release: bump 0.4.7 -> 0.5.0 (#159 )

Version bump for the 0.5.0 release, which ships the relicense to MIT OR Apache-2.0. Stacked on #158 (base branch `chore/relicense-mit-apache`) so this PR's diff is the bump only. After #158 merges to main, GitHub retargets this PR to main; merge it, then tag `v0.5.0` to publish. ## Changes - Bump 0.4.7 -> 0.5.0 across the Cargo workspace, Python `pyproject.toml`, Node `package.json` + 6 platform manifests + 2 lockfiles, and `Cargo.lock`. - CHANGELOG: cut the [0.5.0] section (the relicense) and add compare URLs. - SECURITY.md: supported versions 0.4.x -> 0.5.x. Minor (not patch) bump: a relicense is a significant change. No code changes. NOTE: do not tag/release until you give the go (irreversible publish to crates.io/PyPI/npm). Suggested merge order: #158 -> this -> tag `v0.5.0` -> then the downstream PRs.
Relicense from PolyForm Noncommercial to MIT OR Apache-2.0 (#158 )
2026-06-03 18:53:23 +02:00 · 2026-06-03 18:49:39 +02:00 · 2026-06-03 17:24:33 +02:00
61 changed files with 5989 additions and 334 deletions
@@ -60,7 +60,7 @@ Closes #
 - [ ] Public API changes are reflected in `CHANGELOG.md`
 - [ ] Public API changes are reflected in rustdoc / README / examples
 - [ ] No `todo*.md` or other local-only notes are staged
- [ ] License header / `LICENSE` reference unchanged (PolyForm-NC-1.0.0)
+- [ ] License header / `LICENSE` reference unchanged (MIT OR Apache-2.0)

 ## Notes for reviewers

@@ -536,7 +536,7 @@ jobs:
            pkg.repository = { type: 'git', url: 'https://github.com/wickra-lib/wickra' };
            pkg.homepage = 'https://github.com/wickra-lib/wickra';
            pkg.bugs = { url: 'https://github.com/wickra-lib/wickra/issues' };
-            pkg.license = 'PolyForm-Noncommercial-1.0.0';
+            pkg.license = 'MIT OR Apache-2.0';
            fs.writeFileSync('package.json', JSON.stringify(pkg, null, 2));
          "

@@ -7,6 +7,27 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0

 ## [Unreleased]

+## [0.5.0] - 2026-06-03
+
+### Added
+- **TICK Index** — instantaneous net advancing-minus-declining issues (`TICK_INDEX`).
+- **Absolute Breadth Index** — absolute value of net advancing-minus-declining issues (`ABSOLUTE_BREADTH_INDEX`).
+- **Cumulative Volume Index** — running total of volume-normalised net advancing volume (`CUMULATIVE_VOLUME_INDEX`).
+- **Bullish Percent Index** — percentage of the universe on a point-and-figure buy signal (`BULLISH_PERCENT_INDEX`).
+- **Up/Down Volume Ratio** — advancing volume divided by declining volume (`UP_DOWN_VOLUME_RATIO`).
+- **Percent Above Moving Average** — percentage of the universe trading above its reference moving average (`PERCENT_ABOVE_MA`).
+- **High-Low Index** — moving average of the record-high percentage (`HIGH_LOW_INDEX`).
+- **New Highs - New Lows** — net count of new period highs minus new period lows (`NEW_HIGHS_NEW_LOWS`).
+- **Breadth Thrust** — moving average of the advancing-issues share (Zweig) (`BREADTH_THRUST`).
+- **TRIN / Arms Index** — advance-decline ratio divided by the up-down volume ratio (`TRIN`).
+- **McClellan Summation Index** — running cumulative total of the McClellan Oscillator (`MCCLELLAN_SUMMATION_INDEX`).
+- **McClellan Oscillator** — spread between a 19- and 39-period EMA of ratio-adjusted net advances (`MCCLELLAN_OSCILLATOR`).
+- **Advance/Decline Volume Line** — cumulative net advancing-minus-declining volume across the universe (`AD_VOLUME_LINE`).
+- **Advance/Decline Ratio** — advancing issues divided by declining issues across the universe (`ADVANCE_DECLINE_RATIO`).
+
+### Changed
+- **Relicensed** from PolyForm Noncommercial 1.0.0 to dual **MIT OR Apache-2.0**. Wickra is now OSI-approved, permissive open source; commercial use is permitted under either license. See [`LICENSE-MIT`](LICENSE-MIT) and [`LICENSE-APACHE`](LICENSE-APACHE).
+
 ## [0.4.7] - 2026-06-03

 ### Added
@@ -1147,7 +1168,8 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
  optional Binance live feed.
 - Bindings for Python, Node.js, and WebAssembly.

-[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.4.7...HEAD
+[Unreleased]: https://github.com/wickra-lib/wickra/compare/v0.5.0...HEAD
+[0.5.0]: https://github.com/wickra-lib/wickra/compare/v0.4.7...v0.5.0
 [0.4.7]: https://github.com/wickra-lib/wickra/compare/v0.4.6...v0.4.7
 [0.4.6]: https://github.com/wickra-lib/wickra/compare/v0.4.5...v0.4.6
 [0.4.5]: https://github.com/wickra-lib/wickra/compare/v0.4.4...v0.4.5
@@ -26,4 +26,6 @@ keywords:
  - quantitative-finance
  - rust
  - time-series
-license: PolyForm-Noncommercial-1.0.0
+license:
+  - MIT
+  - Apache-2.0
@@ -5,11 +5,11 @@ build the project, the standards a change must meet, and how to get it merged.

 ## License of contributions

-Wickra is licensed under the **PolyForm Noncommercial License 1.0.0** (see
-[`LICENSE`](LICENSE)). By submitting a contribution you agree that it is
-licensed to the project under those same terms. The Noncommercial license
-permits use for any purpose **other than** a commercial one; keep that in mind
-when proposing features or depending on Wickra elsewhere.
+Wickra is dual-licensed under the [MIT](LICENSE-MIT) and
+[Apache-2.0](LICENSE-APACHE) licenses; users may choose either. Unless you
+explicitly state otherwise, any contribution you intentionally submit for
+inclusion in the work, as defined in the Apache-2.0 license, shall be dual
+licensed as above, without any additional terms or conditions.

 ## Project layout

@@ -1867,7 +1867,7 @@ dependencies = [

 [[package]]
 name = "wickra"
-version = "0.4.7"
+version = "0.5.0"
 dependencies = [
 "approx",
 "criterion",
@@ -1878,7 +1878,7 @@ dependencies = [

 [[package]]
 name = "wickra-core"
-version = "0.4.7"
+version = "0.5.0"
 dependencies = [
 "approx",
 "proptest",
@@ -1888,7 +1888,7 @@ dependencies = [

 [[package]]
 name = "wickra-data"
-version = "0.4.7"
+version = "0.5.0"
 dependencies = [
 "approx",
 "csv",
@@ -1915,7 +1915,7 @@ dependencies = [

 [[package]]
 name = "wickra-node"
-version = "0.4.7"
+version = "0.5.0"
 dependencies = [
 "napi",
 "napi-build",
@@ -1925,7 +1925,7 @@ dependencies = [

 [[package]]
 name = "wickra-python"
-version = "0.4.7"
+version = "0.5.0"
 dependencies = [
 "numpy",
 "pyo3",
@@ -1934,7 +1934,7 @@ dependencies = [

 [[package]]
 name = "wickra-wasm"
-version = "0.4.7"
+version = "0.5.0"
 dependencies = [
 "console_error_panic_hook",
 "js-sys",
@@ -12,11 +12,11 @@ members = [
 exclude = ["fuzz"]

 [workspace.package]
-version = "0.4.7"
+version = "0.5.0"
 authors = ["kingchenc <support@wickra.org>"]
 edition = "2021"
 rust-version = "1.86"
-license-file = "LICENSE"
+license = "MIT OR Apache-2.0"
 repository = "https://github.com/wickra-lib/wickra"
 homepage = "https://github.com/wickra-lib/wickra"
 readme = "README.md"
@@ -24,7 +24,7 @@ keywords = ["finance", "trading", "indicators", "technical-analysis", "ta"]
 categories = ["finance", "mathematics", "science"]

 [workspace.dependencies]
-wickra-core = { path = "crates/wickra-core", version = "0.4.7" }
+wickra-core = { path = "crates/wickra-core", version = "0.5.0" }

 thiserror = "2"
 rayon = "1.10"
@@ -1,161 +0,0 @@
-# PolyForm Noncommercial License 1.0.0
-
-<https://polyformproject.org/licenses/noncommercial/1.0.0>
-
-## Acceptance
-
-In order to get any license under these terms, you must agree
-to them as both strict obligations and conditions to all
-your licenses.
-
-## Copyright License
-
-The licensor grants you a copyright license for the
-software to do everything you might do with the software
-that would otherwise infringe the licensor's copyright
-in it for any permitted purpose. However, you may
-only distribute the software according to [Distribution
-License](#distribution-license) and make changes or new works
-based on the software according to [Changes and New Works
-License](#changes-and-new-works-license).
-
-## Distribution License
-
-The licensor grants you an additional copyright license
-to distribute copies of the software. Your license to
-distribute covers distributing the software with changes
-and new works permitted by [Changes and New Works
-License](#changes-and-new-works-license).
-
-## Notices
-
-You must ensure that anyone who gets a copy of any part of
-the software from you also gets a copy of these terms or the
-URL for them above, as well as copies of any plain-text lines
-beginning with `Required Notice:` that the licensor provided
-with the software. For example:
-
-> Required Notice: Copyright 2026 kingchenc (https://github.com/wickra-lib/wickra)
-
-## Changes and New Works License
-
-The licensor grants you an additional copyright license
-to make changes and new works based on the software for any
-permitted purpose.
-
-## Patent License
-
-The licensor grants you a patent license for the software that
-covers patent claims the licensor can license, or becomes able
-to license, that you would infringe by using the software.
-
-## Noncommercial Purposes
-
-Any noncommercial purpose is a permitted purpose.
-
-## Personal Uses
-
-Personal use for research, experiment, and testing for
-the benefit of public knowledge, personal study, private
-entertainment, hobby projects, amateur pursuits, or religious
-observance, without any anticipated commercial application,
-is use for a permitted purpose.
-
-## Noncommercial Organizations
-
-Use by any charitable organization, educational institution,
-public research organization, public safety or health
-organization, environmental protection organization, or
-government institution is use for a permitted purpose regardless
-of the source of funding or obligations resulting from the
-funding.
-
-## Fair Use
-
-You may have "fair use" rights for the software under the
-law. These terms do not limit them.
-
-## No Other Rights
-
-These terms do not allow you to sublicense or transfer any of
-your licenses to anyone else, or prevent the licensor from
-granting licenses to anyone else.  These terms do not imply
-any other licenses.
-
-## Patent Defense
-
-If you make any written claim that the software infringes or
-contributes to infringement of any patent, your patent license
-for the software granted under these terms ends immediately. If
-your company makes such a claim, your patent license ends
-immediately for work on behalf of your company.
-
-## Violations
-
-The first time you are notified in writing that you have
-violated any of these terms, or done anything with the software
-not covered by your licenses, your licenses can nonetheless
-continue if you come into full compliance with these terms,
-and take practical steps to correct past violations, within 32
-days of receiving notice.  Otherwise, all your licenses end
-immediately.
-
-## No Liability
-
-***As far as the law allows, the software comes as is, without
-any warranty or condition, and the licensor will not be liable
-to you for any damages arising out of these terms or the use
-or nature of the software, under any kind of legal claim.***
-
-## Definitions
-
-The **licensor** is the individual or entity offering these
-terms, and the **software** is the software the licensor makes
-available under these terms.
-
-**You** refers to the individual or entity agreeing to these
-terms.
-
-**Your company** is any legal entity, sole proprietorship,
-or other kind of organization that you work for, plus all
-organizations that have control over, are under the control
-of, or are under common control with that organization.
-**Control** means ownership of substantially all the assets
-of an entity, or the power to direct its management and
-policies by vote, contract, or otherwise.  Control can be
-direct or indirect.
-
-**Your licenses** are all the licenses granted to you for the
-software under these terms.
-
-**Use** means anything you do with the software requiring one
-of your licenses.
-
-## Additional Permissions Granted by the Licensor
-
-These additional permissions supplement the PolyForm Noncommercial
-License 1.0.0 above. They only broaden, and never narrow, the
-licenses granted to you. The text of the PolyForm Noncommercial
-License 1.0.0 above is unmodified.
-
-Use by a natural person, acting for their own personal account and
-not on behalf of any third party, is use for a permitted purpose.
-This includes operating an automated trading bot or trading strategy
-on that person's own capital, whether or not it earns that person
-money.
-
-For the avoidance of doubt, the licenses above already let you use,
-fork, modify, and redistribute the software, and file issues and
-contribute changes, for any permitted purpose. Personal projects,
-research, education, nonprofit organizations, government use, and
-hobby trading bots are permitted purposes.
-
-Any other commercial use — in particular the commercial sale of the
-software itself, or the commercial sale of services built around it —
-requires a separate commercial license from the licensor. If you want
-to use Wickra commercially, get in touch about a license at
-<https://github.com/wickra-lib/wickra>.
-
---
-
-Required Notice: Copyright 2026 kingchenc (https://github.com/wickra-lib/wickra)
@@ -0,0 +1,201 @@
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+                           Version 2.0, January 2004
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+
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+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
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+   Copyright 2026 kingchenc and the Wickra contributors
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
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+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.
@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 kingchenc and the Wickra contributors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
@@ -1,5 +1,5 @@
 <p align="center">
-  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=325" alt="Wickra — streaming-first technical indicators" width="100%"></a>
+  <a href="https://wickra.org"><img src="https://raw.githubusercontent.com/wickra-lib/.github/main/profile/wickra-banner.webp?v=339" alt="Wickra — streaming-first technical indicators" width="100%"></a>
 </p>

 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
@@ -9,7 +9,7 @@
 [![crates.io](https://img.shields.io/crates/v/wickra.svg?logo=rust&color=orange)](https://crates.io/crates/wickra)
 [![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
 [![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](LICENSE)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](#license)
 [![OpenSSF Scorecard](https://api.securityscorecards.dev/projects/github.com/wickra-lib/wickra/badge)](https://scorecard.dev/viewer/?uri=github.com/wickra-lib/wickra)
 [![Build provenance](https://img.shields.io/badge/provenance-attested-brightgreen?logo=github)](https://github.com/wickra-lib/wickra/attestations)
 [![Docs](https://img.shields.io/badge/docs-docs.wickra.org-0ea5e9?logo=readthedocs&logoColor=white)](https://docs.wickra.org)
@@ -47,7 +47,7 @@ Full documentation lives at **[docs.wickra.org](https://docs.wickra.org)**:
  [Node](https://docs.wickra.org/Quickstart-Node),
  [WASM](https://docs.wickra.org/Quickstart-WASM).
 - **Indicators** — a per-indicator deep dive (formula, parameters, warmup) for
-  every one of the 325 indicators; start at the
+  every one of the 339 indicators; start at the
  [indicators overview](https://docs.wickra.org/Indicators-Overview).
 - **Reference** — [warmup periods](https://docs.wickra.org/Warmup-Periods),
  [streaming vs batch](https://docs.wickra.org/Streaming-vs-Batch),
@@ -135,7 +135,7 @@ python -m benchmarks.compare_libraries

 ## Indicators

-325 streaming-first indicators across twenty families. Every one passes the
+339 streaming-first indicators across twenty families. Every one passes the
 `batch == streaming` equivalence test, reference-value tests, and reset
 semantics tests. Each has a per-indicator deep dive (formula, parameters,
 warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
@@ -160,7 +160,7 @@ warmup) at [docs.wickra.org](https://docs.wickra.org/Indicators-Overview).
 | Microstructure       | Order-Book Imbalance (Top-1 / Top-N / Full), Microprice, Quoted Spread, Depth Slope, Signed Volume, Cumulative Volume Delta, Trade Imbalance, Effective Spread, Realized Spread, Kyle's Lambda, Footprint |
 | Derivatives          | Funding Rate, Funding Rate Mean, Funding Rate Z-Score, Funding Basis, Open-Interest Delta, OI / Price Divergence, OI-Weighted Price, Long/Short Ratio, Taker Buy/Sell Ratio, Liquidation Features, Term-Structure Basis, Calendar Spread |
 | Market Profile       | Value Area (POC / VAH / VAL), Volume Profile (histogram), TPO Profile, Initial Balance, Opening Range |
-| Market Breadth       | Advance/Decline Line |
+| Market Breadth       | Advance/Decline Line, Advance/Decline Ratio, Advance/Decline Volume Line, McClellan Oscillator, McClellan Summation Index, TRIN / Arms Index, Breadth Thrust, New Highs - New Lows, High-Low Index, Percent Above Moving Average, Up/Down Volume Ratio, Bullish Percent Index, Cumulative Volume Index, Absolute Breadth Index, TICK Index |
 | Risk / Performance   | Sharpe Ratio, Sortino Ratio, Calmar Ratio, Omega Ratio, Max Drawdown, Average Drawdown, Drawdown Duration, Pain Index, Value at Risk, Conditional Value at Risk (CVaR), Profit Factor, Gain/Loss Ratio, Recovery Factor, Kelly Criterion, Treynor Ratio, Information Ratio, Alpha (Jensen) |

 Every candlestick pattern emits a signed per-bar value — `+1.0` bullish,
@@ -240,7 +240,7 @@ A Python live-trading example using the public `websockets` package lives at
 ```
 wickra/
 ├── crates/
-│   ├── wickra-core/         core engine + all 325 indicators
+│   ├── wickra-core/         core engine + all 339 indicators
 │   ├── wickra/              top-level facade crate (publishes on crates.io) + benches/
 │   └── wickra-data/         CSV reader, tick aggregator, live exchange feeds
 ├── bindings/
@@ -324,13 +324,20 @@ shape together before you invest the time.

 ## License

-Licensed under the **PolyForm Noncommercial License 1.0.0**. See [LICENSE](LICENSE).
+Licensed under either of

-In plain English: use it, fork it, modify it, redistribute it, file issues, send
-pull requests — all welcome. Personal projects, research, education, non-profits,
-government, hobby trading bots: all fine. The one thing that's not allowed is
-commercial sale of the software or of services built around it. If you want to
-use Wickra commercially, get in touch about a license.
+- Apache License, Version 2.0 ([LICENSE-APACHE](LICENSE-APACHE) or
+  <http://www.apache.org/licenses/LICENSE-2.0>)
+- MIT license ([LICENSE-MIT](LICENSE-MIT) or <http://opensource.org/licenses/MIT>)
+
+at your option. Use it, fork it, modify it, redistribute it — commercially or
+not — file issues, send pull requests; all welcome.
+
+### Contribution
+
+Unless you explicitly state otherwise, any contribution intentionally submitted
+for inclusion in the work by you, as defined in the Apache-2.0 license, shall be
+dual licensed as above, without any additional terms or conditions.

 ## Disclaimer

@@ -2,13 +2,13 @@

 ## Supported versions

-Wickra is pre-1.0. Security fixes are applied to the latest released `0.1.x`
+Wickra is pre-1.0. Security fixes are applied to the latest released `0.5.x`
 version only; please upgrade to the newest release before reporting an issue.

 | Version | Supported |
 | --- | --- |
-| 0.1.x (latest) | :white_check_mark: |
-| older 0.1.x | :x: |
+| 0.5.x (latest) | :white_check_mark: |
+| older 0.5.x | :x: |

 ## Reporting a vulnerability

@@ -9,7 +9,7 @@ edition.workspace = true
 # also emits `cargo::` directives that require >= 1.77 — that older floor is
 # subsumed by the 1.88 requirement now.
 rust-version = "1.88"
-license-file.workspace = true
+license.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true
@@ -3,7 +3,7 @@
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
 [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
 [![npm](https://img.shields.io/npm/v/wickra.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](https://github.com/wickra-lib/wickra/blob/main/LICENSE)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)

 **Streaming-first technical indicators for Node.js. `npm install wickra` —
 prebuilt native binary, no system dependencies.**
@@ -67,7 +67,5 @@ risk. The library is provided **as is**, without warranty of any kind.

 ## License

-Licensed under the **PolyForm Noncommercial License 1.0.0**. Personal projects,
-research, education, non-profits, and hobby trading bots are all fine; the one
-thing not allowed is commercial sale of the software or of services built
-around it. See [LICENSE](https://github.com/wickra-lib/wickra/blob/main/LICENSE).
+Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
+or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
@@ -1284,6 +1284,112 @@ test('market breadth: AdvanceDecline rejects ragged universe', () => {
  );
 });

+test('market breadth: 14 indicators reference values + batch parity', () => {
+  const flags4 = [false, false, false, false];
+
+  // Advance/Decline Ratio: 3/1 = 3 ; 0 advancers -> 0.
+  const adr = new wickra.AdvanceDeclineRatio();
+  assert.equal(adr.update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4), 3.0);
+  assert.equal(adr.update([-1, -1, -1, -1], [10, 10, 10, 10], flags4, flags4), 0.0);
+  assert.deepEqual(
+    Array.from(
+      new wickra.AdvanceDeclineRatio().batch(
+        [[1, 1, 1, -1], [-1, -1, -1, -1]],
+        [[10, 10, 10, 10], [10, 10, 10, 10]],
+        [flags4, flags4],
+        [flags4, flags4],
+      ),
+    ),
+    [3.0, 0.0],
+  );
+
+  // AD Volume Line: cumulative net advancing volume.
+  const adv = new wickra.AdVolumeLine();
+  assert.equal(adv.update([1, -1], [150, 50], [false, false], [false, false]), 100.0);
+  assert.equal(adv.update([1, -1], [60, 60], [false, false], [false, false]), 100.0);
+
+  // McClellan Oscillator + Summation: seed 0, then -50.
+  const osc = new wickra.McClellanOscillator();
+  assert.ok(Math.abs(osc.update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4)) < 1e-9);
+  assert.ok(Math.abs(osc.update([-1, -1, -1, 1], [10, 10, 10, 10], flags4, flags4) - -50.0) < 1e-9);
+  const msi = new wickra.McClellanSummationIndex();
+  assert.ok(Math.abs(msi.update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4)) < 1e-9);
+  assert.ok(Math.abs(msi.update([-1, -1, -1, 1], [10, 10, 10, 10], flags4, flags4) - -50.0) < 1e-9);
+
+  // TRIN: balanced breadth -> 1.
+  assert.ok(
+    Math.abs(new wickra.Trin().update([1, 1, 1, -1], [50, 50, 50, 50], flags4, flags4) - 1.0) < 1e-9,
+  );
+
+  // Breadth Thrust(2): warmup null, then SMA(2) of [0.8, 0.6] = 0.7.
+  const bt = new wickra.BreadthThrust(2);
+  const up10 = Array(10).fill(false);
+  assert.equal(bt.update([...Array(8).fill(1), -1, -1], Array(10).fill(10), up10, up10), null);
+  assert.ok(
+    Math.abs(bt.update([...Array(6).fill(1), -1, -1, -1, -1], Array(10).fill(10), up10, up10) - 0.7) < 1e-9,
+  );
+
+  // New Highs - New Lows: 2 - 1 = 1.
+  assert.equal(
+    new wickra.NewHighsNewLows().update([1, 1, -1], [10, 10, 10], [true, true, false], [false, false, true]),
+    1.0,
+  );
+
+  // High-Low Index(2): warmup null, then SMA(2) of [80, 60] = 70.
+  const hli = new wickra.HighLowIndex(2);
+  assert.equal(
+    hli.update(Array(10).fill(1), Array(10).fill(10), [...Array(8).fill(true), false, false], [...Array(8).fill(false), true, true]),
+    null,
+  );
+  assert.ok(
+    Math.abs(
+      hli.update(Array(10).fill(1), Array(10).fill(10), [...Array(6).fill(true), false, false, false, false], [...Array(6).fill(false), true, true, true, true]) - 70.0,
+    ) < 1e-9,
+  );
+
+  // Percent Above MA: 3/4 -> 75 (5-array update with aboveMa).
+  assert.equal(
+    new wickra.PercentAboveMa().update([1, 1, 1, -1], [10, 10, 10, 10], flags4, flags4, [true, true, true, false]),
+    75.0,
+  );
+
+  // Up/Down Volume Ratio: 150/50 = 3.
+  assert.equal(
+    new wickra.UpDownVolumeRatio().update([1, -1], [150, 50], [false, false], [false, false]),
+    3.0,
+  );
+
+  // Bullish Percent Index: 2/4 -> 50 (5-array update with onBuySignal).
+  assert.equal(
+    new wickra.BullishPercentIndex().update([1, 1, -1, -1], [10, 10, 10, 10], flags4, flags4, [true, true, false, false]),
+    50.0,
+  );
+
+  // Cumulative Volume Index: (100/200) -> 0.5.
+  assert.ok(
+    Math.abs(new wickra.CumulativeVolumeIndex().update([1, -1], [150, 50], [false, false], [false, false]) - 0.5) < 1e-9,
+  );
+
+  // Absolute Breadth Index: |2 - 3| = 1.
+  assert.equal(
+    new wickra.AbsoluteBreadthIndex().update([1, 1, -1, -1, -1], Array(5).fill(10), Array(5).fill(false), Array(5).fill(false)),
+    1.0,
+  );
+
+  // TICK Index: 2 - 3 = -1.
+  assert.equal(
+    new wickra.TickIndex().update([1, 1, -1, -1, -1], Array(5).fill(10), Array(5).fill(false), Array(5).fill(false)),
+    -1.0,
+  );
+});
+
+test('market breadth: rejects ragged universe', () => {
+  assert.throws(() => new wickra.Trin().update([1, -1], [10], [false, false], [false, false]));
+  assert.throws(() =>
+    new wickra.PercentAboveMa().update([1, -1], [10, 10], [false, false], [false, false], [true]),
+  );
+});
+
 test('OI / flow / liquidation indicators reference values', () => {
  // OI +10% while price flat -> divergence +0.1.
  const div = new wickra.OIPriceDivergence(1);
@@ -3253,6 +3253,132 @@ export declare class AdvanceDecline {
  isReady(): boolean
  warmupPeriod(): number
 }
+export type AdvanceDeclineRatioNode = AdvanceDeclineRatio
+export declare class AdvanceDeclineRatio {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type AdVolumeLineNode = AdVolumeLine
+export declare class AdVolumeLine {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type McClellanOscillatorNode = McClellanOscillator
+export declare class McClellanOscillator {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type McClellanSummationIndexNode = McClellanSummationIndex
+export declare class McClellanSummationIndex {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type TrinNode = Trin
+export declare class Trin {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type BreadthThrustNode = BreadthThrust
+export declare class BreadthThrust {
+  constructor(period: number)
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type NewHighsNewLowsNode = NewHighsNewLows
+export declare class NewHighsNewLows {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type HighLowIndexNode = HighLowIndex
+export declare class HighLowIndex {
+  constructor(period: number)
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type PercentAboveMaNode = PercentAboveMa
+export declare class PercentAboveMa {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, aboveMa: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, aboveMa: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type UpDownVolumeRatioNode = UpDownVolumeRatio
+export declare class UpDownVolumeRatio {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type BullishPercentIndexNode = BullishPercentIndex
+export declare class BullishPercentIndex {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>, onBuySignal: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>, onBuySignal: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type CumulativeVolumeIndexNode = CumulativeVolumeIndex
+export declare class CumulativeVolumeIndex {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type AbsoluteBreadthIndexNode = AbsoluteBreadthIndex
+export declare class AbsoluteBreadthIndex {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
+export type TickIndexNode = TickIndex
+export declare class TickIndex {
+  constructor()
+  update(change: Array<number>, volume: Array<number>, newHigh: Array<boolean>, newLow: Array<boolean>): number | null
+  batch(change: Array<Array<number>>, volume: Array<Array<number>>, newHigh: Array<Array<boolean>>, newLow: Array<Array<boolean>>): Array<number>
+  reset(): void
+  isReady(): boolean
+  warmupPeriod(): number
+}
 export type SharpeRatioNode = SharpeRatio
 export declare class SharpeRatio {
  constructor(period: number, riskFree: number)
@@ -310,7 +310,7 @@ if (!nativeBinding) {
  throw new Error(`Failed to load native binding`)
 }

-const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha } = nativeBinding
+const { version, SMA, EMA, WMA, RSI, DEMA, TEMA, HMA, ROC, TRIX, SMMA, TRIMA, ZLEMA, MOM, CMO, DPO, StdDev, UlcerIndex, VerticalHorizontalFilter, ZScore, McGinleyDynamic, FRAMA, SuperSmoother, FisherTransform, Decycler, CenterOfGravity, CyberneticCycle, InstantaneousTrendline, EhlersStochastic, RVIVolatility, Variance, CoefficientOfVariation, Skewness, Kurtosis, StandardError, DetrendedStdDev, RSquared, MedianAbsoluteDeviation, MIDPOINT, ROCP, ROCR, ROCR100, LINEARREG_INTERCEPT, TSF, Autocorrelation, HurstExponent, PearsonCorrelation, Beta, PairwiseBeta, SpearmanCorrelation, RollingCorrelation, RollingCovariance, OuHalfLife, SpreadHurst, DistanceSsd, BetaNeutralSpread, PairSpreadZScore, LeadLagCrossCorrelation, Cointegration, RelativeStrengthAB, VarianceRatio, GrangerCausality, KalmanHedgeRatio, SpreadBollingerBands, MACD, MACDFIX, MACDEXT, BollingerBands, ATR, PLUS_DM, MINUS_DM, PLUS_DI, MINUS_DI, DX, MIDPRICE, AVGPRICE, SAREXT, HT_PHASOR, Stochastic, OBV, ADX, ADXR, CCI, WilliamsR, MFI, PSAR, Keltner, Donchian, VWAP, RollingVWAP, AwesomeOscillator, Aroon, Inertia, ConnorsRSI, LaguerreRSI, SMI, KST, PGO, RVI, AwesomeOscillatorHistogram, STC, ElderImpulse, ZeroLagMACD, CFO, APO, KAMA, EVWMA, Alligator, JMA, VIDYA, ALMA, T3, TSI, PMO, TII, ADL, VolumePriceTrend, ChaikinMoneyFlow, ChaikinOscillator, ForceIndex, NVI, PVI, VolumeOscillator, KVO, WilliamsAD, AnchoredRSI, AnchoredVWAP, DemandIndex, TSV, VZO, MarketFacilitationIndex, EaseOfMovement, SuperTrend, ChandelierExit, ChandeKrollStop, AtrTrailingStop, HiLoActivator, VoltyStop, YoyoExit, DonchianStop, PercentageTrailingStop, StepTrailingStop, RenkoTrailingStop, TypicalPrice, MedianPrice, WeightedClose, LinearRegression, LinRegSlope, AcceleratorOscillator, BalanceOfPower, ChoppinessIndex, TrueRange, ChaikinVolatility, YangZhangVolatility, RogersSatchellVolatility, GarmanKlassVolatility, ParkinsonVolatility, LinRegAngle, BollingerBandwidth, PercentB, NATR, HistoricalVolatility, AroonOscillator, WaveTrend, RWI, Vortex, MassIndex, StochRSI, UltimateOscillator, PPO, Coppock, VWMA, MaEnvelope, AccelerationBands, StarcBands, AtrBands, HurstChannel, LinRegChannel, StandardErrorBands, DoubleBollinger, TtmSqueeze, FractalChaosBands, VwapStdDevBands, ClassicPivots, FibonacciPivots, Camarilla, WoodiePivots, DemarkPivots, WilliamsFractals, ZigZag, TDSetup, TDSequential, TDDeMarker, TDREI, TDPressure, TDCombo, TDCountdown, TDLines, TDRangeProjection, TDDifferential, TDOpen, TDRiskLevel, InverseFisherTransform, DecyclerOscillator, RoofingFilter, EmpiricalModeDecomposition, HT_DCPHASE, HT_TRENDMODE, HilbertDominantCycle, AdaptiveCycle, SineWave, MAMA, FAMA, Ichimoku, HeikinAshi, ValueArea, VolumeProfile, TpoProfile, InitialBalance, OpeningRange, Doji, Hammer, InvertedHammer, HangingMan, ShootingStar, Engulfing, Harami, MorningEveningStar, ThreeSoldiersOrCrows, PiercingDarkCloud, Marubozu, Tweezer, SpinningTop, ThreeInside, ThreeOutside, TwoCrows, UpsideGapTwoCrows, IdenticalThreeCrows, ThreeLineStrike, ThreeStarsInSouth, AbandonedBaby, AdvanceBlock, BeltHold, Breakaway, Counterattack, DojiStar, DragonflyDoji, GravestoneDoji, LongLeggedDoji, RickshawMan, EveningDojiStar, MorningDojiStar, GapSideBySideWhite, HighWave, Hikkake, HikkakeModified, HomingPigeon, OnNeck, InNeck, Thrusting, SeparatingLines, Kicking, KickingByLength, LadderBottom, MatHold, MatchingLow, LongLine, ShortLine, RisingThreeMethods, FallingThreeMethods, UpsideGapThreeMethods, DownsideGapThreeMethods, StalledPattern, StickSandwich, Takuri, ClosingMarubozu, OpeningMarubozu, TasukiGap, UniqueThreeRiver, ConcealingBabySwallow, OrderBookImbalanceTop1, OrderBookImbalanceFull, Microprice, QuotedSpread, DepthSlope, OrderBookImbalanceTopN, SignedVolume, CumulativeVolumeDelta, TradeImbalance, EffectiveSpread, RealizedSpread, KylesLambda, Footprint, FundingRate, FundingRateMean, FundingRateZScore, FundingBasis, OpenInterestDelta, OIPriceDivergence, OIWeighted, LongShortRatio, TakerBuySellRatio, LiquidationFeatures, TermStructureBasis, CalendarSpread, AdvanceDecline, AdvanceDeclineRatio, AdVolumeLine, McClellanOscillator, McClellanSummationIndex, Trin, BreadthThrust, NewHighsNewLows, HighLowIndex, PercentAboveMa, UpDownVolumeRatio, BullishPercentIndex, CumulativeVolumeIndex, AbsoluteBreadthIndex, TickIndex, SharpeRatio, SortinoRatio, CalmarRatio, OmegaRatio, MaxDrawdown, AverageDrawdown, DrawdownDuration, PainIndex, ValueAtRisk, ConditionalValueAtRisk, ProfitFactor, GainLossRatio, RecoveryFactor, KellyCriterion, TreynorRatio, InformationRatio, RenkoBars, KagiBars, PointAndFigureBars, Alpha } = nativeBinding

 module.exports.version = version
 module.exports.SMA = SMA
@@ -618,6 +618,20 @@ module.exports.LiquidationFeatures = LiquidationFeatures
 module.exports.TermStructureBasis = TermStructureBasis
 module.exports.CalendarSpread = CalendarSpread
 module.exports.AdvanceDecline = AdvanceDecline
+module.exports.AdvanceDeclineRatio = AdvanceDeclineRatio
+module.exports.AdVolumeLine = AdVolumeLine
+module.exports.McClellanOscillator = McClellanOscillator
+module.exports.McClellanSummationIndex = McClellanSummationIndex
+module.exports.Trin = Trin
+module.exports.BreadthThrust = BreadthThrust
+module.exports.NewHighsNewLows = NewHighsNewLows
+module.exports.HighLowIndex = HighLowIndex
+module.exports.PercentAboveMa = PercentAboveMa
+module.exports.UpDownVolumeRatio = UpDownVolumeRatio
+module.exports.BullishPercentIndex = BullishPercentIndex
+module.exports.CumulativeVolumeIndex = CumulativeVolumeIndex
+module.exports.AbsoluteBreadthIndex = AbsoluteBreadthIndex
+module.exports.TickIndex = TickIndex
 module.exports.SharpeRatio = SharpeRatio
 module.exports.SortinoRatio = SortinoRatio
 module.exports.CalmarRatio = CalmarRatio
@@ -1,12 +1,12 @@
 {
  "name": "wickra-darwin-arm64",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "description": "Native binding for wickra (macOS Apple Silicon). Installed automatically as an optional dependency of wickra on matching platforms.",
  "main": "wickra.darwin-arm64.node",
  "files": [
    "wickra.darwin-arm64.node"
  ],
-  "license": "LicenseRef-Wickra-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
  "engines": {
    "node": ">= 18"
  },
@@ -1,12 +1,12 @@
 {
  "name": "wickra-darwin-x64",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "description": "Native binding for wickra (macOS Intel). Installed automatically as an optional dependency of wickra on matching platforms.",
  "main": "wickra.darwin-x64.node",
  "files": [
    "wickra.darwin-x64.node"
  ],
-  "license": "LicenseRef-Wickra-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
  "engines": {
    "node": ">= 18"
  },
@@ -1,12 +1,12 @@
 {
  "name": "wickra-linux-arm64-gnu",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "description": "Native binding for wickra (linux arm64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
  "main": "wickra.linux-arm64-gnu.node",
  "files": [
    "wickra.linux-arm64-gnu.node"
  ],
-  "license": "LicenseRef-Wickra-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
  "engines": {
    "node": ">= 18"
  },
@@ -1,12 +1,12 @@
 {
  "name": "wickra-linux-x64-gnu",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "description": "Native binding for wickra (linux x64 GNU). Installed automatically as an optional dependency of wickra on matching platforms.",
  "main": "wickra.linux-x64-gnu.node",
  "files": [
    "wickra.linux-x64-gnu.node"
  ],
-  "license": "LicenseRef-Wickra-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
  "engines": {
    "node": ">= 18"
  },
@@ -1,12 +1,12 @@
 {
  "name": "wickra-win32-arm64-msvc",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "description": "Native binding for wickra (Windows arm64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
