Rate of change (ROC)
Rate of change is the percentage difference between today's price and the price 10 sessions ago — the rawest momentum measure there is, with no smoothing and no transformation between price and reading.
`roc` answers one arithmetic question: today's close against the close 10 sessions ago, as a percentage. A reading of 10 means the stock is up 10% in two trading weeks. There is no smoothing, no range-scaling, no averaging — which is exactly its character. RSI and the stochastic transform momentum into a bounded index; ROC just reports it.
Its directness makes it a clean acceleration finder on daily data. Suggested thresholds are 0, 5 and 10: above zero is simple two-week strength, above 10 is genuine acceleration. Because a fast raw measure hands you stocks at their most extended, the standard pairing is a slow filter — the Rate of change leaders scan runs `roc > 10` with `rsi(14) < 70` and a 50-day check, letting ROC find the acceleration while the slower conditions confirm it has not already gone vertical.
The known artifact is the drop-off effect: because ROC compares against exactly one bar, a single large day entering or leaving the 10-bar window moves the reading sharply with no new information today. A stock that spiked 8% eleven sessions ago sees its ROC fall today whatever happens. It is also unbounded, so 'high' is relative to each stock's volatility — a quiet large-cap at ROC 10 and a smallcap at ROC 10 are not the same event.
In Sift
Written as roc — a percentage over 10 bars; positive means price is up on two weeks ago. A working scan — Two-week acceleration that has not yet gone vertical:
where roc > 10 and rsi(14) < 701
of the 500 most-traded NSE stocks match today, as of 20 Aug 2026
Scans that use it
Prebuilt scans in the library whose query reads this value — each with a hit-rate replay over the last 250 sessions.
Common questions
What is a good ROC value?
On the 10-bar setting used here, above 0 simply means two-week strength, while 5 and 10 are the common thresholds for meaningful acceleration. But ROC is unbounded and unnormalised, so the same reading means different things in a quiet large-cap and a volatile smallcap — pair it with a trend or RSI condition rather than reading it alone.
How is ROC different from RSI?
ROC is raw: the percentage change over 10 bars, nothing else. RSI transforms the same underlying price changes into a smoothed 0-100 index of how one-sided recent sessions have been. ROC reacts instantly and has no memory beyond its window; RSI is slower, bounded, and comparable across stocks. They pair well precisely because they differ.