Market center divergence phenomenon occurs most commonly after the second center. This pattern is especially evident on daily charts and higher timeframes—data shows a probability of over 90%. Although the proportion is slightly lower on smaller timeframes like 1-minute charts, it still accounts for the majority. If divergence requires four or five centers to appear, that situation is already quite rare.

The most practical application of consolidation divergence is on larger timeframes, especially above the weekly chart, where it can often identify historic bottom zones.

From specific cases, a listed company’s quarterly chart shows a divergence segment targeting the last center on the monthly chart. This divergence segment must be contained within the quarterly divergence segment but is narrower in range. If this logic is extended layer by layer from the monthly to weekly, daily, 30-minute, 5-minute, and even 1-minute levels, each divergence zone shrinks, forming a complete multi-cycle resonance.

At least two centers of the same level are needed to form a trend. Divergence does not occur after the first center; it must appear after the second. For particularly extended markets, divergence may only occur after the 100th center—though such cases are extremely rare in a century. The second center on daily charts and above is a key monitoring target, as the occurrence rate of divergence is highest at this level and warrants close attention.