← How to read the numbers

Concentration: when three stocks are the whole move

Measuring how much of an index move came from its biggest contributors, including days when they contribute more than all of it.

Concentration measures how much of an index move its largest contributors accounted for. WMTMT states it as the share of the day's move contributed by the top three names: 30% is a reasonably distributed session; 70% is a narrow one; and readings above 100% are real and revealing, meaning the top names contributed more than the entire move while the rest of the index, net, went the other way.

Those over-100% days are the ones the headline number hides completely. An index that closed up 0.3% on 200% concentration was actually a down market with one enormous exception. The Dow does this vividly: one high-priced stock having a strong day can outweigh twenty members falling.

Concentration is not inherently bad; a giant reporting a genuinely good quarter should move the index. The point is to know. A market where the same handful of names is the whole move, day after day, behaves very differently in a drawdown than one where gains are broadly earned.

The attribution map makes concentration visible at a glance: cells sized by points contributed, so a narrow day looks narrow. The daily notes track it in writing.

Part of the WMTMT glossary · the daily notes apply these to every session