  "main": "wickra.win32-arm64-msvc.node",
  "files": [
    "wickra.win32-arm64-msvc.node"
  ],
-  "license": "LicenseRef-Wickra-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
  "engines": {
    "node": ">= 18"
  },
@@ -1,12 +1,12 @@
 {
  "name": "wickra-win32-x64-msvc",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "description": "Native binding for wickra (Windows x64 MSVC). Installed automatically as an optional dependency of wickra on matching platforms.",
  "main": "wickra.win32-x64-msvc.node",
  "files": [
    "wickra.win32-x64-msvc.node"
  ],
-  "license": "LicenseRef-Wickra-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
  "engines": {
    "node": ">= 18"
  },
@@ -1,13 +1,13 @@
 {
  "name": "wickra",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "lockfileVersion": 3,
  "requires": true,
  "packages": {
    "": {
      "name": "wickra",
-      "version": "0.4.7",
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "version": "0.5.0",
+      "license": "MIT OR Apache-2.0",
      "devDependencies": {
        "@napi-rs/cli": "^2.18.0"
      },
@@ -15,12 +15,12 @@
        "node": ">= 18"
      },
      "optionalDependencies": {
-        "wickra-darwin-arm64": "0.4.7",
-        "wickra-darwin-x64": "0.4.7",
-        "wickra-linux-arm64-gnu": "0.4.7",
-        "wickra-linux-x64-gnu": "0.4.7",
-        "wickra-win32-arm64-msvc": "0.4.7",
-        "wickra-win32-x64-msvc": "0.4.7"
+        "wickra-darwin-arm64": "0.5.0",
+        "wickra-darwin-x64": "0.5.0",
+        "wickra-linux-arm64-gnu": "0.5.0",
+        "wickra-linux-x64-gnu": "0.5.0",
+        "wickra-win32-arm64-msvc": "0.5.0",
+        "wickra-win32-x64-msvc": "0.5.0"
      }
    },
    "node_modules/@napi-rs/cli": {
@@ -41,13 +41,13 @@
      }
    },
    "node_modules/wickra-darwin-arm64": {
-      "version": "0.4.7",
-      "resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.4.7.tgz",
+      "version": "0.5.0",
+      "resolved": "https://registry.npmjs.org/wickra-darwin-arm64/-/wickra-darwin-arm64-0.5.0.tgz",
      "integrity": "sha512-4eZiBR/yGUdr4nzhEUFy2i69XgNx64iI2ax/LPamsThgylC0KpHOZKK19QzJ2d9KbK4C8nMjME5FLuR+4GNEwQ==",
      "cpu": [
        "arm64"
      ],
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "license": "MIT OR Apache-2.0",
      "optional": true,
      "os": [
        "darwin"
@@ -57,13 +57,13 @@
      }
    },
    "node_modules/wickra-darwin-x64": {
-      "version": "0.4.7",
-      "resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.4.7.tgz",
+      "version": "0.5.0",
+      "resolved": "https://registry.npmjs.org/wickra-darwin-x64/-/wickra-darwin-x64-0.5.0.tgz",
      "integrity": "sha512-6hf8zI3QPjTFp4zCpmgUwDvNtu6jHqNUHKD5e55POo0CgA52HkpyxSPtVm8TGTIZDI7kPjlbOdBM8CJ76mmXwA==",
      "cpu": [
        "x64"
      ],
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "license": "MIT OR Apache-2.0",
      "optional": true,
      "os": [
        "darwin"
@@ -73,13 +73,13 @@
      }
    },
    "node_modules/wickra-linux-arm64-gnu": {
-      "version": "0.4.7",
-      "resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.4.7.tgz",
+      "version": "0.5.0",
+      "resolved": "https://registry.npmjs.org/wickra-linux-arm64-gnu/-/wickra-linux-arm64-gnu-0.5.0.tgz",
      "integrity": "sha512-kSe6y0xBMSiqdPLXNjwop5WZdHtvdBNKSEBCwZ4hFq33p4apW25/wrlzv9/oDuyD4kuPabJEhCCnFOplh58CUg==",
      "cpu": [
        "arm64"
      ],
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "license": "MIT OR Apache-2.0",
      "optional": true,
      "os": [
        "linux"
@@ -89,13 +89,13 @@
      }
    },
    "node_modules/wickra-linux-x64-gnu": {
-      "version": "0.4.7",
-      "resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.4.7.tgz",
+      "version": "0.5.0",
+      "resolved": "https://registry.npmjs.org/wickra-linux-x64-gnu/-/wickra-linux-x64-gnu-0.5.0.tgz",
      "integrity": "sha512-tWBWS4qz7hxM4xnpFb59bhf6TaLwXq0Z3jEa/2l7r8PiHA94g8r8S53NRMiT+4yiL5hSWe/nUiC/YXdRrhEZ4g==",
      "cpu": [
        "x64"
      ],
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "license": "MIT OR Apache-2.0",
      "optional": true,
      "os": [
        "linux"
@@ -105,13 +105,13 @@
      }
    },
    "node_modules/wickra-win32-arm64-msvc": {
-      "version": "0.4.7",
-      "resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.4.7.tgz",
+      "version": "0.5.0",
+      "resolved": "https://registry.npmjs.org/wickra-win32-arm64-msvc/-/wickra-win32-arm64-msvc-0.5.0.tgz",
      "integrity": "sha512-EXIckHxAtF75PUGDKRzXyqMe9ldP0JjSdu68WFN6iJfp+McYrGu6h40TEJlQ/oUEIoPqiZB/xhVyo/el5Lg7zw==",
      "cpu": [
        "arm64"
      ],
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "license": "MIT OR Apache-2.0",
      "optional": true,
      "os": [
        "win32"
@@ -121,13 +121,13 @@
      }
    },
    "node_modules/wickra-win32-x64-msvc": {
-      "version": "0.4.7",
-      "resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.4.7.tgz",
+      "version": "0.5.0",
+      "resolved": "https://registry.npmjs.org/wickra-win32-x64-msvc/-/wickra-win32-x64-msvc-0.5.0.tgz",
      "integrity": "sha512-Yfsqq1Xwp6hdxMyLze411vNdo7BDwI6+lPSe7A9XdqyPecNDbtKwYLpsal2r8EHbNzqM+R8XnuRtUaEQS5VlUQ==",
      "cpu": [
        "x64"
      ],
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "license": "MIT OR Apache-2.0",
      "optional": true,
      "os": [
        "win32"
@@ -1,11 +1,11 @@
 {
  "name": "wickra",
-  "version": "0.4.7",
+  "version": "0.5.0",
  "description": "Streaming-first technical indicators: incremental, fast, install-free. Node bindings powered by Rust.",
  "author": "kingchenc <support@wickra.org>",
  "main": "index.js",
  "types": "index.d.ts",
-  "license": "LicenseRef-Wickra-Noncommercial-1.0.0",
+  "license": "MIT OR Apache-2.0",
  "keywords": [
    "trading",
    "indicators",
@@ -47,12 +47,12 @@
    "node": ">= 18"
  },
  "optionalDependencies": {
-    "wickra-linux-x64-gnu": "0.4.7",
-    "wickra-linux-arm64-gnu": "0.4.7",
-    "wickra-darwin-x64": "0.4.7",
-    "wickra-darwin-arm64": "0.4.7",
-    "wickra-win32-x64-msvc": "0.4.7",
-    "wickra-win32-arm64-msvc": "0.4.7"
+    "wickra-linux-x64-gnu": "0.5.0",
+    "wickra-linux-arm64-gnu": "0.5.0",
+    "wickra-darwin-x64": "0.5.0",
+    "wickra-darwin-arm64": "0.5.0",
+    "wickra-win32-x64-msvc": "0.5.0",
+    "wickra-win32-arm64-msvc": "0.5.0"
  },
  "scripts": {
    "build": "napi build --platform --release",
@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license-file.workspace = true
+license.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true
@@ -3,7 +3,7 @@
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
 [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
 [![PyPI](https://img.shields.io/pypi/v/wickra.svg?logo=pypi&color=blue)](https://pypi.org/project/wickra/)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](https://github.com/wickra-lib/wickra/blob/main/LICENSE)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)

 **Streaming-first technical indicators for Python. `pip install wickra` — no
 system dependencies, no C build tooling.**
@@ -66,7 +66,5 @@ risk. The library is provided **as is**, without warranty of any kind.

 ## License

-Licensed under the **PolyForm Noncommercial License 1.0.0**. Personal projects,
-research, education, non-profits, and hobby trading bots are all fine; the one
-thing not allowed is commercial sale of the software or of services built
-around it. See [LICENSE](https://github.com/wickra-lib/wickra/blob/main/LICENSE).
+Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
+or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
@@ -4,17 +4,16 @@ build-backend = "maturin"

 [project]
 name = "wickra"
-version = "0.4.7"
+version = "0.5.0"
 description = "Streaming-first technical indicators: incremental, fast, install-free."
 readme = "README.md"
-license = { text = "PolyForm-Noncommercial-1.0.0 with additional personal-account permissions; see LICENSE" }
+license = "MIT OR Apache-2.0"
 authors = [{ name = "kingchenc", email = "support@wickra.org" }]
 requires-python = ">=3.9"
 keywords = ["finance", "trading", "indicators", "technical-analysis", "ta-lib"]
 classifiers = [
    "Development Status :: 4 - Beta",
    "Intended Audience :: Financial and Insurance Industry",
-    "License :: Free for non-commercial use",
    "Programming Language :: Python :: 3",
    "Programming Language :: Python :: 3 :: Only",
    "Programming Language :: Python :: 3.9",
@@ -352,6 +352,20 @@ from ._wickra import (
    TermStructureBasis,
    CalendarSpread,
    # Market Breadth
+    TickIndex,
+    AbsoluteBreadthIndex,
+    CumulativeVolumeIndex,
+    BullishPercentIndex,
+    UpDownVolumeRatio,
+    PercentAboveMa,
+    HighLowIndex,
+    NewHighsNewLows,
+    BreadthThrust,
+    Trin,
+    McClellanSummationIndex,
+    McClellanOscillator,
+    AdVolumeLine,
+    AdvanceDeclineRatio,
    AdvanceDecline,
    # Risk / Performance
    SharpeRatio,
@@ -702,6 +716,20 @@ __all__ = [
    "TermStructureBasis",
    "CalendarSpread",
    # Market Breadth
+    "TickIndex",
+    "AbsoluteBreadthIndex",
+    "CumulativeVolumeIndex",
+    "BullishPercentIndex",
+    "UpDownVolumeRatio",
+    "PercentAboveMa",
+    "HighLowIndex",
+    "NewHighsNewLows",
+    "BreadthThrust",
+    "Trin",
+    "McClellanSummationIndex",
+    "McClellanOscillator",
+    "AdVolumeLine",
+    "AdvanceDeclineRatio",
    "AdvanceDecline",
    # Risk / Performance
    "SharpeRatio",
@@ -2783,6 +2783,190 @@ def test_advance_decline_rejects_ragged_universe():
        ad.update([1.0, -1.0], [10.0], [False, False], [False, False])


+def _breadth_streaming_equals_batch(indicator, change, volume, new_high, new_low):
+    """Assert a 4-array breadth indicator's batch matches its streaming output."""
+    batch = indicator().batch(change, volume, new_high, new_low)
+    streamer = indicator()
+    streamed = np.array(
+        [
+            streamer.update(change[i], volume[i], new_high[i], new_low[i])
+            for i in range(len(change))
+        ],
+        dtype=np.float64,
+    )
+    assert batch.shape == (len(change),)
+    assert _eq_nan(batch, streamed)
+    return batch
+
+
+def test_advance_decline_ratio_breadth():
+    change = [[1.0, 1.0, 1.0, -1.0], [1.0, 0.0, 0.0, 0.0], [-1.0, -1.0, -1.0, -1.0]]
+    volume = [[10.0] * 4 for _ in range(3)]
+    flags = [[False] * 4 for _ in range(3)]
+    batch = _breadth_streaming_equals_batch(ta.AdvanceDeclineRatio, change, volume, flags, flags)
+    # 3/1 = 3 ; 1/max(0,1) = 1 ; 0/3 = 0.
+    assert list(batch) == [3.0, 1.0, 0.0]
+
+
+def test_ad_volume_line_breadth():
+    change = [[1.0, -1.0], [1.0, -1.0], [1.0, 0.0]]
+    volume = [[150.0, 50.0], [60.0, 60.0], [30.0, 0.0]]
+    flags = [[False] * 2 for _ in range(3)]
+    batch = _breadth_streaming_equals_batch(ta.AdVolumeLine, change, volume, flags, flags)
+    # net +100 -> 100 ; net 0 -> 100 ; net +30 -> 130.
+    assert list(batch) == [100.0, 100.0, 130.0]
+
+
+def test_mcclellan_oscillator_breadth():
+    change = [[1.0, 1.0, 1.0, -1.0], [-1.0, -1.0, -1.0, 1.0], [1.0, 1.0, -1.0, -1.0]]
+    volume = [[10.0] * 4 for _ in range(3)]
+    flags = [[False] * 4 for _ in range(3)]
+    batch = _breadth_streaming_equals_batch(ta.McClellanOscillator, change, volume, flags, flags)
+    # seed 0 ; -50 ; -67.5.
+    assert abs(batch[0]) < 1e-9
+    assert abs(batch[1] - (-50.0)) < 1e-9
+    assert abs(batch[2] - (-67.5)) < 1e-9
+
+
+def test_mcclellan_summation_index_breadth():
+    change = [[1.0, 1.0, 1.0, -1.0], [-1.0, -1.0, -1.0, 1.0], [1.0, 1.0, -1.0, -1.0]]
+    volume = [[10.0] * 4 for _ in range(3)]
+    flags = [[False] * 4 for _ in range(3)]
+    batch = _breadth_streaming_equals_batch(ta.McClellanSummationIndex, change, volume, flags, flags)
+    # 0 ; -50 ; -117.5.
+    assert abs(batch[0]) < 1e-9
+    assert abs(batch[1] - (-50.0)) < 1e-9
+    assert abs(batch[2] - (-117.5)) < 1e-9
+
+
+def test_trin_breadth():
+    change = [[1.0, 1.0, 1.0, -1.0], [1.0, 1.0, -1.0, -1.0]]
+    volume = [[50.0, 50.0, 50.0, 50.0], [10.0, 10.0, 40.0, 40.0]]
+    flags = [[False] * 4 for _ in range(2)]
+    batch = _breadth_streaming_equals_batch(ta.Trin, change, volume, flags, flags)
+    # (3/1)/(150/50) = 1 ; (2/2)/(20/80) = 4.
+    assert abs(batch[0] - 1.0) < 1e-9
+    assert abs(batch[1] - 4.0) < 1e-9
+
+
+def test_breadth_thrust_breadth():
+    change = [[1.0] * 8 + [-1.0] * 2, [1.0] * 6 + [-1.0] * 4]
+    volume = [[10.0] * 10 for _ in range(2)]
+    flags = [[False] * 10 for _ in range(2)]
+    batch = ta.BreadthThrust(2).batch(change, volume, flags, flags)
+    streamer = ta.BreadthThrust(2)
+    streamed = np.array(
+        [streamer.update(change[i], volume[i], flags[i], flags[i]) for i in range(2)],
+        dtype=np.float64,
+    )
+    assert _eq_nan(batch, streamed)
+    # 0.8 (warmup -> NaN) ; SMA(2) of [0.8, 0.6] = 0.7.
+    assert math.isnan(batch[0])
+    assert abs(batch[1] - 0.7) < 1e-9
+
+
+def test_new_highs_new_lows_breadth():
+    change = [[1.0, 1.0, -1.0], [1.0, -1.0, -1.0]]
+    volume = [[10.0] * 3 for _ in range(2)]
+    new_high = [[True, True, False], [True, False, False]]
+    new_low = [[False, False, True], [False, True, True]]
+    batch = _breadth_streaming_equals_batch(ta.NewHighsNewLows, change, volume, new_high, new_low)
+    # 2 - 1 = 1 ; 1 - 2 = -1.
+    assert list(batch) == [1.0, -1.0]
+
+
+def test_high_low_index_breadth():
+    change = [[1.0] * 10, [1.0] * 10]
+    volume = [[10.0] * 10 for _ in range(2)]
+    new_high = [[True] * 8 + [False] * 2, [True] * 6 + [False] * 4]
+    new_low = [[False] * 8 + [True] * 2, [False] * 6 + [True] * 4]
+    batch = ta.HighLowIndex(2).batch(change, volume, new_high, new_low)
+    streamer = ta.HighLowIndex(2)
+    streamed = np.array(
+        [streamer.update(change[i], volume[i], new_high[i], new_low[i]) for i in range(2)],
+        dtype=np.float64,
+    )
+    assert _eq_nan(batch, streamed)
+    # 80% (warmup) ; SMA(2) of [80, 60] = 70.
+    assert math.isnan(batch[0])
+    assert abs(batch[1] - 70.0) < 1e-9
+
+
+def test_percent_above_ma_breadth():
+    change = [[1.0, 1.0, 1.0, -1.0], [1.0, 1.0, -1.0, -1.0]]
+    volume = [[10.0] * 4 for _ in range(2)]
+    flags = [[False] * 4 for _ in range(2)]
+    above_ma = [[True, True, True, False], [True, False, False, False]]
+    batch = ta.PercentAboveMa().batch(change, volume, flags, flags, above_ma)
+    streamer = ta.PercentAboveMa()
+    streamed = np.array(
+        [streamer.update(change[i], volume[i], flags[i], flags[i], above_ma[i]) for i in range(2)],
+        dtype=np.float64,
+    )
+    assert _eq_nan(batch, streamed)
+    # 3/4 -> 75 ; 1/4 -> 25.
+    assert list(batch) == [75.0, 25.0]
+
+
+def test_up_down_volume_ratio_breadth():
+    change = [[1.0, -1.0], [1.0, 0.0]]
+    volume = [[150.0, 50.0], [100.0, 0.0]]
+    flags = [[False] * 2 for _ in range(2)]
+    batch = _breadth_streaming_equals_batch(ta.UpDownVolumeRatio, change, volume, flags, flags)
+    # 150/50 = 3 ; 100/max(0,1) = 100.
+    assert list(batch) == [3.0, 100.0]
+
+
+def test_bullish_percent_index_breadth():
+    change = [[1.0, 1.0, -1.0, -1.0], [1.0, 1.0, 1.0, 1.0]]
+    volume = [[10.0] * 4 for _ in range(2)]
+    flags = [[False] * 4 for _ in range(2)]
+    on_buy = [[True, True, False, False], [True, True, True, True]]
+    batch = ta.BullishPercentIndex().batch(change, volume, flags, flags, on_buy)
+    streamer = ta.BullishPercentIndex()
+    streamed = np.array(
+        [streamer.update(change[i], volume[i], flags[i], flags[i], on_buy[i]) for i in range(2)],
+        dtype=np.float64,
+    )
+    assert _eq_nan(batch, streamed)
+    # 2/4 -> 50 ; 4/4 -> 100.
+    assert list(batch) == [50.0, 100.0]
+
+
+def test_cumulative_volume_index_breadth():
+    change = [[1.0, -1.0], [1.0, -1.0], [0.0]]
+    volume = [[150.0, 50.0], [60.0, 60.0], [0.0]]
+    new_high = [[False, False], [False, False], [False]]
+    new_low = [[False, False], [False, False], [False]]
+    batch = ta.CumulativeVolumeIndex().batch(change, volume, new_high, new_low)
+    streamer = ta.CumulativeVolumeIndex()
+    streamed = np.array(
+        [streamer.update(change[i], volume[i], new_high[i], new_low[i]) for i in range(3)],
+        dtype=np.float64,
+    )
+    assert _eq_nan(batch, streamed)
+    # (100/200) -> 0.5 ; net 0 -> 0.5 ; zero-volume tick -> 0.5.
+    assert list(batch) == [0.5, 0.5, 0.5]
+
+
+def test_absolute_breadth_index_breadth():
+    change = [[1.0, 1.0, -1.0, -1.0, -1.0], [1.0, 1.0, 1.0, -1.0, -1.0]]
+    volume = [[10.0] * 5 for _ in range(2)]
+    flags = [[False] * 5 for _ in range(2)]
+    batch = _breadth_streaming_equals_batch(ta.AbsoluteBreadthIndex, change, volume, flags, flags)
+    # |2 - 3| = 1 ; |3 - 2| = 1.
+    assert list(batch) == [1.0, 1.0]
+
+
+def test_tick_index_breadth():
+    change = [[1.0, 1.0, -1.0, -1.0, -1.0], [1.0, 1.0, 1.0, -1.0, -1.0]]
+    volume = [[10.0] * 5 for _ in range(2)]
+    flags = [[False] * 5 for _ in range(2)]
+    batch = _breadth_streaming_equals_batch(ta.TickIndex, change, volume, flags, flags)
+    # 2 - 3 = -1 ; 3 - 2 = 1.
+    assert list(batch) == [-1.0, 1.0]
+
+
 def test_funding_basis_streaming_equals_batch():
    n = 40
    index = np.array([100.0 + 0.5 * math.sin(i * 0.2) for i in range(n)], dtype=np.float64)
@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license-file.workspace = true
+license.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true
@@ -3,7 +3,7 @@
 [![CI](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml/badge.svg)](https://github.com/wickra-lib/wickra/actions/workflows/ci.yml)
 [![codecov](https://codecov.io/gh/wickra-lib/wickra/branch/main/graph/badge.svg)](https://codecov.io/gh/wickra-lib/wickra)
 [![npm](https://img.shields.io/npm/v/wickra-wasm.svg?logo=npm&color=red)](https://www.npmjs.com/package/wickra-wasm)
-[![License: PolyForm-NC](https://img.shields.io/badge/license-PolyForm--NC--1.0.0-purple)](https://github.com/wickra-lib/wickra/blob/main/LICENSE)
+[![License: MIT OR Apache-2.0](https://img.shields.io/badge/license-MIT_OR_Apache--2.0-blue)](https://github.com/wickra-lib/wickra#license)

 **Streaming-first technical indicators in the browser. `npm install
 wickra-wasm` — pure WebAssembly, runs anywhere a modern JS engine does.**
@@ -66,7 +66,5 @@ risk. The library is provided **as is**, without warranty of any kind.

 ## License

-Licensed under the **PolyForm Noncommercial License 1.0.0**. Personal projects,
-research, education, non-profits, and hobby trading bots are all fine; the one
-thing not allowed is commercial sale of the software or of services built
