Screening Filters
relative_vol ≥ 1.5
- Purpose: Finds stocks trading with above-normal volume.
- Rationale: A stock that has “beaten and guided higher” after earnings often attracts strong trader and institutional attention. Elevated relative volume helps surface names where that reaction is still being actively traded, which can support a continued move.
monthly_average_dollar_volume ≥ 10,000,000
- Purpose: Ensures the stock is liquid enough to trade efficiently.
- Rationale: For a list of 10 names that may run next month, liquidity matters. Higher dollar volume usually means tighter spreads and easier entries/exits, which is especially important if you want stocks that can move quickly.
moving_average_relationship: PriceAboveMA20
- Purpose: Filters for stocks trading above their 20-day moving average.
- Rationale: This is a short-term bullish trend filter. If a stock has recently beaten earnings and is still holding above the 20-day line, it suggests momentum has not faded yet, which is consistent with a potential continuation move.
macd: positive
- Purpose: Captures stocks with bullish momentum confirmation.
- Rationale: MACD positive is a technical signal that trend momentum is improving. For a “could run 20% next month” setup, we want stocks where momentum is still building rather than weakening after the earnings pop.
one_month_rise_prob ≥ 50
- Purpose: Prioritizes names with at least a moderate modeled chance of rising over the next month.
- Rationale: Since the user is asking for stocks likely to move higher in the next month, this filter directly aligns with that time horizon. It helps focus on names with a better-than-random probability of upside.
one_month_predict_return ≥ 0
- Purpose: Keeps stocks with a non-negative expected one-month return.
- Rationale: This removes names where the model expects downside over the next month. Since the user wants stocks likely to run, this filter helps avoid weak setups.
is_optionable = True
- Purpose: Limits the list to stocks with options available.
- Rationale: Optionable stocks are often more actively traded and more liquid. While not required by the user directly, this is useful for momentum stocks because option activity often accompanies post-earnings follow-through and improved tradability.
earnings_surprise: BothBeat
- Purpose: Finds stocks that beat both EPS and revenue estimates.
- Rationale: The user specifically asked for stocks that “beat and guided higher on last earning.” A both-beat earnings result is a strong proxy for a positive earnings catalyst, and it helps isolate companies that likely had a strong post-earnings reaction.
Why these filters work together
- The earnings filter (
BothBeat) identifies the catalyst: a strong quarterly report.
- The trend filters (
PriceAboveMA20, MACD positive) confirm the stock still has bullish technical momentum after earnings.
- The liquidity filters (
relative_vol, monthly_average_dollar_volume, is_optionable) make sure the names are tradable and actively followed.
- The probability/return filters (
one_month_rise_prob, one_month_predict_return) align the screen with the user’s goal of finding stocks that are most likely to keep moving higher over the next month.
Do the filters exactly match the user’s request?
- Mostly yes, but not perfectly.
- The user asked for stocks that “beat and guided higher on last earning” and are “likely to run 20 percent next month.”
- We do support the “beat” part via
earnings_surprise = BothBeat, but we do not have a dedicated filter for guidance raised in the provided screener. So we cannot directly screen for “guided higher” with a specific guidance indicator.
- We also do not have a direct filter for “20% upside next month.” Instead, we use
one_month_predict_return ≥ 0 and one_month_rise_prob ≥ 50 to find stocks with positive modeled momentum and a reasonable chance of rising. This is a practical approximation, but it does not guarantee a 20% move.
Why the applied filters are still effective
- They target the same type of trade setup the user wants: strong post-earnings momentum names with bullish technicals, good liquidity, and positive short-term outlook.
- They are a reasonable way to find stocks that may be capable of a large next-month move, even though a precise 20% run cannot be guaranteed by screening alone.
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.