Screening Filters
Market Capitalization: 300M – 1.5B USD
- Purpose: Target small‑cap stocks.
- Rationale:
- In many market conventions, “small‑cap” typically ranges from about $300M up to around $2B.
- Setting a minimum of $300M avoids micro‑caps and very illiquid names that can distort “top performing” lists with extreme but unreliable moves.
- Capping at $1.5B keeps us firmly in the small‑cap area and avoids drifting into mid‑caps.
Share Price: Minimum $5
- Purpose: Exclude very low‑priced (often penny) stocks.
- Rationale:
- Stocks under $5 often have higher volatility, wider bid‑ask spreads, and more speculative behavior.
- Filtering for price ≥ $5 focuses on more established small‑caps and makes “top performance” more meaningful and investable.
Monthly Average Dollar Volume: Minimum $1,000,000
- Purpose: Ensure basic liquidity and tradability.
- Rationale:
- Dollar volume (price × volume) of at least $1M per month screens out extremely illiquid stocks that might show large percentage moves simply because a few small trades occurred.
- This helps ensure that the “top performers” you see are realistically tradable for most investors.
Moving Average Relationship: PriceAboveMA200
- