A rigorous strategy for (X-ray) diffraction stress measurements at fixed penetration/information depths is described. Thereby errors caused by lack of penetration-depth control in traditional (X-ray) diffraction (sin(2)psi) measurements are annulled. The ranges of accessible penetration/information depths and experimental aspects are briefly discussed. The power of the method is illustrated by the analysis of an only small stress gradient in a sputter-deposited nickel layer.