Important Note on Guarantees
It’s not possible to guarantee that any stock will rise by a specific amount (like 2%) on a given day. What we can do is use historical patterns and statistical models to find stocks that, on average, have a higher probability of making such a move. The filters below are designed with that in mind.
Screening Filters
Price: min = 5, max = 150
- Purpose: Focus on reasonably priced, typically more liquid and tradable stocks.
- Rationale:
- Stocks under $5 are often very volatile, thinly traded, and prone to erratic moves that aren’t reliably predictable.
- Very high-priced stocks (above $150) may move more in dollar terms but can be less accessible for traders with smaller capital and may have different intraday behavior.
- By targeting $5–$150, the screener focuses on a broad universe of “mainstream” stocks where statistical models for intraday moves (like a 2% rise) tend to be more stable and meaningful.
Monthly Average Dollar Volume: min = 1,000,000
- Purpose: Ensure sufficient liquidity and tradability.
- Rationale:
- Dollar volume = price × volume; a minimum of $1M/day on average helps avoid illiquid names where spreads are wide and price can jump on very small trades.
- For your goal (buying at the start of the day and aiming for a 2% intraday move), you need stocks where you can enter and exit without excessive slippage.
- Higher dollar volume also makes historical patterns and probability estimates more reliable, because they’re based on more robust trading data.
Region: United States
- Purpose: Restrict results to U.S.-listed companies.
- Rationale:
- You explicitly asked for stocks from the US market.
- Keeps the universe aligned with U.S. trading hours, regulations, and market microstructure, which affects intraday behavior and the reliability of the models.
List Exchange: XNYS, XNAS, XASE (NYSE, NASDAQ, AMEX)
- Purpose: Focus on major U.S. exchanges.
- Rationale:
- These are the primary exchanges for most U.S. equities, with better liquidity, tighter spreads, and higher-quality data.
- Excluding OTC and other fringe venues removes lower-quality, more manipulated, or less transparent stocks that may show misleading “high probability” moves just due to noise or illiquidity.
- For intraday strategies seeking a 2% move, these exchanges are where the most reliable and tradable candidates live.
One-Day Rise Probability: min = 70
- Purpose: Filter for stocks with a statistically high probability of rising on the current day.
- Rationale:
- This is the core filter for your request. A minimum of 70% implies that, according to the model (based on historical and/or real-time factors), the stock has at least a 70% estimated chance of finishing the day higher or achieving the targeted move conditions.
- While it’s not a guarantee, it narrows the list to names that the model considers much more likely than average to move up intraday.
One-Day Predicted Return: min = 2 (i.e., ≥ 2%)
- Purpose: Ensure that the expected intraday move is at least +2%.
- Rationale:
- Among the stocks that have a high probability of rising, this filter requires that the forecasted magnitude of that rise is at least 2%.
- This directly matches your requirement: you’re not just looking for “up” days, but for candidates where the model expects a meaningful move of around 2% or more.
- This avoids stocks where the model thinks they’ll probably be up, but only by a small amount (e.g., +0.3%).
Why the Results Match Your Intent
- The probability filter (
one_day_rise_prob ≥ 70) aligns with your request for stocks that have a high chance of going up today.
- The predicted return filter (
one_day_predict_return ≥ 2%) directly targets your desired 2% intraday gain.
- The price and liquidity filters (price range and dollar volume) ensure that these candidates are tradable and practical, not obscure microcaps or illiquid names where “high probability” is meaningless in practice.
- The US region and major exchange filters ensure the list is limited to U.S. market stocks, as you requested, and to venues with reliable intraday data.
In combination, these filters don’t guarantee a 2% gain, but they systematically focus on U.S. stocks where models indicate both a higher likelihood of rising today and a forecasted move of at least ~2%, in a universe of liquid, mainstream names that are suitable for intraday trading.
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.