MRPNL

Coppock Curve

Coppock Indicator

Long-term momentum oscillator that sums a 14- and 11-month ROC then smooths with a 10-period WMA; designed to identify major bear market lows.

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Formula

Coppock = WMA(10) of (ROC(14) + ROC(11))

The Coppock Curve was designed by Edwin Coppock in 1962, originally for monthly S&P 500 analysis after he consulted an Episcopal bishop about grief recovery timelines (11–14 months). It sums the 14-period and 11-period Rate of Change, then applies a 10-period Weighted Moving Average.

The primary signal is a trough and upturn from below zero on the monthly chart — historically one of the most reliable indicators of a new secular bull market. It has very few signals but a strong track record on major indices. Daily applications exist but are far noisier and less reliable than the original monthly usage.

#momentum

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