Give me strong buys

Screening Filters

1. market_cap >= $2B

• Purpose: Focuses on established U.S. companies.
• Rationale: For intraday momentum and catalyst-driven trades, larger-cap names are generally more liquid and less prone to erratic price behavior than very small caps. This improves fill quality and makes “buy at open, sell at close” style setups more tradable.

2. relative_vol >= 1.5

• Purpose: Finds stocks trading with unusual activity versus their normal baseline.
• Rationale: Strong intraday moves usually require elevated participation. Relative volume helps isolate stocks where today’s price action is meaningful enough to support a momentum trade.

3. PriceAboveMA5 and PriceAboveMA20

• Purpose: Confirms short-term bullish trend alignment.
• Rationale: If price is above both the 5-day and 20-day moving averages, the stock is showing near-term strength and is less likely to be an isolated bounce. This matches the user’s request for “strong buys” based on momentum.

4. stock_signals = dip

• Purpose: Looks for a short-term pullback within a broader uptrend.
• Rationale: A “dip” filter tries to capture stocks that may have cooled off briefly but remain attractive for continuation higher. That is useful for entering momentum names at a better intraday risk/reward point.

5. gap_pattern = GapUp

• Purpose: Targets stocks opening higher than the prior close.
• Rationale: Gap-up stocks often have a catalyst or strong premarket demand behind them. This is directly relevant to intraday momentum and catalyst-based buying decisions.

6. price_change_pct >= 0

• Purpose: Keeps names that are not selling off on the day.
• Rationale: Since the user wants strong buys, positive daily price performance helps confirm that buyers are in control.

7. region = US

• Purpose: Limits the screen to U.S. equities.
• Rationale: This matches the user’s request for previously screened U.S. stocks and keeps the universe aligned with the intended market.

8. one_day_rise_prob >= 0 and one_day_predict_return >= 0

• Purpose: Applies a model-based bullish bias.
• Rationale: These filters keep stocks with non-negative estimated short-term odds and expected return. While not a guarantee, they help prioritize names with a more favorable statistical setup for a same-day trade.

9. is_optionable = True

• Purpose: Limits the set to stocks with active options markets.
• Rationale: Optionability often correlates with better liquidity and market interest. Even though the user is asking about stock buys, optionable names tend to be more actively traded and cleaner for momentum screening.

10. user_watchlist = False

• Purpose: Excludes watchlist-specific bias.
• Rationale: This ensures the screen is objective and based on the criteria rather than a preselected personal list.

Do the filters match the user’s request?

• Yes, mostly. The user asked for strong buys from previously screened U.S. stocks based on intraday momentum and catalyst criteria.
• These filters are well aligned because they emphasize:
  • U.S. stocks only
  • elevated trading activity
  • bullish trend confirmation
  • gap-up/catalyst behavior
  • positive short-term momentum expectations

What is not explicitly supported?

• The user mentioned “catalyst criteria”. While gap-up, relative volume, and positive short-term predictive filters are good proxies for catalyst-driven moves, the current filter set does not explicitly include news, earnings, analyst upgrades, or macro/political event indicators.
• If you want true catalyst screening, we would ideally add news/event filters, but those are not present here. The existing filters still work reasonably well as a momentum-focused proxy.

Why no results were returned

• The filter set is fairly strict:
  • large-cap only
  • above both short-term moving averages
  • gap-up
  • elevated relative volume
  • positive price change
  • positive short-term model output
• It’s common for no stocks to pass all conditions at once, especially when screening a small universe like the previously screened names (QUBT, HLIO, SE, ARMK, ELVN). Some of those names may not simultaneously satisfy the gap-up, momentum, and model filters on the same day.
• In short: the criteria are tuned for high-conviction intraday momentum, so the screen may be too tight for the current set of stocks.

Why these filters are still effective

• They are designed to identify stocks with:
  • strong near-term trend
  • unusual attention from traders
  • a likely opening catalyst
  • favorable short-term statistical edge
• That makes them appropriate for the user’s “buy at open, sell at close” style request, even though the current screen found no qualifying names.

Would you like to loosen the filters so we can surface more candidates? For example, we could:

• reduce the relative volume threshold,
• remove one of the moving average conditions,
• allow non-gap-up momentum names,
• or broaden the universe beyond the five previously screened stocks.