-around it. See [LICENSE](https://github.com/wickra-lib/wickra/blob/main/LICENSE).
+Licensed under either of [Apache-2.0](https://github.com/wickra-lib/wickra/blob/main/LICENSE-APACHE)
+or [MIT](https://github.com/wickra-lib/wickra/blob/main/LICENSE-MIT) at your option.
@@ -8437,6 +8437,664 @@ impl WasmAdvanceDecline {
    }
 }

+fn build_cross_section_above_ma(
+    change: &[f64],
+    volume: &[f64],
+    new_high: &[f64],
+    new_low: &[f64],
+    above_ma: &[f64],
+) -> Result<wc::CrossSection, JsError> {
+    if change.len() != volume.len()
+        || change.len() != new_high.len()
+        || change.len() != new_low.len()
+        || change.len() != above_ma.len()
+    {
+        return Err(JsError::new(
+            "change, volume, newHigh, newLow and aboveMa must be equal length",
+        ));
+    }
+    let members = (0..change.len())
+        .map(|i| {
+            wc::Member::with_signals(
+                change[i],
+                volume[i],
+                new_high[i] != 0.0,
+                new_low[i] != 0.0,
+                above_ma[i] != 0.0,
+                false,
+            )
+        })
+        .collect();
+    wc::CrossSection::new(members, 0).map_err(map_err)
+}
+
+fn build_cross_section_buy(
+    change: &[f64],
+    volume: &[f64],
+    new_high: &[f64],
+    new_low: &[f64],
+    on_buy_signal: &[f64],
+) -> Result<wc::CrossSection, JsError> {
+    if change.len() != volume.len()
+        || change.len() != new_high.len()
+        || change.len() != new_low.len()
+        || change.len() != on_buy_signal.len()
+    {
+        return Err(JsError::new(
+            "change, volume, newHigh, newLow and onBuySignal must be equal length",
+        ));
+    }
+    let members = (0..change.len())
+        .map(|i| {
+            wc::Member::with_signals(
+                change[i],
+                volume[i],
+                new_high[i] != 0.0,
+                new_low[i] != 0.0,
+                false,
+                on_buy_signal[i] != 0.0,
+            )
+        })
+        .collect();
+    wc::CrossSection::new(members, 0).map_err(map_err)
+}
+
+#[wasm_bindgen(js_name = AdvanceDeclineRatio)]
+pub struct WasmAdvanceDeclineRatio {
+    inner: wc::AdvanceDeclineRatio,
+}
+
+impl Default for WasmAdvanceDeclineRatio {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = AdvanceDeclineRatio)]
+impl WasmAdvanceDeclineRatio {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmAdvanceDeclineRatio {
+        Self {
+            inner: wc::AdvanceDeclineRatio::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = AdVolumeLine)]
+pub struct WasmAdVolumeLine {
+    inner: wc::AdVolumeLine,
+}
+
+impl Default for WasmAdVolumeLine {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = AdVolumeLine)]
+impl WasmAdVolumeLine {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmAdVolumeLine {
+        Self {
+            inner: wc::AdVolumeLine::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = McClellanOscillator)]
+pub struct WasmMcClellanOscillator {
+    inner: wc::McClellanOscillator,
+}
+
+impl Default for WasmMcClellanOscillator {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = McClellanOscillator)]
+impl WasmMcClellanOscillator {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmMcClellanOscillator {
+        Self {
+            inner: wc::McClellanOscillator::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = McClellanSummationIndex)]
+pub struct WasmMcClellanSummationIndex {
+    inner: wc::McClellanSummationIndex,
+}
+
+impl Default for WasmMcClellanSummationIndex {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = McClellanSummationIndex)]
+impl WasmMcClellanSummationIndex {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmMcClellanSummationIndex {
+        Self {
+            inner: wc::McClellanSummationIndex::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = Trin)]
+pub struct WasmTrin {
+    inner: wc::Trin,
+}
+
+impl Default for WasmTrin {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = Trin)]
+impl WasmTrin {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmTrin {
+        Self {
+            inner: wc::Trin::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = BreadthThrust)]
+pub struct WasmBreadthThrust {
+    inner: wc::BreadthThrust,
+}
+
+#[wasm_bindgen(js_class = BreadthThrust)]
+impl WasmBreadthThrust {
+    #[wasm_bindgen(constructor)]
+    pub fn new(period: usize) -> Result<WasmBreadthThrust, JsError> {
+        Ok(WasmBreadthThrust {
+            inner: wc::BreadthThrust::new(period).map_err(map_err)?,
+        })
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = NewHighsNewLows)]
+pub struct WasmNewHighsNewLows {
+    inner: wc::NewHighsNewLows,
+}
+
+impl Default for WasmNewHighsNewLows {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = NewHighsNewLows)]
+impl WasmNewHighsNewLows {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmNewHighsNewLows {
+        Self {
+            inner: wc::NewHighsNewLows::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = HighLowIndex)]
+pub struct WasmHighLowIndex {
+    inner: wc::HighLowIndex,
+}
+
+#[wasm_bindgen(js_class = HighLowIndex)]
+impl WasmHighLowIndex {
+    #[wasm_bindgen(constructor)]
+    pub fn new(period: usize) -> Result<WasmHighLowIndex, JsError> {
+        Ok(WasmHighLowIndex {
+            inner: wc::HighLowIndex::new(period).map_err(map_err)?,
+        })
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = PercentAboveMa)]
+pub struct WasmPercentAboveMa {
+    inner: wc::PercentAboveMa,
+}
+
+impl Default for WasmPercentAboveMa {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = PercentAboveMa)]
+impl WasmPercentAboveMa {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmPercentAboveMa {
+        Self {
+            inner: wc::PercentAboveMa::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+        above_ma: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self.inner.update(build_cross_section_above_ma(
+            &change, &volume, &new_high, &new_low, &above_ma,
+        )?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = UpDownVolumeRatio)]
+pub struct WasmUpDownVolumeRatio {
+    inner: wc::UpDownVolumeRatio,
+}
+
+impl Default for WasmUpDownVolumeRatio {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = UpDownVolumeRatio)]
+impl WasmUpDownVolumeRatio {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmUpDownVolumeRatio {
+        Self {
+            inner: wc::UpDownVolumeRatio::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = BullishPercentIndex)]
+pub struct WasmBullishPercentIndex {
+    inner: wc::BullishPercentIndex,
+}
+
+impl Default for WasmBullishPercentIndex {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = BullishPercentIndex)]
+impl WasmBullishPercentIndex {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmBullishPercentIndex {
+        Self {
+            inner: wc::BullishPercentIndex::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+        on_buy_signal: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self.inner.update(build_cross_section_buy(
+            &change,
+            &volume,
+            &new_high,
+            &new_low,
+            &on_buy_signal,
+        )?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = CumulativeVolumeIndex)]
+pub struct WasmCumulativeVolumeIndex {
+    inner: wc::CumulativeVolumeIndex,
+}
+
+impl Default for WasmCumulativeVolumeIndex {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = CumulativeVolumeIndex)]
+impl WasmCumulativeVolumeIndex {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmCumulativeVolumeIndex {
+        Self {
+            inner: wc::CumulativeVolumeIndex::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = AbsoluteBreadthIndex)]
+pub struct WasmAbsoluteBreadthIndex {
+    inner: wc::AbsoluteBreadthIndex,
+}
+
+impl Default for WasmAbsoluteBreadthIndex {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = AbsoluteBreadthIndex)]
+impl WasmAbsoluteBreadthIndex {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmAbsoluteBreadthIndex {
+        Self {
+            inner: wc::AbsoluteBreadthIndex::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
+#[wasm_bindgen(js_name = TickIndex)]
+pub struct WasmTickIndex {
+    inner: wc::TickIndex,
+}
+
+impl Default for WasmTickIndex {
+    fn default() -> Self {
+        Self::new()
+    }
+}
+
+#[wasm_bindgen(js_class = TickIndex)]
+impl WasmTickIndex {
+    #[wasm_bindgen(constructor)]
+    pub fn new() -> WasmTickIndex {
+        Self {
+            inner: wc::TickIndex::new(),
+        }
+    }
+    pub fn update(
+        &mut self,
+        change: Vec<f64>,
+        volume: Vec<f64>,
+        new_high: Vec<f64>,
+        new_low: Vec<f64>,
+    ) -> Result<Option<f64>, JsError> {
+        Ok(self
+            .inner
+            .update(build_cross_section(&change, &volume, &new_high, &new_low)?))
+    }
+    pub fn reset(&mut self) {
+        self.inner.reset();
+    }
+    #[wasm_bindgen(js_name = isReady)]
+    pub fn is_ready(&self) -> bool {
+        self.inner.is_ready()
+    }
+    #[wasm_bindgen(js_name = warmupPeriod)]
+    pub fn warmup_period(&self) -> usize {
+        self.inner.warmup_period()
+    }
+}
+
 #[cfg(test)]
 mod tests {
    use super::*;
@@ -1,4 +1,4 @@
 # Proper nouns that appear in indicator documentation. They are real names,
 # not code identifiers, so `clippy::doc_markdown` must not demand backticks.
 # `..` keeps clippy's built-in default identifier list in addition to these.
-doc-valid-idents = ["LeBeau", ".."]
+doc-valid-idents = ["LeBeau", "McClellan", ".."]
@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license-file.workspace = true
+license.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true
@@ -9,9 +9,10 @@
 //!
 //! Each [`Member`] precomputes the per-symbol signals the breadth indicators
 //! need — a signed price `change` (whose sign classifies the symbol as
-//! advancing, declining or unchanged), the period `volume`, and the
-//! `new_high` / `new_low` extreme flags — so the indicators stay stateless per
-//! tick and never have to track per-symbol history.
+//! advancing, declining or unchanged), the period `volume`, the
+//! `new_high` / `new_low` extreme flags, and the `above_ma` / `on_buy_signal`
+//! state flags — so the indicators stay stateless per tick and never have to
+//! track per-symbol history.
 //!
 //! [`DerivativesTick`]: crate::DerivativesTick
 //! [`OrderBook`]: crate::OrderBook
@@ -28,9 +29,16 @@ use crate::error::{Error, Result};
 /// - `volume` is finite and non-negative.
 ///
 /// `new_high` / `new_low` are caller-supplied flags marking whether the symbol
-/// printed a new period extreme; they carry no numeric invariant.
+/// printed a new period extreme; `above_ma` / `on_buy_signal` are caller-supplied
+/// per-symbol state signals (whether the symbol trades above its reference moving
+/// average, and whether it is on a point-and-figure buy signal). None of the four
+/// flags carries a numeric invariant.
 #[non_exhaustive]
 #[derive(Debug, Clone, Copy, PartialEq)]
+#[allow(
+    clippy::struct_excessive_bools,
+    reason = "the four flags are independent per-symbol breadth signals, not a state machine"
+)]
 pub struct Member {
    /// Price change versus the previous close. Sign classifies the symbol:
    /// positive is advancing, negative is declining, zero is unchanged.
@@ -41,10 +49,17 @@ pub struct Member {
    pub new_high: bool,
    /// Whether the symbol printed a new period low.
    pub new_low: bool,
+    /// Whether the symbol is trading above its reference moving average
+    /// (consumed by the `% Above Moving Average` breadth indicator).
+    pub above_ma: bool,
+    /// Whether the symbol is on a point-and-figure buy signal
+    /// (consumed by the `Bullish Percent Index` breadth indicator).
+    pub on_buy_signal: bool,
 }

 impl Member {
-    /// Assemble a cross-section member.
+    /// Assemble a cross-section member from its core signals, leaving the
+    /// extended per-symbol state flags (`above_ma`, `on_buy_signal`) cleared.
    ///
    /// The field invariants documented on [`Member`] are validated centrally by
    /// [`CrossSection::new`] when the member is placed into a tick; this
@@ -57,6 +72,37 @@ impl Member {
            volume,
            new_high,
            new_low,
+            above_ma: false,
+            on_buy_signal: false,
+        }
+    }
+
+    /// Assemble a cross-section member including the extended per-symbol state
+    /// signals `above_ma` and `on_buy_signal`.
+    ///
+    /// Use this constructor for the breadth indicators that read per-symbol
+    /// state (`% Above Moving Average`, `Bullish Percent Index`); [`new`](Member::new)
+    /// is the shorthand that leaves both flags `false`.
+    #[must_use]
+    #[allow(
+        clippy::fn_params_excessive_bools,
+        reason = "mirrors the four independent per-symbol flag fields of Member"
+    )]
+    pub const fn with_signals(
+        change: f64,
+        volume: f64,
+        new_high: bool,
+        new_low: bool,
+        above_ma: bool,
+        on_buy_signal: bool,
+    ) -> Self {
+        Self {
+            change,
+            volume,
+            new_high,
+            new_low,
+            above_ma,
+            on_buy_signal,
        }
    }
 }
@@ -126,6 +172,56 @@ impl CrossSection {
    pub fn decliners(&self) -> usize {
        self.members.iter().filter(|m| m.change < 0.0).count()
    }
+
+    /// Total volume traded by advancing symbols (those with positive `change`).
+    #[must_use]
+    pub fn advancing_volume(&self) -> f64 {
+        self.members
+            .iter()
+            .filter(|m| m.change > 0.0)
+            .map(|m| m.volume)
+            .sum()
+    }
+
+    /// Total volume traded by declining symbols (those with negative `change`).
+    #[must_use]
+    pub fn declining_volume(&self) -> f64 {
+        self.members
+            .iter()
+            .filter(|m| m.change < 0.0)
+            .map(|m| m.volume)
+            .sum()
+    }
+
+    /// Total volume traded across the whole universe.
+    #[must_use]
+    pub fn total_volume(&self) -> f64 {
+        self.members.iter().map(|m| m.volume).sum()
+    }
+
+    /// Number of symbols that printed a new period high.
+    #[must_use]
+    pub fn new_highs(&self) -> usize {
+        self.members.iter().filter(|m| m.new_high).count()
+    }
+
+    /// Number of symbols that printed a new period low.
+    #[must_use]
+    pub fn new_lows(&self) -> usize {
+        self.members.iter().filter(|m| m.new_low).count()
+    }
+
+    /// Number of symbols trading above their reference moving average.
+    #[must_use]
+    pub fn above_ma_count(&self) -> usize {
+        self.members.iter().filter(|m| m.above_ma).count()
+    }
+
+    /// Number of symbols on a point-and-figure buy signal.
+    #[must_use]
+    pub fn on_buy_signal_count(&self) -> usize {
+        self.members.iter().filter(|m| m.on_buy_signal).count()
+    }
 }

 #[cfg(test)]
@@ -223,4 +319,69 @@ mod tests {
        assert_eq!(cs.advancers(), 0);
        assert_eq!(cs.decliners(), 0);
    }
+
+    #[test]
+    fn new_leaves_extended_flags_cleared() {
+        let m = Member::new(1.0, 10.0, true, false);
+        assert!(!m.above_ma);
+        assert!(!m.on_buy_signal);
+    }
+
+    #[test]
+    fn with_signals_assembles_all_fields() {
+        let m = Member::with_signals(2.0, 10.0, true, false, true, true);
+        assert_eq!(m.change, 2.0);
+        assert_eq!(m.volume, 10.0);
+        assert!(m.new_high);
+        assert!(!m.new_low);
+        assert!(m.above_ma);
+        assert!(m.on_buy_signal);
+    }
+
+    #[test]
+    fn volume_helpers_bucket_by_change_sign() {
+        let cs = CrossSection::new(
+            vec![
+                Member::new(1.5, 100.0, false, false), // advancing
+                Member::new(2.0, 40.0, false, false),  // advancing
+                Member::new(-0.5, 50.0, false, false), // declining
+                Member::new(0.0, 7.0, false, false),   // unchanged
+            ],
+            0,
+        )
+        .unwrap();
+        assert_eq!(cs.advancing_volume(), 140.0);
+        assert_eq!(cs.declining_volume(), 50.0);
+        assert_eq!(cs.total_volume(), 197.0);
+    }
+
+    #[test]
+    fn high_low_helpers_count_flags() {
+        let cs = CrossSection::new(
+            vec![
+                Member::new(1.0, 1.0, true, false),
+                Member::new(1.0, 1.0, true, false),
+                Member::new(-1.0, 1.0, false, true),
+            ],
+            0,
+        )
+        .unwrap();
+        assert_eq!(cs.new_highs(), 2);
+        assert_eq!(cs.new_lows(), 1);
+    }
+
+    #[test]
+    fn state_helpers_count_extended_flags() {
+        let cs = CrossSection::new(
+            vec![
+                Member::with_signals(1.0, 1.0, false, false, true, true),
+                Member::with_signals(1.0, 1.0, false, false, true, false),
+                Member::with_signals(-1.0, 1.0, false, false, false, true),
+            ],
+            0,
+        )
+        .unwrap();
+        assert_eq!(cs.above_ma_count(), 2);
+        assert_eq!(cs.on_buy_signal_count(), 2);
+    }
 }
@@ -0,0 +1,144 @@
+//! Absolute Breadth Index — the magnitude of net advancing-minus-declining issues.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Absolute Breadth Index (ABI) — the absolute value of net advancing issues,
+/// `|advancers - decliners|`.
+///
+/// The ABI ignores the *direction* of breadth and measures only its *magnitude*:
+/// a high reading means the universe moved decisively one way or the other (high
+/// internal activity / volatility), while a low reading means advances and
+/// declines were nearly balanced (a quiet, directionless market). It is sometimes
+/// called a "market thermometer" because elevated readings often cluster around
+/// turning points.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AbsoluteBreadthIndex, CrossSection, Indicator, Member};
+///
+/// let mut abi = AbsoluteBreadthIndex::new();
+/// // 2 advancers, 5 decliners -> |2 - 5| = 3.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(abi.update(tick), Some(3.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AbsoluteBreadthIndex {
+    has_emitted: bool,
+}
+
+impl AbsoluteBreadthIndex {
+    /// Construct a new Absolute Breadth Index indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for AbsoluteBreadthIndex {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.advancers() as f64 - section.decliners() as f64;
+        self.has_emitted = true;
