First, an important clarification
No screener (or analyst) can guarantee which financial asset will have the highest return tomorrow. What we can do is use data and models to identify stocks that statistically have:
- A higher probability of rising tomorrow, and
- A higher expected (predicted) return for tomorrow,
while also making sure the names are reasonably liquid and investable.
The filters your colleague used are designed exactly for that.
Screening Filters
Market Cap ≥ $300M (market_cap: {'min': '300000000'})
- Purpose: Focus on established, more reliable companies rather than tiny, highly speculative micro-caps.
- Rationale: Extremely small companies can have wild one-day returns, but they’re often driven by illiquidity, manipulation, or one-off news. Since you’re asking about “likely” high return (not pure lottery tickets), we bias toward companies with at least mid/small-cap size, where price moves have more statistical meaning and less random noise.
Monthly Average Dollar Volume ≥ $300K (monthly_average_dollar_volume: {'min': '300000'})
- Purpose: Ensure the stocks are reasonably liquid and tradable.
- Rationale: A stock that barely trades can jump 50% on a tiny order, but you may not be able to get in or out at a fair price. Setting a minimum dollar volume filters out illiquid names where “high returns” are misleading or unusable because you can’t practically trade them.
Price between $2 and $500 (price: {'min': '2', 'max': '500'})
- Purpose: Avoid extreme penny stocks and ultra-high-priced names.
- Rationale:
- Below $2: Often distressed, manipulated, or subject to extreme volatility where predictions are unreliable.
- Above $500: Very high-priced stocks can be harder to trade in size for smaller investors, and one-day % swings may be more muted in many cases.
This range targets stocks that are both accessible and not dominated by structural issues.
Probability of Price Rise Tomorrow ≥ 55% (one_day_rise_prob: {'min': '55'})
- Purpose: Focus on stocks that a model estimates are more likely than not to go up tomorrow.
- Rationale: A 55%+ rise probability means that, based on historical patterns, signals, or machine learning, these stocks tilt the odds in your favor versus a 50/50 coin flip. That doesn’t mean they will go up—just that they have a statistically higher chance to do so than the average stock.
Predicted One-Day Return ≥ 3% (one_day_predict_return: {'min': '3'})
- Purpose: Among the stocks with a higher chance of rising, focus on those with a meaningfully higher expected gain.
- Rationale: A stock might have a 60% chance of going up, but if the expected move is only +0.5%, it’s not that interesting for “highest return tomorrow.” A 3%+ predicted return threshold tries to surface names where the model anticipates a relatively strong move up, not just a marginal gain.
Why These Results Match Your Question
- You asked for the asset likely to have the highest return tomorrow.
- The filters:
- Limit the universe to tradable, reasonably sized, liquid stocks (so that any high return is actually usable in practice).
- Use short-term predictive metrics:
one_day_rise_prob to capture likelihood of going up tomorrow.
one_day_predict_return to capture expected size of the move tomorrow.
- By screening for both probability of an up-move and minimum expected return, the results prioritize stocks that not only have better-than-random odds of rising, but also are predicted to rise by a meaningful amount—making them good candidates when looking for the most likely strong performers for the next trading day.
In other words: the screener doesn’t guarantee tomorrow’s top performer, but it systematically narrows the universe to those stocks with statistically higher chances and larger predicted upside for tomorrow.
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.