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Breakout Ratio

Core indicator

Breakout Ratio is one of Finvee's primary stock-level indicators. It is the quantitative expression of a Stan Weinstein Stage 2 breakout setup — and it directly influences an asset's Stock Score inside the PTQI composite.


What it measures

The Breakout Ratio answers a single question: how closely does this asset resemble the conditions that precede a high-quality Stage 2 advance?

It is a normalised score between 0.00 and 1.00. Higher values indicate stronger breakout readiness. A score of 0.70 or above is considered a high-quality setup; below 0.40 the conditions are generally not favourable.


The Weinstein framework

Stan Weinstein's Secrets for Profiting in Bull and Bear Markets introduced a four-stage model of how stocks cycle:

Stage Condition Description
1 — Basing Sideways consolidation Price oscillates in a range; the stock is accumulating
2 — Advancing Breakout & uptrend Price clears resistance, volume expands, 30-week MA rises
3 — Topping Distribution Momentum fades, breadth narrows, institutions reduce exposure
4 — Declining Downtrend Price breaks below the 30-week MA; risk of further deterioration

The prime entry opportunity in Weinstein's method is the Stage 1 → Stage 2 transition: a stock that has built a base, is showing improving relative strength, and is beginning to break out above the 30-week moving average on expanding volume.

The Breakout Ratio quantifies exactly this transition probability using weekly data.


How it is computed

The indicator is calculated on weekly price data and combines five sub-scores, each normalised to 0–1:

Sub-scores

The composite combines five dimensions, each reflecting a key characteristic of a Weinstein Stage 2 setup:

Component What it captures
RS Improvement Mansfield Relative Strength rising from below zero — the stock gaining ground against the market before the breakout
MA30 Slope The 30-week moving average beginning to turn upward — the structural foundation of a Stage 2 advance
Price Proximity to MA30 Price close to the 30-week MA — neither extended above (overbought) nor far below (no breakout)
Volume Expansion Short-term average volume rising relative to medium-term average — institutional participation
Price Trend Price rising relative to the short-term moving average — momentum confirmation

Overhead supply penalty

After the composite is computed, an overhead supply penalty is applied if the asset shows signs of significant unresolved resistance above the current price.

This reflects Weinstein's emphasis that a valid breakout requires clear overhead — six or more months without significant price distribution above the current level. Heavy overhead supply suppresses breakout quality even when other conditions look good.


How it is used in Finvee

The Breakout Ratio is an input to Tier III (Stock Score) of the PTQI composite. It is one of the signals used by StockScoreService to rate an individual asset's technical quality.

You will see the Breakout Ratio displayed on individual asset cards in the Market → Stocks view and inside the PTQI breakdown panel on the Playbook → PTQI Ranking page.

Interpreting the score

Range Interpretation
0.70 – 1.00 Strong breakout setup — conditions closely match a Stage 1 → 2 transition
0.50 – 0.69 Developing setup — some conditions are in place but not all aligned
0.30 – 0.49 Weak setup — one or more key conditions are unfavourable
0.00 – 0.29 No setup — asset is likely in Stage 3 or Stage 4, or deeply consolidating

Context matters

A high Breakout Ratio does not override market regime. In a BEAR or RISK_OFF regime, the PTQI hard gates cap the overall score regardless of how strong the individual stock setup looks. Always read the Breakout Ratio alongside the PTQI label and regime context.