High volatility EFTs?

Screening Filters

1. Price ≥ $10 ('price': {'min': '10'})

   • Purpose: Focus on ETFs with a more substantial price level.
   • Rationale: Extremely low‑priced products (sub‑$10) often include micro/illiquid ETFs or path‑dependent leveraged products that can trade erratically or with poor liquidity. Keeping price ≥ $10 tends to filter out the most speculative, thinly traded names while still leaving plenty of volatile ETFs, especially in the leveraged/inverse space.

2. Relative Volume ≥ 1.5 ('relative_vol': {'min': '1.5'})

   • Purpose: Capture ETFs currently trading with much higher activity than their normal average.
   • Rationale: High volatility is usually accompanied by high trading volume. A relative volume (today’s volume vs. average) of at least 1.5 means the ETF is seeing at least 50% more volume than usual, often a sign of big moves, news, or strong speculative interest—all consistent with “high volatility” behavior.

3. RSI Category: Overbought or Oversold ('rsi_category': ['overbought', 'oversold'])

   • Purpose: Target ETFs that have made strong, rapid moves either up (overbought) or down (oversold).
   • Rationale: Overbought/oversold RSI readings occur when price has moved aggressively in one direction over a short period. This is a direct technical signal of elevated recent volatility and large price swings, which is precisely what you’re interested in.

4. 1‑Month Price Change ≥ +10% ('month_price_change_pct': {'min': '10'})

   • Purpose: Ensure the ETF has recently experienced a sizable move in price.
   • Rationale: A gain of at least 10% in a single month is a strong move for most ETFs, and it’s much more common in high‑volatility products than in broad, low‑volatility funds. This filter selects ETFs that have demonstrated significant recent movement, not just those that are theoretically volatile.

5. Themes: Leveraged / Inverse / Volatility / Commodities / Bonds Variants
   ('themes': ['Leveraged Equities', 'Inverse Equities', 'Volatility', 'Leveraged Volatility', 'Inverse Volatility', 'Leveraged Commodities', 'Inverse Commodities', 'Leveraged Bonds', 'Inverse Bonds'])

   • Purpose: Restrict results to ETF categories structurally designed to be more volatile than the underlying markets.
   • Rationale:
     • Leveraged Equities / Commodities / Bonds: Use leverage (e.g., 2x or 3x daily exposure) to amplify daily moves, making them much more volatile than standard ETFs.
     • Inverse Equities / Commodities / Bonds: Move opposite to the underlying index, often with leverage as well—this magnifies swings.
     • Volatility / Leveraged Volatility / Inverse Volatility: Track or magnify volatility indices (like the VIX); by design, these are some of the most volatile products in the ETF universe.
       These categories are exactly where “high volatility ETFs” typically live.

Why Results Match Your “High Volatility ETFs” Request

• The theme filters directly target ETF types (leveraged, inverse, volatility products) that are structurally more volatile than normal ETFs.
• The RSI and 1‑month performance filters ensure the ETFs are not only inherently volatile, but also have shown recent large price moves.
• The relative volume filter ensures heightened current trading activity, which often accompanies sharp price swings.
• The price floor helps avoid illiquid, ultra‑low‑priced products while still preserving a universe of genuinely high‑volatility ETFs.

Together, these filters narrow the search to ETFs that are both designed for higher volatility and are currently exhibiting strong, volatile price action.