Breadth Signal · Research Tools

QQQ & SPY Market Breadth History Chart

Compare equal-weight versus cap-weight market participation for the Nasdaq-100 (QQQ) and S&P 500 (SPY). The trailing twelve months are free to explore. Older crash windows and calendar years unlock with a quick email signup.

Index
Resolution

Daily view: session-level distortion. Best for timing and short-cycle regime shifts.

Live Daily · QQQ
Symbols Trending (EW)
Capital Trending (MCW)
Distortion Score
As Of
Trailing 12-Month
Loading…
Index Close MCW % EW % Shaded area = Distortion (MCW − EW)
Index Price
Participation & Distortion

Breadth Signal

Unlock Systematic Audits

Enter your email to keep exploring this chart and to access the Research Vault — where you can see how strategies built on this breadth data actually perform.

What This Market Breadth Chart Shows

Most investors watch index price alone. This chart adds market internals: the percentage of stocks in QQQ or SPY that are in a confirmed uptrend, measured two ways. Symbols Trending (EW) treats every stock equally. Capital Trending (MCW) weights by market cap. When they diverge, the index can hide what the average stock is doing.

The Distortion Score (MCW minus EW)

The shaded area between the two participation lines is the Distortion Score. A positive spread means mega-caps are carrying the index while average stocks lag — often called a "hollow shell" rally. A negative spread means broad participation is stronger than the headline index suggests.

QQQ vs SPY Breadth

QQQ tracks 100 large Nasdaq stocks; SPY tracks 500 S&P names across the broader economy. Because SPY is more diversified, it takes a larger coordinated move to trigger regime shifts. Toggle between indices above to compare Nasdaq concentration risk versus broad-market participation.

Daily vs Weekly Breadth Data

Use daily data for session-level context and short-cycle momentum. Use weekly data to filter noise and focus on multi-month structural regimes. We recommend one view at a time rather than overlaying both — each answers a different question.

Historical Crash Windows

Preset windows include the 2008 financial crisis, the 2020 COVID shock, and the 2022 tech contraction. Calendar-year buttons let you audit any year from 2007 forward. These views help you see how breadth behaved before, during, and after major drawdowns — independent of financial media narratives.

Is this investment advice?
No. Breadth Signal publishes quantitative research for education. Past breadth patterns do not guarantee future results. See our Terms of Service.
How often is the data updated?
Live readings update after each market session. Historical series refresh when our production data pipeline runs.
Can I share or republish these charts?
Yes — use the Download Chart or Copy Share Link buttons. When posting publicly, please credit Breadth Signal and link to breadthsignal.com/research/market-breadth-history.