Screening Filters
Relative Volume ≥ 1.3 (relative_vol: {min: 1.3})
- Purpose: Highlight stocks trading with unusually high activity compared to their normal volume.
- Rationale:
- A relative volume above 1.0 means more shares are trading today than the stock’s recent average.
- Setting the bar at 1.3 focuses on names with at least 30% more activity than usual, which often coincides with fresh news, institutional interest, or a shift in sentiment.
- Rising price + strong volume is often a characteristic of the early stages of bullish moves, making these stocks more likely to keep momentum into tomorrow.
Price Crossing Above 5-Day Moving Average (moving_average_relationship: ['PriceCrossAboveMA5'])
- Purpose: Capture short-term bullish technical signals.
- Rationale:
- A 5-day moving average is a very short-term trend line.
- When price crosses up through this average, it often signals a shift from short-term weakness/sideways action to short-term strength.
- This kind of crossover is a classic bullish trigger used by traders looking for potential upside over the next few sessions, including tomorrow.
Moderate RSI (rsi_category: ['moderate'])
- Purpose: Avoid stocks that are already extremely overbought or oversold while still focusing on healthy upward setups.
- Rationale:
- RSI (Relative Strength Index) measures the speed and magnitude of recent price changes.
- “Moderate” typically means RSI is not in extreme zones (not very low like oversold, not very high like overheated).
- This helps:
- Avoid overstretched “too hot” names that may be due for a pullback tomorrow.
- Avoid very weak names where a bullish move tomorrow is less likely.
- The result is a list of stocks with room to continue upward without being excessively extended.
Model Probability of 1-Day Rise ≥ 60% (one_day_rise_prob: {min: 60})
- Purpose: Use a quantitative model to favor stocks with a statistically higher chance of rising tomorrow.
- Rationale:
- This filter relies on a prediction model (likely using price, volume, volatility, etc.) that estimates the probability a stock will be up the next day.
- By requiring at least a 60% probability, you’re screening for names where the historical/statistical pattern leans clearly bullish rather than roughly 50/50.
- This directly targets your question: “likely to be bullish tomorrow,” in a probabilistic, data-driven way.
Predicted 1-Day Return ≥ +1% (one_day_predict_return: {min: 1})
- Purpose: Ensure the expected size of tomorrow’s move is meaningfully positive, not just slightly above zero.
- Rationale:
- Some stocks may have a slightly higher chance of going up, but with a tiny expected gain (e.g., +0.1%).
- By requiring at least a +1% predicted return, you filter for names where, if they do move bullish, the move is expected to be substantial enough to matter.
- This emphasizes not just “up versus down,” but “up by a worthwhile amount.”
Why Results Match Your Request (“likely to be bullish tomorrow”)
- The moving average crossover and moderate RSI capture a favorable technical setup for near-term bullishness.
- Elevated relative volume adds confirmation that the move is backed by stronger-than-normal market participation, which often sustains short-term trends.
- The one-day rise probability directly focuses on stocks where data suggests a higher-than-random chance of being up tomorrow.
- The predicted one-day return ensures that the expected bullish move is meaningfully positive, not just marginal.
Together, these filters combine technical signals, trader behavior (volume), and predictive modeling to narrow the universe to stocks that are statistically and technically more likely to show bullish behavior tomorrow.
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.