+        Some(net.abs())
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AbsoluteBreadthIndex"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let abi = AbsoluteBreadthIndex::new();
+        assert_eq!(abi.name(), "AbsoluteBreadthIndex");
+        assert_eq!(abi.warmup_period(), 1);
+        assert!(!abi.is_ready());
+    }
+
+    #[test]
+    fn magnitude_ignores_direction() {
+        let mut abi = AbsoluteBreadthIndex::new();
+        assert_eq!(abi.update(section(2, 5)), Some(3.0));
+        // Same magnitude with the direction reversed.
+        let mut abi2 = AbsoluteBreadthIndex::new();
+        assert_eq!(abi2.update(section(5, 2)), Some(3.0));
+    }
+
+    #[test]
+    fn balanced_universe_yields_zero() {
+        let mut abi = AbsoluteBreadthIndex::new();
+        assert_eq!(abi.update(section(3, 3)), Some(0.0));
+        assert!(abi.is_ready());
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut abi = AbsoluteBreadthIndex::new();
+        abi.update(section(2, 5));
+        assert!(abi.is_ready());
+        abi.reset();
+        assert!(!abi.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(2, 5), section(5, 2), section(3, 3)];
+        let mut a = AbsoluteBreadthIndex::new();
+        let mut b = AbsoluteBreadthIndex::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,157 @@
+//! Advance/Decline Volume Line — cumulative net advancing-minus-declining volume.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Advance/Decline Volume Line (AD Volume Line) — the running cumulative sum of
+/// net advancing volume across a universe.
+///
+/// On each [`CrossSection`] tick the net is `advancing volume - declining volume`,
+/// where advancing volume is the total volume of symbols with a positive change
+/// and declining volume the total volume of symbols with a negative change. The
+/// line accumulates this net over time, so a rising line means volume is flowing
+/// into advancing issues (healthy participation) while a falling line warns that
+/// declining issues are carrying the volume — the volume-weighted analogue of the
+/// plain Advance/Decline Line.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1` (defined from the
+/// first tick).
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AdVolumeLine, CrossSection, Indicator, Member};
+///
+/// let mut adv = AdVolumeLine::new();
+/// // advancing volume 150, declining volume 50 -> net +100.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 150.0, false, false),
+///         Member::new(-1.0, 50.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(adv.update(tick), Some(100.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdVolumeLine {
+    line: f64,
+    has_emitted: bool,
+}
+
+impl AdVolumeLine {
+    /// Construct a new Advance/Decline Volume Line indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self {
+            line: 0.0,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for AdVolumeLine {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.advancing_volume() - section.declining_volume();
+        self.line += net;
+        self.has_emitted = true;
+        Some(self.line)
+    }
+
+    fn reset(&mut self) {
+        self.line = 0.0;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AdVolumeLine"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn tick(items: &[(f64, f64)]) -> CrossSection {
+        CrossSection::new(
+            items
+                .iter()
+                .map(|&(change, volume)| Member::new(change, volume, false, false))
+                .collect(),
+            0,
+        )
+        .unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let adv = AdVolumeLine::new();
+        assert_eq!(adv.name(), "AdVolumeLine");
+        assert_eq!(adv.warmup_period(), 1);
+        assert!(!adv.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_net_volume() {
+        let mut adv = AdVolumeLine::new();
+        assert_eq!(adv.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(100.0));
+        assert!(adv.is_ready());
+    }
+
+    #[test]
+    fn line_accumulates_across_ticks() {
+        let mut adv = AdVolumeLine::new();
+        assert_eq!(adv.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(100.0));
+        assert_eq!(adv.update(tick(&[(1.0, 60.0), (-1.0, 60.0)])), Some(100.0));
+        assert_eq!(adv.update(tick(&[(1.0, 30.0)])), Some(130.0));
+    }
+
+    #[test]
+    fn unchanged_volume_is_ignored() {
+        let mut adv = AdVolumeLine::new();
+        // Unchanged symbols (zero change) contribute to neither bucket.
+        assert_eq!(adv.update(tick(&[(0.0, 1000.0), (1.0, 10.0)])), Some(10.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut adv = AdVolumeLine::new();
+        adv.update(tick(&[(1.0, 100.0)]));
+        assert!(adv.is_ready());
+        adv.reset();
+        assert!(!adv.is_ready());
+        assert_eq!(adv.update(tick(&[(1.0, 20.0)])), Some(20.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![
+            tick(&[(1.0, 150.0), (-1.0, 50.0)]),
+            tick(&[(1.0, 60.0), (-1.0, 60.0)]),
+            tick(&[(1.0, 30.0)]),
+        ];
+        let mut a = AdVolumeLine::new();
+        let mut b = AdVolumeLine::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,151 @@
+//! Advance/Decline Ratio — advancing issues divided by declining issues.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Advance/Decline Ratio (ADR) — the number of advancing symbols divided by the
+/// number of declining symbols across a universe.
+///
+/// On each [`CrossSection`] tick the ratio is `advancers / decliners`: a reading
+/// above one means advancing issues outnumber declining ones (broad strength),
+/// while a reading below one signals broad weakness. Because it is a ratio rather
+/// than a difference, the ADR is comparable across universes of different sizes.
+///
+/// When a tick has no declining symbols the denominator is floored to one, so the
+/// ratio degrades gracefully to the advancer count instead of dividing by zero.
+///
+/// `Input = CrossSection`, `Output = f64`. The ratio is defined from the first
+/// tick, so `warmup_period == 1` and the indicator is ready after one update.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{AdvanceDeclineRatio, CrossSection, Indicator, Member};
+///
+/// let mut adr = AdvanceDeclineRatio::new();
+/// // 3 advancers, 1 decliner -> ratio 3.0.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(0.5, 10.0, false, false),
+///         Member::new(2.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(adr.update(tick), Some(3.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct AdvanceDeclineRatio {
+    has_emitted: bool,
+}
+
+impl AdvanceDeclineRatio {
+    /// Construct a new Advance/Decline Ratio indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for AdvanceDeclineRatio {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let advancers = section.advancers() as f64;
+        let decliners = section.decliners().max(1) as f64;
+        self.has_emitted = true;
+        Some(advancers / decliners)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "AdvanceDeclineRatio"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        // A non-empty unchanged member guarantees a valid universe when both
+        // counts are zero.
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let adr = AdvanceDeclineRatio::new();
+        assert_eq!(adr.name(), "AdvanceDeclineRatio");
+        assert_eq!(adr.warmup_period(), 1);
+        assert!(!adr.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_ratio() {
+        let mut adr = AdvanceDeclineRatio::new();
+        assert_eq!(adr.update(section(3, 1)), Some(3.0));
+        assert!(adr.is_ready());
+    }
+
+    #[test]
+    fn zero_decliners_floors_denominator() {
+        let mut adr = AdvanceDeclineRatio::new();
+        // 4 advancers, 0 decliners -> 4 / max(0, 1) = 4.0.
+        assert_eq!(adr.update(section(4, 0)), Some(4.0));
+    }
+
+    #[test]
+    fn no_advancers_yields_zero() {
+        let mut adr = AdvanceDeclineRatio::new();
+        assert_eq!(adr.update(section(0, 5)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut adr = AdvanceDeclineRatio::new();
+        adr.update(section(3, 1));
+        assert!(adr.is_ready());
+        adr.reset();
+        assert!(!adr.is_ready());
+        assert_eq!(adr.update(section(2, 1)), Some(2.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(3, 1), section(4, 0), section(0, 5), section(2, 2)];
+        let mut a = AdvanceDeclineRatio::new();
+        let mut b = AdvanceDeclineRatio::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,165 @@
+//! Breadth Thrust (Zweig) — a moving average of the advancing-issues share.
+
+use crate::cross_section::CrossSection;
+use crate::error::Result;
+use crate::traits::Indicator;
+use crate::Sma;
+
+/// Breadth Thrust (Zweig) — a simple moving average of the advancing-issues
+/// share, `advancers / (advancers + decliners)`.
+///
+/// Martin Zweig's breadth thrust smooths the fraction of participating issues
+/// that are advancing over a short window (the classic period is 10). A "thrust"
+/// fires when this average climbs from below ~0.40 (oversold, washed-out breadth)
+/// to above ~0.615 within about ten sessions — historically a rare, reliable
+/// signal that a powerful new advance has begun with broad participation.
+///
+/// Each tick's share floors the participating count to one, so a tick with no
+/// advancing or declining issues contributes a defined `0.0` instead of dividing
+/// by zero. The reading is `None` until `period` ticks have been seen.
+///
+/// `Input = CrossSection`, `Output = f64` (a share in `0..=1`),
+/// `warmup_period == period`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BreadthThrust, CrossSection, Indicator, Member};
+///
+/// let mut bt = BreadthThrust::new(2).unwrap();
+/// let up = CrossSection::new(vec![Member::new(1.0, 1.0, false, false)], 0).unwrap();
+/// assert_eq!(bt.update(up.clone()), None); // warming up
+/// assert_eq!(bt.update(up), Some(1.0)); // both ticks 100% advancing
+/// ```
+#[derive(Debug, Clone)]
+pub struct BreadthThrust {
+    sma: Sma,
+}
+
+impl BreadthThrust {
+    /// Construct a new Breadth Thrust over the given window length.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`](crate::Error::PeriodZero) if `period == 0`.
+    pub fn new(period: usize) -> Result<Self> {
+        Ok(Self {
+            sma: Sma::new(period)?,
+        })
+    }
+
+    /// Configured window length.
+    #[must_use]
+    pub const fn period(&self) -> usize {
+        self.sma.period()
+    }
+}
+
+impl Indicator for BreadthThrust {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let advancers = section.advancers();
+        let decliners = section.decliners();
+        let participating = (advancers + decliners).max(1) as f64;
+        let share = advancers as f64 / participating;
+        self.sma.update(share)
+    }
+
+    fn reset(&mut self) {
+        self.sma.reset();
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.sma.period()
+    }
+
+    fn is_ready(&self) -> bool {
+        self.sma.value().is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "BreadthThrust"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::error::Error;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bt = BreadthThrust::new(10).unwrap();
+        assert_eq!(bt.name(), "BreadthThrust");
+        assert_eq!(bt.warmup_period(), 10);
+        assert_eq!(bt.period(), 10);
+        assert!(!bt.is_ready());
+    }
+
+    #[test]
+    fn rejects_zero_period() {
+        assert!(matches!(BreadthThrust::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn averages_the_advancing_share() {
+        let mut bt = BreadthThrust::new(2).unwrap();
+        // share = 8 / 10 = 0.8 ; window not full yet.
+        assert_eq!(bt.update(section(8, 2)), None);
+        // share = 6 / 10 = 0.6 ; SMA(2) = (0.8 + 0.6) / 2 = 0.7.
+        let value = bt.update(section(6, 4)).unwrap();
+        assert!((value - 0.7).abs() < 1e-9);
+        assert!(bt.is_ready());
+        // share = 5 / 10 = 0.5 ; SMA(2) = (0.6 + 0.5) / 2 = 0.55.
+        let value = bt.update(section(5, 5)).unwrap();
+        assert!((value - 0.55).abs() < 1e-9);
+    }
+
+    #[test]
+    fn empty_participation_floors_to_zero_share() {
+        let mut bt = BreadthThrust::new(1).unwrap();
+        // No advancers or decliners -> 0 / max(0, 1) = 0.0.
+        assert_eq!(bt.update(section(0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bt = BreadthThrust::new(2).unwrap();
+        bt.update(section(8, 2));
+        bt.update(section(6, 4));
+        assert!(bt.is_ready());
+        bt.reset();
+        assert!(!bt.is_ready());
+        assert_eq!(bt.update(section(8, 2)), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(8, 2), section(6, 4), section(5, 5), section(0, 0)];
+        let mut a = BreadthThrust::new(2).unwrap();
+        let mut b = BreadthThrust::new(2).unwrap();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,147 @@
+//! Bullish Percent Index — share of a universe on a point-and-figure buy signal.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Bullish Percent Index (BPI) — the percentage of symbols in a universe that are
+/// currently on a point-and-figure buy signal.
+///
+/// On each [`CrossSection`] tick the value is `100 * on_buy_signal_count /
+/// universe size`, read from the per-symbol `on_buy_signal` flag (the caller
+/// evaluates each symbol's point-and-figure chart when it builds the tick). It is
+/// a bounded `0..=100` gauge of how many issues are in a confirmed uptrend.
+/// Readings above 70 are considered overbought (broad strength, but a crowded
+/// market) and below 30 oversold; reversals from those zones are classic BPI
+/// buy/sell triggers.
+///
+/// `Input = CrossSection`, `Output = f64` (a percentage in `0..=100`),
+/// `warmup_period == 1`. The universe is non-empty by construction, so the share
+/// is always defined.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{BullishPercentIndex, CrossSection, Indicator, Member};
+///
+/// let mut bpi = BullishPercentIndex::new();
+/// // 2 of 4 symbols on a buy signal -> 50%.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::with_signals(1.0, 10.0, false, false, false, true),
+///         Member::with_signals(1.0, 10.0, false, false, false, true),
+///         Member::with_signals(-1.0, 10.0, false, false, false, false),
+///         Member::with_signals(-1.0, 10.0, false, false, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(bpi.update(tick), Some(50.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct BullishPercentIndex {
+    has_emitted: bool,
+}
+
+impl BullishPercentIndex {
+    /// Construct a new Bullish Percent Index indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for BullishPercentIndex {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let bullish = section.on_buy_signal_count() as f64;
+        let total = section.members.len() as f64;
+        self.has_emitted = true;
+        Some(100.0 * bullish / total)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "BullishPercentIndex"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn tick(bullish: usize, bearish: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..bullish {
+            members.push(Member::with_signals(1.0, 10.0, false, false, false, true));
+        }
+        for _ in 0..bearish {
+            members.push(Member::with_signals(-1.0, 10.0, false, false, false, false));
+        }
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let bpi = BullishPercentIndex::new();
+        assert_eq!(bpi.name(), "BullishPercentIndex");
+        assert_eq!(bpi.warmup_period(), 1);
+        assert!(!bpi.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_percentage() {
+        let mut bpi = BullishPercentIndex::new();
+        assert_eq!(bpi.update(tick(2, 2)), Some(50.0));
+        assert!(bpi.is_ready());
+    }
+
+    #[test]
+    fn all_bullish_is_one_hundred() {
+        let mut bpi = BullishPercentIndex::new();
+        assert_eq!(bpi.update(tick(5, 0)), Some(100.0));
+    }
+
+    #[test]
+    fn none_bullish_is_zero() {
+        let mut bpi = BullishPercentIndex::new();
+        assert_eq!(bpi.update(tick(0, 4)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut bpi = BullishPercentIndex::new();
+        bpi.update(tick(2, 2));
+        assert!(bpi.is_ready());
+        bpi.reset();
+        assert!(!bpi.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![tick(2, 2), tick(5, 0), tick(0, 4)];
+        let mut a = BullishPercentIndex::new();
+        let mut b = BullishPercentIndex::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,163 @@
+//! Cumulative Volume Index — running total of volume-normalised net advancing volume.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Cumulative Volume Index (CVI) — the running total of *volume-normalised* net
+/// advancing volume across a universe.
+///
+/// On each [`CrossSection`] tick the increment is `(advancing volume - declining
+/// volume) / total volume`: the share of the tick's total volume that flowed,
+/// net, into advancing issues. The index accumulates this share over time. Where
+/// the raw [`AdVolumeLine`](crate::AdVolumeLine) sums *absolute* net volume — and
+/// so drifts with secular growth in trading activity — the CVI normalises each
+/// tick by its own total volume, so a one-share-net day in a thin market counts
+/// the same as in a heavy one. This keeps the index comparable across regimes of
+/// very different volume.
+///
+/// When a tick has zero total volume the net is necessarily zero too, so the
+/// increment is zero and the index is unchanged (the divisor is floored to the
+/// smallest positive `f64` purely to keep the division defined).
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, CumulativeVolumeIndex, Indicator, Member};
+///
+/// let mut cvi = CumulativeVolumeIndex::new();
+/// // adv vol 150, dec vol 50, total 200 -> (150 - 50) / 200 = 0.5.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 150.0, false, false),
+///         Member::new(-1.0, 50.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(cvi.update(tick), Some(0.5));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct CumulativeVolumeIndex {
+    index: f64,
+    has_emitted: bool,
+}
+
+impl CumulativeVolumeIndex {
+    /// Construct a new Cumulative Volume Index indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self {
+            index: 0.0,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for CumulativeVolumeIndex {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.advancing_volume() - section.declining_volume();
