Tool Tutorials

Daily MA Extensions Tutorial

Chapter 1

Defining Moving Average Extensions

A Moving Average (MA) Extension quantifies the structural stretch between an asset's price action and its baseline trend level. While a moving average simply calculates the arithmetic mean closing price over a specified trailing window, the extension percentage measures the degree to which current price has expanded away from that mean.

MA Extension % = (Price − Moving Average) ÷ Moving Average × 100

Practical example (Micron Technology, MU)

  • Current candle high / price: $970.72
  • 5-day moving average: $901.83
MA Extension % = ($970.72 − $901.83) ÷ $901.83 × 100 = +8.56%

Because MU's peak traded $68.89 above its 5-day baseline, the stock registered an 8.56% upside extension.

5-day moving average the gap extension high of the candle measured from the top of today's candle down to the average
The 5-day average trails beneath a fast move. The reading is the distance from the candle's high down to that line.

The mechanics of extension gaps

Moving averages are inherently backward-looking indicators. When an asset accelerates rapidly in either direction, the trailing average cannot keep pace with instant price velocity.

  • Widening gaps: signal that price has traveled a substantial distance within a very short timeframe.
  • Bi-directional isolation: price can stretch either above (overbought expansion) or below (oversold dislocation) the average. The engine treats these as distinct directional regimes, comparing upside extensions exclusively against historical upside extensions.
See today's extensions
Chapter 2

Multi-Window Dynamics (5-Day vs. 10-Day)

The extension dashboard displays distance from both 5-day and 10-day moving averages simultaneously. Comparing these two windows reveals immediate price momentum versus intermediate trend health:

  • 5-day moving average: highly sensitive to short-term momentum; reflects trading behavior over the immediate trailing week.
  • 10-day moving average: slower, smoother baseline; requires sustained institutional flow to shift trajectory.

Inter-period divergence & trend transitions

Because the 5-day and 10-day averages react at different speeds, their extension readings can point in opposite directions on the exact same session.

one price, one average above it and one below 5-day MA · recent highs $109.61 current price $107.64 $100.00 10-day MA · base trend −1.80% below 5-day +7.64% above 10-day
On the same day, PYPL's price sat below its 5-day average but above its 10-day one. The stock had pulled back sharply in the last few sessions while still holding well above where it traded before that, which is what a fresh short-term turn looks like.

Practical example, PayPal (PYPL):

  • 5-day MA extension: −1.80% (price sits below the short-term baseline).
  • 10-day MA extension: +7.64% (price remains well above the medium-term baseline).
Analytical Takeaway

When the 5-day extension flips negative while the 10-day extension remains strongly positive, it signals a sharp short-term pullback following an extended rally, indicating an immediate trend transition.

Asset-calibrated sample matching

Once a time horizon (5-day or 10-day) and side (above or below) are selected, the platform scans the asset's complete trading history to build a sample of identical extension events.

  • MU 8.56% upside extension: yielded 52 matching historical sessions where MU exhibited a comparable degree of 5-day stretch.
Chapter 3

First-Move Resolution (The Race Metric)

Traditional quantitative analysis uses fixed-horizon snapshots (e.g., measuring performance strictly 5 days forward). The First-Move Resolution Engine replaces fixed timeframes with a directional race, asking: which specific price target is hit first?

The race vs. the snapshot

From the close of each matched historical day, the engine tracks forward price movement until the asset hits either a predefined +X% gain or −X% loss.

whichever target is reached first ends the trial matched-day close +X% gain reached first UP FIRST −X% loss reached first DOWN FIRST
The trial runs forward from the matched close until price gains or loses the chosen amount. Whichever boundary it reaches first wins the race and the trial ends; everything after that is ignored.

Once either boundary is touched, the trial resolves immediately, and subsequent price action is discarded.

Micron (MU) first-move resolution profile

Measured 22 July 2026, from 52 historical matched days.

