[pcabc]

Orange and Blue combined would be a sum of stocks above the zero line and stocks with a rising zero line?  Perhaps a recalculation based on a score of +1 for RS above the zero line and zero line rising, -1 for RS below the zero line and zero line falling?  But I'd have to recalculate, which takes a long time.

No, the rising zero line wouldn't be an absolute requirement, it would be an OR calculation. i.e. if the % of stocks with Mansfield RS above zero OR if % of stocks with Mansfield RS above zero with rising zero line. As % of stocks with Mansfield RS above zero is the fast line and rising zero line is the slow line.

So get aggressive on orange above 50%, as it's highlighting a period where stocks have strong momentum. But tighten up stops and trim extended, sell laggards, but hold leaders on Blue falling back below 50% etc.

OK, see what you mean.  Basically enter aggressively on orange, ensure exit strategy is in place on drop in blue.  

Just a note, the blue line is dependent on the zero line rising or falling, whether the RS is above or below it is irrelevant.  I'm not sure if I got that across well.

I'm wondering if I could try a combined metric, a score and then produce an average score breadth plot?  Actually, no point wondering, I absolutely could.  Where there there is merit in doing so is the question?
 RS above zero line +2
 RS increasing (above a short term MA) +1
 RS zero line rising +1
 RS zero line falling -1
 RS falling (below a short term MA) -1
 RS below zero line -2

The breadth plot would be the average score.  Trouble with this plan, I'd have to run the breadth calcs again...

Swapping the index is easy.  I'll change the index to the S&P Small cap 600 later.  Don't seem to have the Russell 2000 available, except for a UK ETF which may have currency exchange rates overlaid - confusing the picture.

Not what you suggested, but swapping the underlying breadth pool is slower.  It was about 2 1/2 mins per point for these latest calcs.  My computer started to swap memory much more, so my plan to see if I can load all of the stocks in breadth pool to allow for MUCH faster historical breath calculations is probably a non-starter.  I can try loading the data to see if it is feasible fairly quickly though.

I'm only referring to visual referencing not changing the calculation.

I've got a plot of the S&P Small Cap 600 against my stage and Mansfield RS plots below.  That was a good call.  Significant point, the % stocks with their RS above the zero line (orange) hits its peak just as the S&P600 stops rising.  So the while the S&P600 is on a plateau the orange line is descending as are the number of Stage 2 stocks, Stage 3 starts to grow.  The S&P600 goes into Stage 4 a bit after after the % stocks with a RS zero line rising (lighter blue) crosses down through the 50% level.
   

On a separate note, with the development of the screener on the front end of the website I will have many years of Mansfield RS data for every US stock soon, and other markets potentially. UK, India etc. But starting with the US data. So i'll be able to do some backtests on the data.

I presume you have your own database then?  At some point I found it more flexible for individual stocks to calculate this sort of data on the fly.  But, then calculating the market breadth is slower as you have to keep recalculating the data for every stock in the breadth pool.  The problem I had hit with carrying out all the calculations and then storing them was that (I was using python) that the  calculations of the various parameters, per stock, were taking too long to calculate and store in the database.  But perhaps serious speedups were possible?