+        let total = section.total_volume().max(f64::MIN_POSITIVE);
+        self.index += net / total;
+        self.has_emitted = true;
+        Some(self.index)
+    }
+
+    fn reset(&mut self) {
+        self.index = 0.0;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "CumulativeVolumeIndex"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn tick(items: &[(f64, f64)]) -> CrossSection {
+        CrossSection::new(
+            items
+                .iter()
+                .map(|&(change, volume)| Member::new(change, volume, false, false))
+                .collect(),
+            0,
+        )
+        .unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let cvi = CumulativeVolumeIndex::new();
+        assert_eq!(cvi.name(), "CumulativeVolumeIndex");
+        assert_eq!(cvi.warmup_period(), 1);
+        assert!(!cvi.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_normalised_net() {
+        let mut cvi = CumulativeVolumeIndex::new();
+        assert_eq!(cvi.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(0.5));
+        assert!(cvi.is_ready());
+    }
+
+    #[test]
+    fn index_accumulates_normalised_shares() {
+        let mut cvi = CumulativeVolumeIndex::new();
+        assert_eq!(cvi.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(0.5));
+        // adv 60, dec 60, total 120 -> net 0 -> index unchanged.
+        assert_eq!(cvi.update(tick(&[(1.0, 60.0), (-1.0, 60.0)])), Some(0.5));
+    }
+
+    #[test]
+    fn zero_total_volume_leaves_index_unchanged() {
+        let mut cvi = CumulativeVolumeIndex::new();
+        cvi.update(tick(&[(1.0, 150.0), (-1.0, 50.0)]));
+        // A tick with no volume at all: net 0 / floored divisor -> 0 increment.
+        assert_eq!(cvi.update(tick(&[(0.0, 0.0)])), Some(0.5));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut cvi = CumulativeVolumeIndex::new();
+        cvi.update(tick(&[(1.0, 150.0), (-1.0, 50.0)]));
+        assert!(cvi.is_ready());
+        cvi.reset();
+        assert!(!cvi.is_ready());
+        assert_eq!(cvi.update(tick(&[(1.0, 100.0)])), Some(1.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![
+            tick(&[(1.0, 150.0), (-1.0, 50.0)]),
+            tick(&[(1.0, 60.0), (-1.0, 60.0)]),
+            tick(&[(0.0, 0.0)]),
+        ];
+        let mut a = CumulativeVolumeIndex::new();
+        let mut b = CumulativeVolumeIndex::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,162 @@
+//! High-Low Index — a moving average of the record-high percentage.
+
+use crate::cross_section::CrossSection;
+use crate::error::Result;
+use crate::traits::Indicator;
+use crate::Sma;
+
+/// High-Low Index — a simple moving average of the *record high percent*,
+/// `100 * new_highs / (new_highs + new_lows)`.
+///
+/// The record high percent is the share of new-extreme issues that are new
+/// *highs* rather than new *lows*; smoothing it over a window (the classic period
+/// is 10) gives the High-Low Index. Readings above 50 mean new highs dominate
+/// (a healthy, broadening trend), readings below 50 mean new lows dominate. The
+/// 30 and 70 lines are watched as oversold / overbought breadth thresholds.
+///
+/// Each tick floors the new-extreme count to one, so a tick with no new highs or
+/// lows contributes a defined `0.0` instead of dividing by zero. The reading is
+/// `None` until `period` ticks have been seen.
+///
+/// `Input = CrossSection`, `Output = f64` (a percentage in `0..=100`),
+/// `warmup_period == period`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, HighLowIndex, Indicator, Member};
+///
+/// let mut hli = HighLowIndex::new(2).unwrap();
+/// let highs = CrossSection::new(vec![Member::new(1.0, 1.0, true, false)], 0).unwrap();
+/// assert_eq!(hli.update(highs.clone()), None); // warming up
+/// assert_eq!(hli.update(highs), Some(100.0)); // all new highs
+/// ```
+#[derive(Debug, Clone)]
+pub struct HighLowIndex {
+    sma: Sma,
+}
+
+impl HighLowIndex {
+    /// Construct a new High-Low Index over the given window length.
+    ///
+    /// # Errors
+    ///
+    /// Returns [`Error::PeriodZero`](crate::Error::PeriodZero) if `period == 0`.
+    pub fn new(period: usize) -> Result<Self> {
+        Ok(Self {
+            sma: Sma::new(period)?,
+        })
+    }
+
+    /// Configured window length.
+    #[must_use]
+    pub const fn period(&self) -> usize {
+        self.sma.period()
+    }
+}
+
+impl Indicator for HighLowIndex {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let new_highs = section.new_highs();
+        let new_lows = section.new_lows();
+        let extremes = (new_highs + new_lows).max(1) as f64;
+        let record_high_percent = 100.0 * new_highs as f64 / extremes;
+        self.sma.update(record_high_percent)
+    }
+
+    fn reset(&mut self) {
+        self.sma.reset();
+    }
+
+    fn warmup_period(&self) -> usize {
+        self.sma.period()
+    }
+
+    fn is_ready(&self) -> bool {
+        self.sma.value().is_some()
+    }
+
+    fn name(&self) -> &'static str {
+        "HighLowIndex"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::error::Error;
+    use crate::traits::BatchExt;
+
+    fn flags(highs: usize, lows: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..highs {
+            members.push(Member::new(1.0, 10.0, true, false));
+        }
+        for _ in 0..lows {
+            members.push(Member::new(-1.0, 10.0, false, true));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let hli = HighLowIndex::new(10).unwrap();
+        assert_eq!(hli.name(), "HighLowIndex");
+        assert_eq!(hli.warmup_period(), 10);
+        assert_eq!(hli.period(), 10);
+        assert!(!hli.is_ready());
+    }
+
+    #[test]
+    fn rejects_zero_period() {
+        assert!(matches!(HighLowIndex::new(0), Err(Error::PeriodZero)));
+    }
+
+    #[test]
+    fn averages_the_record_high_percent() {
+        let mut hli = HighLowIndex::new(2).unwrap();
+        // 8 highs / 10 extremes -> 80% ; window not full.
+        assert_eq!(hli.update(flags(8, 2)), None);
+        // 6 highs / 10 extremes -> 60% ; SMA(2) = (80 + 60) / 2 = 70.
+        let value = hli.update(flags(6, 4)).unwrap();
+        assert!((value - 70.0).abs() < 1e-9);
+        assert!(hli.is_ready());
+    }
+
+    #[test]
+    fn no_extremes_floors_to_zero_percent() {
+        let mut hli = HighLowIndex::new(1).unwrap();
+        // No new highs or lows -> 0 / max(0, 1) -> 0%.
+        assert_eq!(hli.update(flags(0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut hli = HighLowIndex::new(2).unwrap();
+        hli.update(flags(8, 2));
+        hli.update(flags(6, 4));
+        assert!(hli.is_ready());
+        hli.reset();
+        assert!(!hli.is_ready());
+        assert_eq!(hli.update(flags(8, 2)), None);
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![flags(8, 2), flags(6, 4), flags(3, 7), flags(0, 0)];
+        let mut a = HighLowIndex::new(2).unwrap();
+        let mut b = HighLowIndex::new(2).unwrap();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,204 @@
+//! McClellan Oscillator — the spread between a fast and slow EMA of breadth.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Fast EMA smoothing constant — the classic McClellan 19-period weight
+/// `2 / (19 + 1)`.
+const ALPHA_FAST: f64 = 0.1;
+/// Slow EMA smoothing constant — the classic McClellan 39-period weight
+/// `2 / (39 + 1)`.
+const ALPHA_SLOW: f64 = 0.05;
+/// Scale applied to the ratio-adjusted net advances so readings land on the
+/// familiar McClellan amplitude.
+const RANA_SCALE: f64 = 1000.0;
+
+/// McClellan Oscillator — the difference between a 19-period and a 39-period
+/// exponential moving average of *ratio-adjusted net advances*.
+///
+/// Each tick's breadth is reduced to ratio-adjusted net advances (RANA),
+/// `(advancers - decliners) / (advancers + decliners) * 1000`. Dividing by the
+/// number of participating issues makes the reading independent of universe size,
+/// so the oscillator stays comparable as the universe grows or shrinks. The
+/// oscillator is then the fast EMA minus the slow EMA of that series, using the
+/// classic McClellan smoothing constants `0.10` (19-period) and `0.05`
+/// (39-period). Both EMAs are seeded from the first tick's RANA, so the
+/// oscillator is defined from the first update (`warmup_period == 1`); it starts
+/// at `0.0` and crosses zero as breadth momentum shifts.
+///
+/// A tick with no advancing or declining issues yields a RANA of `0.0` (the
+/// participating count is floored to one).
+///
+/// `Input = CrossSection`, `Output = f64`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, Indicator, McClellanOscillator, Member};
+///
+/// let mut osc = McClellanOscillator::new();
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// // First tick seeds both EMAs to the same value -> oscillator 0.
+/// assert_eq!(osc.update(tick), Some(0.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct McClellanOscillator {
+    ema_fast: f64,
+    ema_slow: f64,
+    seeded: bool,
+    has_emitted: bool,
+}
+
+impl McClellanOscillator {
+    /// Construct a new McClellan Oscillator with the classic 19/39 smoothing.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self {
+            ema_fast: 0.0,
+            ema_slow: 0.0,
+            seeded: false,
+            has_emitted: false,
+        }
+    }
+
+    /// Feed a cross-section tick and return the oscillator value, which is defined
+    /// on every tick. Shared with [`McClellanSummationIndex`] so the summation
+    /// index can accumulate the oscillator without an `Option` round-trip.
+    ///
+    /// [`McClellanSummationIndex`]: crate::McClellanSummationIndex
+    pub(crate) fn step(&mut self, section: &CrossSection) -> f64 {
+        let advancers = section.advancers();
+        let decliners = section.decliners();
+        let net = advancers as f64 - decliners as f64;
+        let participating = (advancers + decliners).max(1) as f64;
+        let rana = net / participating * RANA_SCALE;
+        if self.seeded {
+            self.ema_fast += ALPHA_FAST * (rana - self.ema_fast);
+            self.ema_slow += ALPHA_SLOW * (rana - self.ema_slow);
+        } else {
+            self.ema_fast = rana;
+            self.ema_slow = rana;
+            self.seeded = true;
+        }
+        self.has_emitted = true;
+        self.ema_fast - self.ema_slow
+    }
+}
+
+impl Indicator for McClellanOscillator {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        Some(self.step(&section))
+    }
+
+    fn reset(&mut self) {
+        self.ema_fast = 0.0;
+        self.ema_slow = 0.0;
+        self.seeded = false;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "McClellanOscillator"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let osc = McClellanOscillator::new();
+        assert_eq!(osc.name(), "McClellanOscillator");
+        assert_eq!(osc.warmup_period(), 1);
+        assert!(!osc.is_ready());
+    }
+
+    #[test]
+    fn seeds_to_zero_on_first_tick() {
+        let mut osc = McClellanOscillator::new();
+        // RANA = (3 - 1) / 4 * 1000 = 500 ; both EMAs seed to 500 -> spread 0.
+        assert_eq!(osc.update(section(3, 1)), Some(0.0));
+        assert!(osc.is_ready());
+    }
+
+    #[test]
+    fn tracks_breadth_momentum_after_seeding() {
+        let mut osc = McClellanOscillator::new();
+        osc.update(section(3, 1)); // seed at RANA 500
+                                   // RANA = (1 - 3) / 4 * 1000 = -500.
+                                   // fast = 500 + 0.1 * (-1000) = 400 ; slow = 500 + 0.05 * (-1000) = 450.
+        let value = osc.update(section(1, 3)).unwrap();
+        assert!((value - (-50.0)).abs() < 1e-9);
+        // RANA = 0. fast = 400 + 0.1 * (-400) = 360 ; slow = 450 + 0.05 * (-450) = 427.5.
+        let value = osc.update(section(2, 2)).unwrap();
+        assert!((value - (-67.5)).abs() < 1e-9);
+    }
+
+    #[test]
+    fn empty_participation_yields_zero_rana() {
+        let mut osc = McClellanOscillator::new();
+        // No advancers or decliners -> RANA 0 ; seeds both EMAs to 0 -> spread 0.
+        assert_eq!(osc.update(section(0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut osc = McClellanOscillator::new();
+        osc.update(section(3, 1));
+        osc.update(section(1, 3));
+        assert!(osc.is_ready());
+        osc.reset();
+        assert!(!osc.is_ready());
+        // After reset the next tick re-seeds to spread 0.
+        assert_eq!(osc.update(section(1, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(3, 1), section(1, 3), section(2, 2), section(0, 0)];
+        let mut a = McClellanOscillator::new();
+        let mut b = McClellanOscillator::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,160 @@
+//! McClellan Summation Index — the running total of the McClellan Oscillator.
+
+use crate::cross_section::CrossSection;
+use crate::indicators::mcclellan_oscillator::McClellanOscillator;
+use crate::traits::Indicator;
+
+/// McClellan Summation Index — the running cumulative sum of the
+/// [`McClellanOscillator`].
+///
+/// Where the oscillator measures the *momentum* of breadth, the summation index
+/// integrates it into a longer-term breadth trend: it rises while the oscillator
+/// is positive and falls while it is negative, so it behaves like a slow,
+/// smoothed advance/decline line. Sustained readings far above or below zero mark
+/// strong bull or bear breadth regimes, and crosses of the zero line are read as
+/// major trend changes.
+///
+/// The index embeds a [`McClellanOscillator`] and adds its value on every tick.
+/// Because the oscillator seeds to `0.0` on the first tick, the summation index
+/// also starts at `0.0` and is defined from the first update
+/// (`warmup_period == 1`).
+///
+/// `Input = CrossSection`, `Output = f64`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, Indicator, McClellanSummationIndex, Member};
+///
+/// let mut msi = McClellanSummationIndex::new();
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// // First tick: oscillator seeds to 0, so the summation index is 0.
+/// assert_eq!(msi.update(tick), Some(0.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct McClellanSummationIndex {
+    oscillator: McClellanOscillator,
+    sum: f64,
+    has_emitted: bool,
+}
+
+impl McClellanSummationIndex {
+    /// Construct a new McClellan Summation Index.
+    #[must_use]
+    pub fn new() -> Self {
+        Self {
+            oscillator: McClellanOscillator::new(),
+            sum: 0.0,
+            has_emitted: false,
+        }
+    }
+}
+
+impl Indicator for McClellanSummationIndex {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let oscillator = self.oscillator.step(&section);
+        self.sum += oscillator;
+        self.has_emitted = true;
+        Some(self.sum)
+    }
+
+    fn reset(&mut self) {
+        self.oscillator.reset();
+        self.sum = 0.0;
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "McClellanSummationIndex"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let msi = McClellanSummationIndex::new();
+        assert_eq!(msi.name(), "McClellanSummationIndex");
+        assert_eq!(msi.warmup_period(), 1);
+        assert!(!msi.is_ready());
+    }
+
+    #[test]
+    fn first_tick_starts_at_zero() {
+        let mut msi = McClellanSummationIndex::new();
+        assert_eq!(msi.update(section(3, 1)), Some(0.0));
+        assert!(msi.is_ready());
+    }
+
+    #[test]
+    fn accumulates_the_oscillator() {
+        let mut msi = McClellanSummationIndex::new();
+        assert_eq!(msi.update(section(3, 1)), Some(0.0)); // osc 0 -> sum 0
+                                                          // osc -50 -> sum -50.
+        let value = msi.update(section(1, 3)).unwrap();
+        assert!((value - (-50.0)).abs() < 1e-9);
+        // osc -67.5 -> sum -117.5.
+        let value = msi.update(section(2, 2)).unwrap();
+        assert!((value - (-117.5)).abs() < 1e-9);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut msi = McClellanSummationIndex::new();
+        msi.update(section(3, 1));
+        msi.update(section(1, 3));
+        assert!(msi.is_ready());
+        msi.reset();
+        assert!(!msi.is_ready());
+        // Oscillator re-seeds, so the summation index restarts at 0.
+        assert_eq!(msi.update(section(1, 3)), Some(0.0));
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(3, 1), section(1, 3), section(2, 2)];
+        let mut a = McClellanSummationIndex::new();
+        let mut b = McClellanSummationIndex::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -5,13 +5,16 @@
 //! from the crate root for convenience.

 mod abandoned_baby;
+mod absolute_breadth_index;
 mod acceleration_bands;
 mod accelerator_oscillator;
 mod ad_oscillator;
+mod ad_volume_line;
 mod adaptive_cycle;
 mod adl;
 mod advance_block;
 mod advance_decline;
+mod advance_decline_ratio;
 mod adx;
 mod adxr;
 mod alligator;
@@ -36,7 +39,9 @@ mod beta;
 mod beta_neutral_spread;
 mod bollinger;
 mod bollinger_bandwidth;
+mod breadth_thrust;
 mod breakaway;
+mod bullish_percent_index;
 mod calendar_spread;
 mod calmar_ratio;
 mod camarilla_pivots;
@@ -59,6 +64,7 @@ mod conditional_value_at_risk;
 mod connors_rsi;
 mod coppock;
 mod counterattack;
+mod cumulative_volume_index;
 mod cvd;
 mod cybernetic_cycle;
 mod decycler;
@@ -109,6 +115,7 @@ mod hammer;
 mod hanging_man;
 mod harami;
 mod heikin_ashi;
+mod high_low_index;
 mod high_wave;
 mod hikkake;
 mod hikkake_modified;
@@ -166,6 +173,8 @@ mod mass_index;
 mod mat_hold;
 mod matching_low;
 mod max_drawdown;
+mod mcclellan_oscillator;
+mod mcclellan_summation_index;
 mod mcginley_dynamic;
 mod median_absolute_deviation;
 mod median_price;
@@ -179,6 +188,7 @@ mod mom;
 mod morning_doji_star;
 mod morning_evening_star;
 mod natr;
+mod new_highs_new_lows;
 mod nvi;
 mod ob_imbalance_full;
 mod ob_imbalance_top1;
@@ -197,6 +207,7 @@ mod pair_spread_zscore;
 mod pairwise_beta;
 mod parkinson;
 mod pearson_correlation;
+mod percent_above_ma;
 mod percent_b;
 mod percentage_trailing_stop;
 mod pgo;
@@ -282,11 +293,13 @@ mod three_outside;
 mod three_soldiers_or_crows;
 mod three_stars_in_south;
 mod thrusting;
+mod tick_index;
 mod tii;
 mod tpo_profile;
 mod trade_imbalance;
 mod treynor_ratio;
 mod trima;
+mod trin;
 mod trix;
 mod true_range;
 mod tsf;
@@ -299,6 +312,7 @@ mod typical_price;
 mod ulcer_index;
 mod ultimate_oscillator;
 mod unique_three_river;
+mod up_down_volume_ratio;
 mod upside_gap_three_methods;
 mod upside_gap_two_crows;
 mod value_area;
@@ -330,13 +344,16 @@ mod zig_zag;
 mod zlema;

