Percent Above 20-Day MA

Install and import

bash

npm install fintech-algorithms

import { evaluateSnapshot } from "fintech-algorithms/market-breadth-and-internals/high-low-and-trend-breadth/percent-above-20-day-ma";

Signature

evaluateSnapshot(snapshot, decisionTime)

Worked example

executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.

Input

snapshot

{
  "session_date": "2026-06-30",
  "effective_at": "2026-06-30T21:00:00Z",
  "available_at": "2026-06-30T21:30:00Z",
  "universe_id": "SYNTH-TREND-24",
  "universe_revision": "2026-06-30-r1",
  "calendar_id": "SYNTH-WEEKDAY",
  "price_field": "adjusted_close",
  "window_sessions": 20,
  "securities": [
    {
      "security_id": "SYNTH-001",
      "member_at_session": true,
      "source_evidence_state": "ready",
      "available_at": "2026-06-30T21:30:00Z",
      "adjustment_basis": "split-adjusted-price-return",
      "prices": [50, 50, 50, 50, 50, 50]
    },
    {
      "security_id": "SYNTH-002",
      "member_at_session": true,
      "source_evidence_state": "ready",
      "available_at": "2026-06-30T21:30:00Z",
      "adjustment_basis": "split-adjusted-price-return",
      "prices": [52, 52, 52, 52, 52, 52]
    },
    {
      "security_id": "SYNTH-003",
      "member_at_session": true,
      "source_evidence_state": "ready",
      "available_at": "2026-06-30T21:30:00Z",
      "adjustment_basis": "split-adjusted-price-return",
      "prices": [54, 54, 54, 54, 54, 54]
    }
  ]
}

decisionTime

"2026-06-30T22:00:00Z"

Call

evaluateSnapshot(snapshot, decisionTime)

Returns

object with 8 fields: status, reason, window_sessions, eligible_count, above_count, equal_count, percent_above, rows

{
  "status": "resolved",
  "reason": null,
  "window_sessions": 20,
  "eligible_count": 24,
  "above_count": 15,
  "equal_count": 1,
  "percent_above": 62.5,
  "rows": [
    {
      "security_id": "SYNTH-001",
      "current_price": 60,
      "moving_average": 50.5,
      "above": true,
      "equal": false
    },
    {
      "security_id": "SYNTH-002",
      "current_price": 62,
      "moving_average": 52.5,
      "above": true,
      "equal": false
    },
    {
      "security_id": "SYNTH-003",
      "current_price": 64,
      "moving_average": 54.5,
      "above": true,
      "equal": false
    }
  ]
}

Diagrams

Percent Above 20-Day MA — decision boundary

How it works

This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.

Read the article →

References

Percent Above Moving Average
Corporate Actions and Events Manual, Equities
Rolling Mean Documentation
Evidence decision