Screening Filters
Market Cap ≥ $500M (market_cap: {'min': '500000000'})
- Purpose: Focus on mid-cap and larger companies.
- Rationale:
- True “free fall” moves in tiny micro-caps may be due to illiquidity, manipulation, or single trades, not broad selling pressure.
- A $500M+ floor keeps you in more established, better-traded names where a steep decline is more meaningful and easier to analyze and trade (tighter spreads, more volume, better news coverage).
Relative Volume ≥ 1.5 (relative_vol: {'min': '1.5'})
- Purpose: Capture stocks trading with unusually high volume versus their normal levels.
- Rationale:
- “Free fall” implies heavy selling pressure, not just a drifting decline.
- Relative volume ≥ 1.5 means the current trading activity is at least 50% higher than usual, signaling that the sell-off is attracting real participation (forced selling, panic, major news, etc.).
RSI Category = Oversold (rsi_category: ['oversold'])
- Purpose: Identify stocks that are technically very weak in the short term.
- Rationale:
- An oversold RSI (commonly RSI < 30) is a classic sign of a sharp, persistent downward move.
- This fits the idea of “free fall” as a strong downside momentum move, not just a mild pullback.
New 52-Week Low (new_high_low: ['52w_Low'])
- Purpose: Find stocks breaking to their lowest level in the past year.
- Rationale:
- Hitting a new 52-week low, especially with high volume, is often associated with capitulation, panic selling, or major negative re-pricing.
- This is exactly the kind of behavior that matches “currently experiencing a free fall” rather than just dropping from recent highs but still within a normal range.
1-Week Price Change ≤ -15% (week_price_change_pct: {'max': '-15'})
- Purpose: Ensure the recent drop is steep and rapid.
- Rationale:
- A decline of 15% or more in a week for a $500M+ stock is a strong negative move.
- By capping at -15% (or worse), this filter selects names that have sold off sharply in the very recent past, aligning closely with “currently in free fall” rather than a slow, gradual downtrend.
Region = United States (region: ['United States'])
- Purpose: Restrict the universe to U.S.-domiciled stocks.
- Rationale:
- Directly answers your focus on the US stock market.
- Excludes foreign listings and ADRs that may trade in the U.S. but are not primarily U.S. companies.
Exchange in NYSE, NASDAQ, AMEX (list_exchange: ['XNYS', 'XNAS', 'XASE'])
- Purpose: Limit to major U.S. exchanges.
- Rationale:
- Ensures you’re looking at more liquid, regulated, and widely followed stocks (no OTC/pink sheets).
- Major exchange listing plus a big recent drop with high volume is much more indicative of a genuine, noteworthy “free fall.”
Why Results Match Your Request
- The combination of oversold RSI, new 52-week low, and ≥15% weekly drop targets stocks that are not just weak, but undergoing a sharp, accelerated decline consistent with your “free fall” description.
- High relative volume confirms that the drop is driven by strong selling interest, not random thin trading.
- Market cap and major exchange filters remove illiquid micro-caps and obscure names, so the “free fall” is meaningful in the context of the broader U.S. market.
- U.S. region and U.S. exchanges align the results squarely with the U.S. stock market you asked about.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.