Screening Filters
Market Cap ≥ $5,000,000,000 (Large/Mid Caps)
- Purpose: Focus on larger, more established U.S. companies.
- Rationale:
- For “good short-term investments,” liquidity and stability matter. Larger-cap stocks typically:
- Have tighter bid–ask spreads (cheaper to get in and out quickly).
- Are less prone to extreme, random price swings than tiny speculative names.
- This aligns with seeking reasonably reliable candidates for short-term moves, rather than highly speculative microcaps.
Price Above 20-Day Moving Average (PriceAboveMA20)
- Purpose: Capture stocks in a short-term uptrend.
- Rationale:
- The 20-day moving average is a common short-term trend indicator.
- Price trading above this average suggests:
- Recent momentum is positive.
- Market participants have been willing to pay progressively higher prices in the near term.
- This fits the user’s focus on stocks “likely to increase in value” in the short run, by filtering for names already exhibiting positive trend behavior.
1-Month Price Change Between +5% and +25%
- Purpose: Target stocks with recent gains, but avoid those already extremely overextended.
- Rationale:
- A minimum of +5% in the last month selects:
- Stocks with clear, recent upward movement—evidence of current buying interest.
- A maximum of +25% avoids:
- Names that have run up too fast, which can be:
- Overbought.
- At higher risk of short-term pullbacks.
- This range seeks a “healthy uptrend” rather than a parabolic spike, which is more consistent with attractive short-term setups.
Region: United States
- Purpose: Restrict results to U.S.-based stocks.
- Rationale:
- The user explicitly asked about the “US stock market.”
- This filter ensures:
- Companies are headquartered or primarily listed in the United States.
- They are under U.S. regulatory and accounting standards, matching the user’s market of interest.
Exchange: NYSE (XNYS), NASDAQ (XNAS), AMEX (XASE)
- Purpose: Limit to major U.S. exchanges.
- Rationale:
- These are the primary U.S. stock exchanges where most well-known and liquid stocks trade.
- Focusing on them:
- Improves liquidity (important for short-term trading).
- Reduces exposure to less-regulated OTC or pink-sheet securities, which can be extremely volatile and harder to trade.
One-Week Rise Probability ≥ 70%
- Purpose: Use a quantitative model to bias results toward stocks with historically higher odds of near-term gains.
- Rationale:
- This filter is based on a statistical/quantitative assessment (e.g., derived from past price behavior, volatility, patterns, etc.) estimating the probability a stock will be higher one week from now.
- By requiring at least a 70% estimated probability of a one-week rise, the screener:
- Filters out neutral or bearish setups.
- Concentrates on names where historical patterns suggest relatively favorable short-term odds.
- This directly targets the user’s desire for stocks “likely to increase in value” in the short term—while still being probability-based, not a guarantee.
Options Sentiment: Bullish
- Purpose: Include only stocks where options traders are positioning optimistically.
- Rationale:
- “Bullish” option sentiment typically means:
- Higher call activity vs. puts, or
- Pricing/flows in options that imply expectations of upward movement.
- Options markets often reflect informed or aggressive views about future price direction.
- Requiring bullish sentiment adds a behavioral layer:
- It aligns the stock picks with traders currently betting on upside, reinforcing the idea these names are “likely” (in sentiment terms) to rise.
Why Results Match the User’s Request
- The screen focuses on U.S. stocks on major exchanges, directly matching the “US stock market” requirement.
- Combining price above the 20-day MA with recent monthly gains selects stocks already in short-term uptrends, consistent with a desire for near-term appreciation.
- The one-week rise probability ≥ 70% adds a quantitative, forward-looking filter that emphasizes setups statistically associated with short-term price increases.
- Bullish options sentiment adds a market-participant confirmation, reflecting that derivatives traders are currently positioning for upside.
- The large-cap threshold helps ensure more liquid, established names that are typically more suitable for short-term trading than illiquid, highly speculative stocks.
Together, these filters narrow the universe to U.S. stocks that are:
- Established and liquid,
- In a clear short-term uptrend,
- Showing favorable statistical odds of near-term gains, and
- Supported by bullish options positioning—
which collectively aligns closely with “good short-term investments … likely to increase in value.”
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.