelation and Rolling return on the same chart.
Questions
Why track it?
It shows how consistent moves were.
Does a high ratio mean a rising price?
Not necessarily, large down days can offset many small up days.
Related trends
Further reading
- Kaufman, Trading Systems and Methods
- Achelis, Technical Analysis from A to Z
- Mandelbrot, The (Mis)Behavior of Markets
- Sharpe, Mutual Fund Performance
Educational only. Not financial advice, and not a price forecast. Charts are drawn by code from past price data, which may be delayed.