What is the best way to chart the cumulative Advance-Decline line versus the SPX using log scale, normalized values, or raw data?

At VixShield we rely on the cumulative Advance-Decline line as a key breadth confirmation tool within Russell Clark's SPX Mastery methodology, particularly when placing our daily 1DTE Iron Condor Command trades. The A/D line helps us gauge whether internal market participation supports the SPX price action we see at the 3:10 PM CST signal window. After testing multiple charting approaches, we have found that a normalized cumulative A/D line plotted against a log-scale SPX chart delivers the clearest read for our purposes. Normalization resets both series to a starting value of 100 at a chosen anchor date, typically the beginning of the calendar year or the start of a new regime after a significant VIX event. This removes the absolute scale differences and lets us focus on relative performance. We then overlay the log-scale SPX to account for its compounding growth over time, preventing the visual distortion that raw linear charts create during multi-year bull markets. Raw data plots often mislead because the cumulative A/D line grows in a roughly linear fashion while SPX compounds exponentially, making divergences appear larger or smaller than they truly are. Log scaling on SPX combined with normalization of the A/D line reveals genuine breadth divergences that matter for our RSAi™ strike selection process. For example, during the period when SPX climbed from 5800 to 7138.80 with VIX holding near 17.95, a normalized A/D line staying above its 50-day moving average confirmed the strength that allowed us to safely deploy Balanced tier Iron Condors targeting 1.15 credit. When the normalized A/D begins to roll over while SPX makes new highs on the log chart, we tighten our EDR-guided wings and favor the Conservative 0.70 credit tier. This visual relationship also informs ALVH hedge adjustments. If breadth weakens noticeably on the normalized plot, we increase the short-layer VIX call allocation within our 4/4/2 contract ratio to protect against the volatility expansion that often follows poor breadth. We avoid pure raw data overlays because they compress recent moves and hide the subtle Theta Time Shift opportunities that recover 88 percent of temporary drawdowns in backtests from 2015 to 2025. Log-scale SPX alone without normalization still distorts the A/D message, while a linear SPX with normalized A/D exaggerates early-period moves. The normalized-plus-log combination has proven most reliable for our Set and Forget 1DTE workflow, helping us maintain the 90 percent win rate observed in the Conservative tier. All trading involves substantial risk of loss and is not suitable for all investors. Visit vixshield.com to access our complete SPX Mastery book series, live signal archive, and the EDR indicator that powers every decision.