 pub use abandoned_baby::AbandonedBaby;
+pub use absolute_breadth_index::AbsoluteBreadthIndex;
 pub use acceleration_bands::{AccelerationBands, AccelerationBandsOutput};
 pub use accelerator_oscillator::AcceleratorOscillator;
 pub use ad_oscillator::AdOscillator;
+pub use ad_volume_line::AdVolumeLine;
 pub use adaptive_cycle::AdaptiveCycle;
 pub use adl::Adl;
 pub use advance_block::AdvanceBlock;
 pub use advance_decline::AdvanceDecline;
+pub use advance_decline_ratio::AdvanceDeclineRatio;
 pub use adx::{Adx, AdxOutput};
 pub use adxr::Adxr;
 pub use alligator::{Alligator, AlligatorOutput};
@@ -361,7 +378,9 @@ pub use beta::Beta;
 pub use beta_neutral_spread::BetaNeutralSpread;
 pub use bollinger::{BollingerBands, BollingerOutput};
 pub use bollinger_bandwidth::BollingerBandwidth;
+pub use breadth_thrust::BreadthThrust;
 pub use breakaway::Breakaway;
+pub use bullish_percent_index::BullishPercentIndex;
 pub use calendar_spread::CalendarSpread;
 pub use calmar_ratio::CalmarRatio;
 pub use camarilla_pivots::{Camarilla, CamarillaPivotsOutput};
@@ -384,6 +403,7 @@ pub use conditional_value_at_risk::ConditionalValueAtRisk;
 pub use connors_rsi::ConnorsRsi;
 pub use coppock::Coppock;
 pub use counterattack::Counterattack;
+pub use cumulative_volume_index::CumulativeVolumeIndex;
 pub use cvd::CumulativeVolumeDelta;
 pub use cybernetic_cycle::CyberneticCycle;
 pub use decycler::Decycler;
@@ -434,6 +454,7 @@ pub use hammer::Hammer;
 pub use hanging_man::HangingMan;
 pub use harami::Harami;
 pub use heikin_ashi::{HeikinAshi, HeikinAshiOutput};
+pub use high_low_index::HighLowIndex;
 pub use high_wave::HighWave;
 pub use hikkake::Hikkake;
 pub use hikkake_modified::HikkakeModified;
@@ -491,6 +512,8 @@ pub use mass_index::MassIndex;
 pub use mat_hold::MatHold;
 pub use matching_low::MatchingLow;
 pub use max_drawdown::MaxDrawdown;
+pub use mcclellan_oscillator::McClellanOscillator;
+pub use mcclellan_summation_index::McClellanSummationIndex;
 pub use mcginley_dynamic::McGinleyDynamic;
 pub use median_absolute_deviation::MedianAbsoluteDeviation;
 pub use median_price::MedianPrice;
@@ -504,6 +527,7 @@ pub use mom::Mom;
 pub use morning_doji_star::MorningDojiStar;
 pub use morning_evening_star::MorningEveningStar;
 pub use natr::Natr;
+pub use new_highs_new_lows::NewHighsNewLows;
 pub use nvi::Nvi;
 pub use ob_imbalance_full::OrderBookImbalanceFull;
 pub use ob_imbalance_top1::OrderBookImbalanceTop1;
@@ -522,6 +546,7 @@ pub use pair_spread_zscore::PairSpreadZScore;
 pub use pairwise_beta::PairwiseBeta;
 pub use parkinson::ParkinsonVolatility;
 pub use pearson_correlation::PearsonCorrelation;
+pub use percent_above_ma::PercentAboveMa;
 pub use percent_b::PercentB;
 pub use percentage_trailing_stop::PercentageTrailingStop;
 pub use pgo::Pgo;
@@ -607,11 +632,13 @@ pub use three_outside::ThreeOutside;
 pub use three_soldiers_or_crows::ThreeSoldiersOrCrows;
 pub use three_stars_in_south::ThreeStarsInSouth;
 pub use thrusting::Thrusting;
+pub use tick_index::TickIndex;
 pub use tii::Tii;
 pub use tpo_profile::{TpoProfile, TpoProfileOutput};
 pub use trade_imbalance::TradeImbalance;
 pub use treynor_ratio::TreynorRatio;
 pub use trima::Trima;
+pub use trin::Trin;
 pub use trix::Trix;
 pub use true_range::TrueRange;
 pub use tsf::Tsf;
@@ -624,6 +651,7 @@ pub use typical_price::TypicalPrice;
 pub use ulcer_index::UlcerIndex;
 pub use ultimate_oscillator::UltimateOscillator;
 pub use unique_three_river::UniqueThreeRiver;
+pub use up_down_volume_ratio::UpDownVolumeRatio;
 pub use upside_gap_three_methods::UpsideGapThreeMethods;
 pub use upside_gap_two_crows::UpsideGapTwoCrows;
 pub use value_area::{ValueArea, ValueAreaOutput};
@@ -1070,7 +1098,26 @@ pub const FAMILIES: &[(&str, &[&str])] = &[
        "Alt-Chart Bars",
        &["RenkoBars", "KagiBars", "PointAndFigureBars"],
    ),
-    ("Market Breadth", &["AdvanceDecline"]),
+    (
+        "Market Breadth",
+        &[
+            "AdvanceDecline",
+            "AdvanceDeclineRatio",
+            "AdVolumeLine",
+            "McClellanOscillator",
+            "McClellanSummationIndex",
+            "Trin",
+            "BreadthThrust",
+            "NewHighsNewLows",
+            "HighLowIndex",
+            "PercentAboveMa",
+            "UpDownVolumeRatio",
+            "BullishPercentIndex",
+            "CumulativeVolumeIndex",
+            "AbsoluteBreadthIndex",
+            "TickIndex",
+        ],
+    ),
 ];

 #[cfg(test)]
@@ -1099,6 +1146,6 @@ mod family_tests {
        // the actual indicator count is the early-warning signal that an
        // indicator was added without being assigned a family.
        let total: usize = FAMILIES.iter().map(|(_, ns)| ns.len()).sum();
-        assert_eq!(total, 325, "FAMILIES total drifted from indicator count");
+        assert_eq!(total, 339, "FAMILIES total drifted from indicator count");
    }
 }
@@ -0,0 +1,142 @@
+//! New Highs − New Lows — net count of fresh period extremes across a universe.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// New Highs − New Lows — the number of symbols printing a new period high minus
+/// the number printing a new period low across a universe.
+///
+/// On each [`CrossSection`] tick the value is `new_highs - new_lows`, read from the
+/// per-symbol `new_high` / `new_low` flags. A persistently positive reading means
+/// fresh leadership is broad (many names making new highs); a negative reading
+/// during an index advance is a classic breadth divergence warning that the rally
+/// is narrowing.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, Indicator, Member, NewHighsNewLows};
+///
+/// let mut nhnl = NewHighsNewLows::new();
+/// // 2 new highs, 1 new low -> net +1.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, true, false),
+///         Member::new(1.0, 10.0, true, false),
+///         Member::new(-1.0, 10.0, false, true),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(nhnl.update(tick), Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct NewHighsNewLows {
+    has_emitted: bool,
+}
+
+impl NewHighsNewLows {
+    /// Construct a new New Highs − New Lows indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for NewHighsNewLows {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.new_highs() as f64 - section.new_lows() as f64;
+        self.has_emitted = true;
+        Some(net)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "NewHighsNewLows"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn flags(highs: usize, lows: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..highs {
+            members.push(Member::new(1.0, 10.0, true, false));
+        }
+        for _ in 0..lows {
+            members.push(Member::new(-1.0, 10.0, false, true));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let nhnl = NewHighsNewLows::new();
+        assert_eq!(nhnl.name(), "NewHighsNewLows");
+        assert_eq!(nhnl.warmup_period(), 1);
+        assert!(!nhnl.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_net_extremes() {
+        let mut nhnl = NewHighsNewLows::new();
+        assert_eq!(nhnl.update(flags(5, 2)), Some(3.0));
+        assert!(nhnl.is_ready());
+    }
+
+    #[test]
+    fn more_lows_than_highs_is_negative() {
+        let mut nhnl = NewHighsNewLows::new();
+        assert_eq!(nhnl.update(flags(1, 4)), Some(-3.0));
+    }
+
+    #[test]
+    fn no_extremes_yields_zero() {
+        let mut nhnl = NewHighsNewLows::new();
+        assert_eq!(nhnl.update(flags(0, 0)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut nhnl = NewHighsNewLows::new();
+        nhnl.update(flags(3, 1));
+        assert!(nhnl.is_ready());
+        nhnl.reset();
+        assert!(!nhnl.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![flags(5, 2), flags(1, 4), flags(0, 0)];
+        let mut a = NewHighsNewLows::new();
+        let mut b = NewHighsNewLows::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,146 @@
+//! Percent Above Moving Average — share of a universe trading above its MA.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Percent Above Moving Average — the percentage of symbols in a universe that
+/// are trading above their reference moving average.
+///
+/// On each [`CrossSection`] tick the value is `100 * above_ma_count / universe
+/// size`, read from the per-symbol `above_ma` flag (the caller decides which MA —
+/// 50-day, 200-day — when it builds the tick). It is a bounded `0..=100` breadth
+/// gauge: readings near 100 mean almost the whole universe is in an uptrend
+/// (broad participation, but also a potential overbought extreme), readings near
+/// zero mark washouts. Crosses of the 50 line are read as bull/bear regime flips.
+///
+/// `Input = CrossSection`, `Output = f64` (a percentage in `0..=100`),
+/// `warmup_period == 1`. The universe is non-empty by construction, so the share
+/// is always defined.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, Indicator, Member, PercentAboveMa};
+///
+/// let mut pct = PercentAboveMa::new();
+/// // 3 of 4 symbols above their MA -> 75%.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::with_signals(1.0, 10.0, false, false, true, false),
+///         Member::with_signals(1.0, 10.0, false, false, true, false),
+///         Member::with_signals(-1.0, 10.0, false, false, true, false),
+///         Member::with_signals(-1.0, 10.0, false, false, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(pct.update(tick), Some(75.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct PercentAboveMa {
+    has_emitted: bool,
+}
+
+impl PercentAboveMa {
+    /// Construct a new Percent Above Moving Average indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for PercentAboveMa {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let above = section.above_ma_count() as f64;
+        let total = section.members.len() as f64;
+        self.has_emitted = true;
+        Some(100.0 * above / total)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "PercentAboveMa"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn tick(above: usize, below: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..above {
+            members.push(Member::with_signals(1.0, 10.0, false, false, true, false));
+        }
+        for _ in 0..below {
+            members.push(Member::with_signals(-1.0, 10.0, false, false, false, false));
+        }
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let pct = PercentAboveMa::new();
+        assert_eq!(pct.name(), "PercentAboveMa");
+        assert_eq!(pct.warmup_period(), 1);
+        assert!(!pct.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_percentage() {
+        let mut pct = PercentAboveMa::new();
+        assert_eq!(pct.update(tick(3, 1)), Some(75.0));
+        assert!(pct.is_ready());
+    }
+
+    #[test]
+    fn all_above_is_one_hundred() {
+        let mut pct = PercentAboveMa::new();
+        assert_eq!(pct.update(tick(4, 0)), Some(100.0));
+    }
+
+    #[test]
+    fn none_above_is_zero() {
+        let mut pct = PercentAboveMa::new();
+        assert_eq!(pct.update(tick(0, 5)), Some(0.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut pct = PercentAboveMa::new();
+        pct.update(tick(3, 1));
+        assert!(pct.is_ready());
+        pct.reset();
+        assert!(!pct.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![tick(3, 1), tick(4, 0), tick(0, 5)];
+        let mut a = PercentAboveMa::new();
+        let mut b = PercentAboveMa::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,148 @@
+//! TICK Index — instantaneous net advancing-minus-declining issues.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// TICK Index — the instantaneous net of advancing minus declining issues across
+/// a universe, `advancers - decliners`.
+///
+/// Unlike the cumulative [`AdvanceDecline`](crate::AdvanceDecline) line, the TICK
+/// is *not* accumulated: each tick reports the breadth of that snapshot alone. It
+/// oscillates around zero — strongly positive readings mean a broad surge of
+/// upticks (often an intraday overbought extreme), strongly negative readings a
+/// broad flush. Traders fade extremes and watch the zero line for intraday bias.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, Indicator, Member, TickIndex};
+///
+/// let mut tick = TickIndex::new();
+/// // 2 advancers, 5 decliners -> net -3.
+/// let snapshot = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///         Member::new(-1.0, 10.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(tick.update(snapshot), Some(-3.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct TickIndex {
+    has_emitted: bool,
+}
+
+impl TickIndex {
+    /// Construct a new TICK Index indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for TickIndex {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let net = section.advancers() as f64 - section.decliners() as f64;
+        self.has_emitted = true;
+        Some(net)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "TickIndex"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn section(up: usize, down: usize) -> CrossSection {
+        let mut members = Vec::new();
+        for _ in 0..up {
+            members.push(Member::new(1.0, 10.0, false, false));
+        }
+        for _ in 0..down {
+            members.push(Member::new(-1.0, 10.0, false, false));
+        }
+        members.push(Member::new(0.0, 10.0, false, false));
+        CrossSection::new(members, 0).unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let tick = TickIndex::new();
+        assert_eq!(tick.name(), "TickIndex");
+        assert_eq!(tick.warmup_period(), 1);
+        assert!(!tick.is_ready());
+    }
+
+    #[test]
+    fn positive_when_advancers_lead() {
+        let mut tick = TickIndex::new();
+        assert_eq!(tick.update(section(5, 2)), Some(3.0));
+        assert!(tick.is_ready());
+    }
+
+    #[test]
+    fn negative_when_decliners_lead() {
+        let mut tick = TickIndex::new();
+        assert_eq!(tick.update(section(2, 5)), Some(-3.0));
+    }
+
+    #[test]
+    fn does_not_accumulate() {
+        let mut tick = TickIndex::new();
+        // Each tick is independent — the second reading does not carry the first.
+        assert_eq!(tick.update(section(3, 0)), Some(3.0));
+        assert_eq!(tick.update(section(0, 1)), Some(-1.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut tick = TickIndex::new();
+        tick.update(section(3, 0));
+        assert!(tick.is_ready());
+        tick.reset();
+        assert!(!tick.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![section(5, 2), section(2, 5), section(3, 0), section(0, 1)];
+        let mut a = TickIndex::new();
+        let mut b = TickIndex::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,171 @@
+//! TRIN / Arms Index — the advance-decline ratio over the up-down volume ratio.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// TRIN (Arms Index) — `(advancers / decliners) / (advancing volume / declining
+/// volume)`.
+///
+/// The TRIN compares the breadth of a move in *issues* to the breadth of the move
+/// in *volume*. A value near `1.0` means advancing issues and advancing volume are
+/// in balance; a value below `1.0` is bullish (volume is concentrated in advancing
+/// issues relative to their count); a value above `1.0` is bearish (declining
+/// issues are absorbing disproportionate volume).
+///
+/// To stay finite on degenerate ticks the decliner count is floored to one and
+/// both volume sums are floored to `1.0`, so a tick with no declining issues or no
+/// volume on one side still yields a defined reading instead of a division by
+/// zero.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, Indicator, Member, Trin};
+///
+/// let mut trin = Trin::new();
+/// // 3 advancers / 1 decliner = 3; adv vol 150 / dec vol 50 = 3; TRIN = 1.0.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 50.0, false, false),
+///         Member::new(1.0, 50.0, false, false),
+///         Member::new(1.0, 50.0, false, false),
+///         Member::new(-1.0, 50.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(trin.update(tick), Some(1.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct Trin {
+    has_emitted: bool,
+}
+
+impl Trin {
+    /// Construct a new TRIN / Arms Index indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for Trin {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let advancers = section.advancers() as f64;
+        let decliners = section.decliners().max(1) as f64;
+        let advancing_volume = section.advancing_volume().max(1.0);
+        let declining_volume = section.declining_volume().max(1.0);
+        let ad_ratio = advancers / decliners;
+        let volume_ratio = advancing_volume / declining_volume;
+        self.has_emitted = true;
+        Some(ad_ratio / volume_ratio)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "Trin"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn tick(items: &[(f64, f64)]) -> CrossSection {
+        CrossSection::new(
+            items
+                .iter()
+                .map(|&(change, volume)| Member::new(change, volume, false, false))
+                .collect(),
+            0,
+        )
+        .unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let trin = Trin::new();
+        assert_eq!(trin.name(), "Trin");
+        assert_eq!(trin.warmup_period(), 1);
+        assert!(!trin.is_ready());
+    }
+
+    #[test]
+    fn balanced_breadth_yields_one() {
+        let mut trin = Trin::new();
+        let value = trin
+            .update(tick(&[(1.0, 50.0), (1.0, 50.0), (1.0, 50.0), (-1.0, 50.0)]))
+            .unwrap();
+        assert!((value - 1.0).abs() < 1e-9);
+        assert!(trin.is_ready());
+    }
+
+    #[test]
+    fn zero_decliners_and_volume_are_floored() {
+        let mut trin = Trin::new();
+        // 2 advancers, 0 decliners, adv vol 100, dec vol 0.
+        // ad_ratio = 2 / max(0,1) = 2; volume_ratio = 100 / max(0,1) = 100; TRIN = 0.02.
+        let value = trin.update(tick(&[(1.0, 50.0), (1.0, 50.0)])).unwrap();
+        assert!((value - 0.02).abs() < 1e-9);
+    }
+
+    #[test]
+    fn heavy_declining_volume_pushes_above_one() {
+        let mut trin = Trin::new();
+        // 2 adv / 2 dec = 1; adv vol 20 / dec vol 80 = 0.25; TRIN = 4.0.
+        let value = trin
+            .update(tick(&[
+                (1.0, 10.0),
+                (1.0, 10.0),
+                (-1.0, 40.0),
+                (-1.0, 40.0),
+            ]))
+            .unwrap();
+        assert!((value - 4.0).abs() < 1e-9);
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut trin = Trin::new();
+        trin.update(tick(&[(1.0, 10.0), (-1.0, 10.0)]));
