Fast return

Screening Filters

1. Market Capitalization: 500M–20B USD

   • Purpose: Focus on mid- and smaller large-cap stocks.
   • Rationale:
     • Very large caps (mega-caps) tend to move more slowly; they’re less likely to deliver “fast” percentage returns.
     • Very small microcaps can move fast, but often with poor liquidity and extreme risk/manipulation.
     • 500M–20B is a compromise: typically enough liquidity to trade in and out, but still volatile and growth-oriented enough to have meaningful short-term moves.

2. Beta: HighRisk (High Beta)

   • Purpose: Select stocks that historically move more than the overall market.
   • Rationale:
     • A high beta means the stock tends to have larger price swings than the market (e.g., moving ±2% when the market moves ±1%).
     • Larger swings increase the potential for fast gains (and fast losses), which is directly aligned with the user’s interest in quick returns.

3. One-week Predicted Return ≥ 5%

   • Purpose: Target stocks with a model-based expectation of strong short-term upside.
   • Rationale:
     • The user asked about fast returns; a one-week prediction window directly addresses a short time horizon.
     • Requiring a minimum predicted return of 5% in one week sets a relatively aggressive bar, filtering for situations where a fast move is statistically more likely according to the model.

4. Is Optionable: True

   • Purpose: Ensure instruments have listed options available.
   • Rationale:
     • Options (calls, puts, spreads) are common strategies for seeking fast, leveraged returns over short periods.
     • Restricting to optionable stocks aligns with the user’s interest in “financial instruments or strategies,” not just the underlying shares.
     • This opens up strategies like short-dated calls, vertical spreads, or defined-risk plays around catalysts or volatility.

Why Results Match the User’s Request

• The screen focuses on volatile, tradable stocks (high beta, mid-cap range) that can realistically move enough to offer fast returns.
• It uses a short time-frame signal (one-week predicted return) to emphasize quick potential gains, matching the “fast” aspect.
• Limiting to optionable stocks ensures the results are suitable not only as stocks to buy/sell, but also as underlyings for options strategies designed for fast returns.