Give me something more volatile

Quick Note on Expectations

It’s not possible to guarantee which stocks will be “more volatile” or will move sharply in the next few days. What these filters do is tilt the search toward stocks that historically and currently exhibit higher volatility and recent strong price moves, which increases the probability (not certainty) of continued big swings.

Screening Filters

1. Market Cap: 30M – 1B

   • Purpose: Focus on smaller companies, which tend to be more volatile than large caps.
   • Rationale:
     • Micro- and small-cap stocks (tens of millions to under a billion in market value) often have:
       • Thinner trading volumes
       • Less institutional ownership
       • More sensitivity to news and sentiment
     • All of that typically translates into larger percentage swings up and down.
     • Compared to your previous screener (which went up to 1.2B), capping at 1B nudges the universe slightly more toward smaller, more speculative names.

2. Price: $0.50 – $25

   • Purpose: Target lower-priced, more “trader-friendly” stocks that can move in large percentages.
   • Rationale:
     • Stocks under $25, especially under $10, can see large percentage moves on relatively small dollar changes (e.g., $1 move on a $5 stock = +20%).
     • Avoiding sub-$0.50 “penny stock extremes” helps screen out the lowest-quality, ultra-illiquid names while still keeping the universe speculative.
     • Compared with the prior max price of $20, the new $25 cap allows slightly more names, but the combination with other volatility filters (below) still focuses on “movers.”

3. Beta: HighRisk (High Beta)

   • Purpose: Explicitly select stocks that historically move more than the overall market.
   • Rationale:
     • High beta means a stock tends to amplify market moves (e.g., if the market moves 1%, a high-beta stock might move 2–3% or more).
     • For “even more volatile” candidates, high beta is a direct quantitative proxy for volatility.
     • Keeping this filter ensures we remain in the high-risk, high-swing segment of the market.

4. Daily Price Change %: ≥ +5%

   • Purpose: Capture stocks that are already making big moves today, indicating active volatility and trading interest.
   • Rationale:
     • A minimum +5% daily move is a strong signal of current momentum and short-term volatility (similar to MOBX “going up significantly today”).
     • This is a direct way to favor names that are currently in play and more likely to continue showing large intraday and near-term swings, up or down.
     • Adding this filter makes the new screener more aggressive than the previous one, which focused more on predicted one‑week returns and technical setup rather than immediate big daily bursts.

5. 1-Week Price Change %: ≥ +3%

   • Purpose: Ensure the stock hasn’t been flat; it has already shown recent directional movement.
   • Rationale:
     • A stock that is up at least 3% over the last week has some recent momentum and volatility, but this threshold is not so high that it only catches extreme movers.
     • This allows inclusion of names that may be accelerating now (big move today) even if the earlier part of the week was quieter.
     • In combination with the ≥ +5% today filter, you’re essentially catching names that are waking up or sustaining active trading interest.

Why These Results Match “Even More Volatile than Before”

• Smaller, more speculative companies (market cap ceiling reduced from 1.2B to 1B) tend to swing more.
• High beta keeps you firmly in the high-volatility camp.
• Strong same-day price jumps (≥ +5%) directly target stocks currently exhibiting large moves, making them more explosive than names that are merely “set up” technically.
• Positive recent trend (≥ +3% in the last week) filters out completely stagnant names and ensures you’re looking at recent movers.
• Lower-to-mid price range ($0.50–$25) makes large percentage swings more likely and more common among traders and momentum players.

Together, these filters tighten the focus on actively moving, high-risk, high-volatility stocks, which is exactly the profile you asked for relative to the previous, somewhat broader momentum/prediction-based screener.