+        assert!(trin.is_ready());
+        trin.reset();
+        assert!(!trin.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![
+            tick(&[(1.0, 50.0), (1.0, 50.0), (1.0, 50.0), (-1.0, 50.0)]),
+            tick(&[(1.0, 50.0), (1.0, 50.0)]),
+            tick(&[(1.0, 10.0), (1.0, 10.0), (-1.0, 40.0), (-1.0, 40.0)]),
+        ];
+        let mut a = Trin::new();
+        let mut b = Trin::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -0,0 +1,143 @@
+//! Up/Down Volume Ratio — advancing volume divided by declining volume.
+
+use crate::cross_section::CrossSection;
+use crate::traits::Indicator;
+
+/// Up/Down Volume Ratio — total advancing volume divided by total declining
+/// volume across a universe.
+///
+/// On each [`CrossSection`] tick the ratio is `advancing volume / declining
+/// volume`. A reading above one means more volume is trading in advancing issues
+/// than declining ones (accumulation); a reading below one means distribution.
+/// Sustained extremes are used to flag breadth thrusts and washout bottoms.
+///
+/// When a tick has no declining volume the denominator is floored to `1.0`, so the
+/// ratio stays finite (it degrades to the advancing-volume total) instead of
+/// dividing by zero.
+///
+/// `Input = CrossSection`, `Output = f64`, `warmup_period == 1`.
+///
+/// # Example
+///
+/// ```
+/// use wickra_core::{CrossSection, Indicator, Member, UpDownVolumeRatio};
+///
+/// let mut udv = UpDownVolumeRatio::new();
+/// // advancing volume 150, declining volume 50 -> ratio 3.0.
+/// let tick = CrossSection::new(
+///     vec![
+///         Member::new(1.0, 150.0, false, false),
+///         Member::new(-1.0, 50.0, false, false),
+///     ],
+///     0,
+/// )
+/// .unwrap();
+/// assert_eq!(udv.update(tick), Some(3.0));
+/// ```
+#[derive(Debug, Clone, Default)]
+pub struct UpDownVolumeRatio {
+    has_emitted: bool,
+}
+
+impl UpDownVolumeRatio {
+    /// Construct a new Up/Down Volume Ratio indicator.
+    #[must_use]
+    pub const fn new() -> Self {
+        Self { has_emitted: false }
+    }
+}
+
+impl Indicator for UpDownVolumeRatio {
+    type Input = CrossSection;
+    type Output = f64;
+
+    fn update(&mut self, section: CrossSection) -> Option<f64> {
+        let advancing_volume = section.advancing_volume();
+        let declining_volume = section.declining_volume().max(1.0);
+        self.has_emitted = true;
+        Some(advancing_volume / declining_volume)
+    }
+
+    fn reset(&mut self) {
+        self.has_emitted = false;
+    }
+
+    fn warmup_period(&self) -> usize {
+        1
+    }
+
+    fn is_ready(&self) -> bool {
+        self.has_emitted
+    }
+
+    fn name(&self) -> &'static str {
+        "UpDownVolumeRatio"
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::cross_section::Member;
+    use crate::traits::BatchExt;
+
+    fn tick(items: &[(f64, f64)]) -> CrossSection {
+        CrossSection::new(
+            items
+                .iter()
+                .map(|&(change, volume)| Member::new(change, volume, false, false))
+                .collect(),
+            0,
+        )
+        .unwrap()
+    }
+
+    #[test]
+    fn accessors_and_metadata() {
+        let udv = UpDownVolumeRatio::new();
+        assert_eq!(udv.name(), "UpDownVolumeRatio");
+        assert_eq!(udv.warmup_period(), 1);
+        assert!(!udv.is_ready());
+    }
+
+    #[test]
+    fn first_tick_emits_ratio() {
+        let mut udv = UpDownVolumeRatio::new();
+        assert_eq!(udv.update(tick(&[(1.0, 150.0), (-1.0, 50.0)])), Some(3.0));
+        assert!(udv.is_ready());
+    }
+
+    #[test]
+    fn zero_declining_volume_floors_denominator() {
+        let mut udv = UpDownVolumeRatio::new();
+        // advancing volume 100, declining volume 0 -> 100 / max(0, 1) = 100.0.
+        assert_eq!(udv.update(tick(&[(1.0, 100.0)])), Some(100.0));
+    }
+
+    #[test]
+    fn reset_clears_state() {
+        let mut udv = UpDownVolumeRatio::new();
+        udv.update(tick(&[(1.0, 10.0), (-1.0, 10.0)]));
+        assert!(udv.is_ready());
+        udv.reset();
+        assert!(!udv.is_ready());
+    }
+
+    #[test]
+    fn batch_equals_streaming() {
+        let sections = vec![
+            tick(&[(1.0, 150.0), (-1.0, 50.0)]),
+            tick(&[(1.0, 100.0)]),
+            tick(&[(1.0, 20.0), (-1.0, 80.0)]),
+        ];
+        let mut a = UpDownVolumeRatio::new();
+        let mut b = UpDownVolumeRatio::new();
+        assert_eq!(
+            a.batch(&sections),
+            sections
+                .iter()
+                .map(|s| b.update(s.clone()))
+                .collect::<Vec<_>>()
+        );
+    }
+}
@@ -55,20 +55,21 @@ pub use cross_section::{CrossSection, Member};
 pub use derivatives::DerivativesTick;
 pub use error::{Error, Result};
 pub use indicators::{
-    AbandonedBaby, AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator,
-    AdaptiveCycle, Adl, AdvanceBlock, AdvanceDecline, Adx, AdxOutput, Adxr, Alligator,
-    AlligatorOutput, Alma, Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator,
-    AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown,
-    AvgPrice, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta,
-    BetaNeutralSpread, BollingerBands, BollingerBandwidth, BollingerOutput, Breakaway,
+    AbandonedBaby, AbsoluteBreadthIndex, AccelerationBands, AccelerationBandsOutput,
+    AcceleratorOscillator, AdOscillator, AdVolumeLine, AdaptiveCycle, Adl, AdvanceBlock,
+    AdvanceDecline, AdvanceDeclineRatio, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma,
+    Alpha, AnchoredRsi, AnchoredVwap, Apo, Aroon, AroonOscillator, AroonOutput, Atr, AtrBands,
+    AtrBandsOutput, AtrTrailingStop, Autocorrelation, AverageDrawdown, AvgPrice, AwesomeOscillator,
+    AwesomeOscillatorHistogram, BalanceOfPower, BeltHold, Beta, BetaNeutralSpread, BollingerBands,
+    BollingerBandwidth, BollingerOutput, BreadthThrust, Breakaway, BullishPercentIndex,
    CalendarSpread, CalmarRatio, Camarilla, CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo,
    ChaikinMoneyFlow, ChaikinOscillator, ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput,
    ChandelierExit, ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput,
    ClosingMarubozu, Cmo, CoefficientOfVariation, Cointegration, CointegrationOutput,
    ConcealingBabySwallow, ConditionalValueAtRisk, ConnorsRsi, Coppock, Counterattack,
-    CumulativeVolumeDelta, CyberneticCycle, Decycler, DecyclerOscillator, Dema, DemandIndex,
-    DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd, Doji, DojiStar,
-    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
+    CumulativeVolumeDelta, CumulativeVolumeIndex, CyberneticCycle, Decycler, DecyclerOscillator,
+    Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, DepthSlope, DetrendedStdDev, DistanceSsd,
+    Doji, DojiStar, Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
    DoubleBollingerOutput, DownsideGapThreeMethods, Dpo, DragonflyDoji, DrawdownDuration, Dx,
    EaseOfMovement, EffectiveSpread, EhlersStochastic, ElderImpulse, Ema,
    EmpiricalModeDecomposition, Engulfing, EveningDojiStar, Evwma, FallingThreeMethods, Fama,
@@ -76,47 +77,48 @@ pub use indicators::{
    ForceIndex, FractalChaosBands, FractalChaosBandsOutput, Frama, FundingBasis, FundingRate,
    FundingRateMean, FundingRateZScore, GainLossRatio, GapSideBySideWhite, GarmanKlassVolatility,
    GrangerCausality, GravestoneDoji, Hammer, HangingMan, Harami, HeikinAshi, HeikinAshiOutput,
-    HiLoActivator, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle, HistoricalVolatility,
-    Hma, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode, HurstChannel,
-    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows, InNeck,
-    Inertia, InformationRatio, InitialBalance, InitialBalanceOutput, InstantaneousTrendline,
-    InverseFisherTransform, InvertedHammer, Jma, KagiBars, KalmanHedgeRatio,
-    KalmanHedgeRatioOutput, Kama, KellyCriterion, Keltner, KeltnerOutput, Kicking, KickingByLength,
-    Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom, LaguerreRsi, LeadLagCrossCorrelation,
-    LeadLagCrossCorrelationOutput, LinRegAngle, LinRegChannel, LinRegChannelOutput,
-    LinRegIntercept, LinRegSlope, LinearRegression, LiquidationFeatures, LiquidationFeaturesOutput,
-    LongLeggedDoji, LongLine, LongShortRatio, MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix,
-    MacdIndicator, MacdOutput, Mama, MamaOutput, MarketFacilitationIndex, Marubozu, MassIndex,
-    MatHold, MatchingLow, MaxDrawdown, McGinleyDynamic, MedianAbsoluteDeviation, MedianPrice, Mfi,
-    Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar, MorningEveningStar,
-    Natr, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio, OnNeck, OpenInterestDelta,
-    OpeningMarubozu, OpeningRange, OpeningRangeOutput, OrderBookImbalanceFull,
-    OrderBookImbalanceTop1, OrderBookImbalanceTopN, OuHalfLife, PainIndex, PairSpreadZScore,
-    PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentB, PercentageTrailingStop, Pgo,
-    PiercingDarkCloud, PlusDi, PlusDm, Pmo, PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi,
-    QuotedSpread, RSquared, RealizedSpread, RecoveryFactor, RelativeStrengthAB,
-    RelativeStrengthOutput, RenkoBars, RenkoTrailingStop, RickshawMan, RisingThreeMethods, Roc,
-    Rocp, Rocr, Rocr100, RogersSatchellVolatility, RollingCorrelation, RollingCovariance,
-    RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SarExt, SeparatingLines,
-    SharpeRatio, ShootingStar, ShortLine, SignedVolume, SineWave, Skewness, Sma, Smi, Smma,
-    SortinoRatio, SpearmanCorrelation, SpinningTop, SpreadBollingerBands,
-    SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError, StandardErrorBands,
-    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
-    StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend,
-    SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown, TdDeMarker,
-    TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
+    HiLoActivator, HighLowIndex, HighWave, Hikkake, HikkakeModified, HilbertDominantCycle,
+    HistoricalVolatility, Hma, HomingPigeon, HtDcPhase, HtPhasor, HtPhasorOutput, HtTrendMode,
+    HurstChannel, HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, IdenticalThreeCrows,
+    InNeck, Inertia, InformationRatio, InitialBalance, InitialBalanceOutput,
+    InstantaneousTrendline, InverseFisherTransform, InvertedHammer, Jma, KagiBars,
+    KalmanHedgeRatio, KalmanHedgeRatioOutput, Kama, KellyCriterion, Keltner, KeltnerOutput,
+    Kicking, KickingByLength, Kst, KstOutput, Kurtosis, Kvo, KylesLambda, LadderBottom,
+    LaguerreRsi, LeadLagCrossCorrelation, LeadLagCrossCorrelationOutput, LinRegAngle,
+    LinRegChannel, LinRegChannelOutput, LinRegIntercept, LinRegSlope, LinearRegression,
+    LiquidationFeatures, LiquidationFeaturesOutput, LongLeggedDoji, LongLine, LongShortRatio,
+    MaEnvelope, MaEnvelopeOutput, MacdExt, MacdFix, MacdIndicator, MacdOutput, Mama, MamaOutput,
+    MarketFacilitationIndex, Marubozu, MassIndex, MatHold, MatchingLow, MaxDrawdown,
+    McClellanOscillator, McClellanSummationIndex, McGinleyDynamic, MedianAbsoluteDeviation,
+    MedianPrice, Mfi, Microprice, MidPoint, MidPrice, MinusDi, MinusDm, Mom, MorningDojiStar,
+    MorningEveningStar, Natr, NewHighsNewLows, Nvi, OIPriceDivergence, OIWeighted, Obv, OmegaRatio,
+    OnNeck, OpenInterestDelta, OpeningMarubozu, OpeningRange, OpeningRangeOutput,
+    OrderBookImbalanceFull, OrderBookImbalanceTop1, OrderBookImbalanceTopN, OuHalfLife, PainIndex,
+    PairSpreadZScore, PairwiseBeta, ParkinsonVolatility, PearsonCorrelation, PercentAboveMa,
+    PercentB, PercentageTrailingStop, Pgo, PiercingDarkCloud, PlusDi, PlusDm, Pmo,
+    PointAndFigureBars, Ppo, ProfitFactor, Psar, Pvi, QuotedSpread, RSquared, RealizedSpread,
+    RecoveryFactor, RelativeStrengthAB, RelativeStrengthOutput, RenkoBars, RenkoTrailingStop,
+    RickshawMan, RisingThreeMethods, Roc, Rocp, Rocr, Rocr100, RogersSatchellVolatility,
+    RollingCorrelation, RollingCovariance, RollingVwap, RoofingFilter, Rsi, Rvi, RviVolatility,
+    Rwi, RwiOutput, SarExt, SeparatingLines, SharpeRatio, ShootingStar, ShortLine, SignedVolume,
+    SineWave, Skewness, Sma, Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop,
+    SpreadBollingerBands, SpreadBollingerBandsOutput, SpreadHurst, StalledPattern, StandardError,
+    StandardErrorBands, StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev,
+    StepTrailingStop, StickSandwich, StochRsi, Stochastic, StochasticOutput, SuperSmoother,
+    SuperTrend, SuperTrendOutput, TakerBuySellRatio, Takuri, TasukiGap, TdCombo, TdCountdown,
+    TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure, TdRangeProjection,
    TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput, TdSequential,
    TdSequentialOutput, TdSetup, Tema, TermStructureBasis, ThreeInside, ThreeLineStrike,
-    ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, Tii, TpoProfile,
-    TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trix, TrueRange, Tsf, Tsi, Tsv,
+    ThreeOutside, ThreeSoldiersOrCrows, ThreeStarsInSouth, Thrusting, TickIndex, Tii, TpoProfile,
+    TpoProfileOutput, TradeImbalance, TreynorRatio, Trima, Trin, Trix, TrueRange, Tsf, Tsi, Tsv,
    TtmSqueeze, TtmSqueezeOutput, Tweezer, TwoCrows, TypicalPrice, UlcerIndex, UltimateOscillator,
-    UniqueThreeRiver, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea, ValueAreaOutput,
-    ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya, VoltyStop,
-    VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex, VortexOutput,
-    Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput,
-    WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots,
-    WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput,
-    ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
+    UniqueThreeRiver, UpDownVolumeRatio, UpsideGapThreeMethods, UpsideGapTwoCrows, ValueArea,
+    ValueAreaOutput, ValueAtRisk, Variance, VarianceRatio, VerticalHorizontalFilter, Vidya,
+    VoltyStop, VolumeOscillator, VolumePriceTrend, VolumeProfile, VolumeProfileOutput, Vortex,
+    VortexOutput, Vwap, VwapStdDevBands, VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend,
+    WaveTrendOutput, WeightedClose, WilliamsFractals, WilliamsFractalsOutput, WilliamsR, Wma,
+    WoodiePivots, WoodiePivotsOutput, YangZhangVolatility, YoyoExit, ZScore, ZeroLagMacd,
+    ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
 };
 // `FootprintLevel` is a row element of `FootprintOutput`, re-exported on its own
 // line so the indicator-count tooling (which scans the braced block above and
@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license-file.workspace = true
+license.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true
@@ -5,7 +5,7 @@ version.workspace = true
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license-file.workspace = true
+license.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme.workspace = true
@@ -21,10 +21,9 @@ allow-wildcard-paths = true
 [licenses]
 version = 2
 # Licenses permitted for every crate in the dependency graph. Wickra itself is
-# PolyForm-Noncommercial-1.0.0; the rest are the permissive licenses its
+# dual-licensed MIT OR Apache-2.0; the rest are the permissive licenses its
 # dependency tree actually uses.
 allow = [
-    "PolyForm-Noncommercial-1.0.0",
    "MIT",
    "Apache-2.0",
    "BSD-2-Clause",
@@ -8,7 +8,7 @@ That includes:
  [Python](https://docs.wickra.org/Quickstart-Python),
  [Node](https://docs.wickra.org/Quickstart-Node), and
  [WASM](https://docs.wickra.org/Quickstart-WASM).
- A per-indicator deep dive for every one of the **325 indicators** across
+- A per-indicator deep dive for every one of the **339 indicators** across
  the sixteen families (Moving Averages, Momentum Oscillators, Trend &
  Directional, Price Oscillators, Volatility & Bands, Bands & Channels,
  Trailing Stops, Volume, Price Statistics, Ehlers / Cycle DSP, Pivots &
@@ -17,8 +17,8 @@
    },
    "../../bindings/node": {
      "name": "wickra",
-      "version": "0.4.7",
-      "license": "PolyForm-Noncommercial-1.0.0",
+      "version": "0.5.0",
+      "license": "MIT OR Apache-2.0",
      "devDependencies": {
        "@napi-rs/cli": "^2.18.0"
      },
@@ -26,12 +26,12 @@
        "node": ">= 18"
      },
      "optionalDependencies": {
-        "wickra-darwin-arm64": "0.4.7",
-        "wickra-darwin-x64": "0.4.7",
-        "wickra-linux-arm64-gnu": "0.4.7",
-        "wickra-linux-x64-gnu": "0.4.7",
-        "wickra-win32-arm64-msvc": "0.4.7",
-        "wickra-win32-x64-msvc": "0.4.7"
+        "wickra-darwin-arm64": "0.5.0",
+        "wickra-darwin-x64": "0.5.0",
+        "wickra-linux-arm64-gnu": "0.5.0",
+        "wickra-linux-x64-gnu": "0.5.0",
+        "wickra-win32-arm64-msvc": "0.5.0",
+        "wickra-win32-x64-msvc": "0.5.0"
      }
    },
    "node_modules/wickra": {
@@ -6,7 +6,7 @@ description = "Runnable Rust examples for the Wickra technical-analysis library.
 authors.workspace = true
 edition.workspace = true
 rust-version.workspace = true
-license-file.workspace = true
+license.workspace = true
 repository.workspace = true
 homepage.workspace = true
 readme = "README.md"
@@ -12,7 +12,7 @@
 //! streaming or batched.

 use libfuzzer_sys::fuzz_target;
-use wickra_core::{AdvanceDecline, BatchExt, CrossSection, Indicator, Member};
+use wickra_core::{AbsoluteBreadthIndex, AdVolumeLine, AdvanceDecline, AdvanceDeclineRatio, BatchExt, BreadthThrust, BullishPercentIndex, CrossSection, CumulativeVolumeIndex, HighLowIndex, Indicator, McClellanOscillator, McClellanSummationIndex, Member, NewHighsNewLows, PercentAboveMa, TickIndex, Trin, UpDownVolumeRatio};

 #[inline(never)]
 fn drive<I>(make: impl Fn() -> I, sections: &[CrossSection])
@@ -44,4 +44,18 @@ fuzz_target!(|data: &[u8]| {
        .collect();

    drive(AdvanceDecline::new, &sections);
+    drive(AdvanceDeclineRatio::new, &sections);
+    drive(AdVolumeLine::new, &sections);
+    drive(McClellanOscillator::new, &sections);
+    drive(McClellanSummationIndex::new, &sections);
+    drive(Trin::new, &sections);
+    drive(|| BreadthThrust::new(10).unwrap(), &sections);
+    drive(NewHighsNewLows::new, &sections);
+    drive(|| HighLowIndex::new(10).unwrap(), &sections);
+    drive(PercentAboveMa::new, &sections);
+    drive(UpDownVolumeRatio::new, &sections);
+    drive(BullishPercentIndex::new, &sections);
+    drive(CumulativeVolumeIndex::new, &sections);
+    drive(AbsoluteBreadthIndex::new, &sections);
+    drive(TickIndex::new, &sections);
 });