Target distanceUp first resolutionDown first resolution
3% target48%52%
5% target40%60%
10% target40%60%

Resolving divergences between odds & races

It is common for single-day probability snapshots and directional races to point in opposite directions without mathematical conflict:

  • 1-day snapshot odds: 58% green (the next day tends to drift quietly higher).
  • 5% first-move race: 60% down first (when a larger 5% move occurs, the downside expansion hits first).
Core Insight

A stretched asset may exhibit mild, positive drift on day one, but possess skewed tail risk toward a rapid downside mean-reversion once real directional volatility expands.

Chapter 4

Price Projections

The engine projects across three fixed horizons: the next trading day, one week (5 trading days) and one month (21 trading days). Every card shows the exact future date it refers to, so there is no ambiguity about which session is being measured.

Three measures on each card

  • Green / red odds: the split between matched days that closed higher and those that closed lower over that horizon.
  • Avg green return: the average gain of only the matched days that closed higher.
  • Avg red return: the average loss of only the matched days that closed lower.

MU's read after an 8.56% extension above its 5-day average:

HorizonTarget dateOddsAvg greenAvg red
Next day23 July 202658% / 42%+2.28%−4.31%
One week29 July 202638% / 62%+5.62%−7.11%
One month21 August 202644% / 56%+25.48%−13.12%
Measured on MU, 22 July 2026, from 52 matched days.
Always read the averages next to the odds

The two average rows are one-sided: avg green averages only the up outcomes, avg red only the down outcomes. Never read them by themselves.

The month row splits the two measures. The odds lean red at 56%, yet the average green (+25.48%) is far larger than the average red (−13.12%). More of those months closed lower, but the ones that rose ran a long way. The win rate alone would hide how large the up moves were.

Chapter 5

The Three Charts

One Chart View toggle, three ways of looking at the same sample of matched days: the Price Cone, the Bar Graph and the Chart Log.

1. Price Cone

The default. It projects forward 45 sessions from today's price, drawing the percentile bands of what the matched days actually did, converted into prices.

  • Median line (50th percentile): the central outcome of the sample, not a target.
  • Cone width (10th to 90th): how much the matched days disagreed. A narrow cone means consistent outcomes; a wide one means high variance.

2. Bar Graph

This asks a different question: how often did price travel a set distance, and how quickly? You choose the move size, and the chart answers in both directions at once. Green bars above the line show the share of matched days that rose that far within a given number of days; red bars below show the share that fell that far.

By Touch vs By Close

SettingWhat countsUse it for
By TouchAny intraday high or low that reached the level, even if price came back before the closePath risk: stop-loss triggers or intraday margin
By CloseOnly a daily close beyond the levelSettlement risk: holding-period targets or trend sustainability

Touch numbers are always equal to or higher than close numbers. A wide gap between the two flags heavy intraday movement that did not hold into the close.

3. Chart Log and the event register

The Chart Log shows the full price chart with every matched day marked, so you can see the wider context each time the same setup appeared. Below it, the event register lists every matched day with its date, how far it sat from the average, and its forward return.

Any column sorts, which makes it easy to find the largest gains and worst drawdowns in the sample. Those extremes often matter more than the average when you are sizing a position.

The tool has its own guided walkthrough.

Walk through the live tool
Chapter 6

The Landing Table

The front page runs the same analysis across every ticker at once, so you can see which names are stretched without opening them one at a time.

Every ticker has a reading

There is no trigger here. Price always sits some distance from its average, so every row carries a number. The question is never whether a ticker qualifies, only how far it has pulled away and in which direction.

The two extension columns

Distance from 5d MA and Distance from 10d MA, side by side and signed. Reading them together is the fastest way to tell a fresh move from an established one: agreement means the stretch has been building, disagreement means it has just turned.

Price Projections

The same price projections from Chapter 4 appear here: avg green, avg red, and the odds, shown for next day, next week and next month.

Each figure is calculated from that ticker's own matched days. The numbers are therefore not comparable side to side in the way they look. Two rows both showing 58% are each describing their own stock.

Every column sorts. Sorting on either extension column puts the most stretched names at the top, which is where the two measures in Chapter 3 are most likely to disagree.

Open the landing table

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