Liquidity Breadth
Methodology· DE: Liquiditäts-Breite
How many of the available liquidity components sit in the upper tercile of their own trailing percentile (up) versus the lower tercile (down), e.g. "+2 / −0 of 3". Distinguishes a broadly carried expansion from one pulled by a single channel; read together with dispersion.
Calculation
up = #components with pct ≥ 2/3; down = #components with pct ≤ 1/3; n = components with a percentile that day.
Unit & source
count · tradingstrategies.work Liquidity-Composite methodology
Related terms
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.