I thought internals were supposed to be able to predict bull/bear changes in the long term way ahead of the fact, what happened to that ?
The daily cumulative breadth and volume data affects the directional predictability of price in all time periods...from near term (1-2 days, day traders and scalpers), short term (4-6 weeks, traders and aggressive investors), intermediate term (6-12 weeks - intermediate to longer term investors) and long term (over 12 weeks out - savings and/or retirement accounts with minimal switching guidelines per year).
So, nothing really happened differently than has been the case for the last 50 years...maybe you have a more specific example for additional clarity?
Fib