Find all ETFs that are down 5% or more

Screening Filters

1. price_change_pct <= -5
   • Purpose: Finds ETFs that are down at least 5% over the selected price-change period.
   • Rationale: The user asked for ETFs “down 5% or more,” which is directly captured by a price change filter set to a maximum of -5%. This means we are looking for securities whose percentage change is at or below -5%, matching the requested decline threshold.

Why Results Match:

• The filter is aligned with the user’s request for ETFs down 5% or more.
• It screens for negative performance at or beyond the specified level, which is the core condition the user wanted.
• Since the user specifically asked for ETFs, the screening should be applied within the ETF universe; the price-change filter then narrows that universe to the strongest losers meeting the threshold.

Verification:

• The selected filter matches the user’s request conceptually.
• One note: the filter shown is only the price decline condition. To ensure the results are strictly ETFs, the screening universe must already be set to ETFs elsewhere in the screening setup. If not, that additional ETF universe filter would be needed.