American Association of Individual Investors

American Association of Individual Investors

Looking Beyond Price Trends With the McClellan Oscillator

The oscillator exposes whether market strength reflects broad-based buying or narrow leadership, a distinction that often determines whether rallies continue or reverse.

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AAII
Oct 20, 2025
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  • Explanation of the McClellan Oscillator, its calculation and how it measures market participation beyond price indexes

  • Interpretation of signals including positive/negative territory, divergences, breadth thrusts and historical extreme readings

  • Practical strategies for applying oscillator analysis, avoiding common mistakes and adapting to modern market structure

The most expensive mistake individual investors make isn’t picking the wrong stocks; it’s misreading market conditions. As market concentration reached extreme levels in 2024—with just seven mega-cap stocks driving the entire S&P 500 index higher while the average stock declined—many investors continued buying aggressively despite narrowing market participation. A 55-year-old breadth indicator could have warned them.

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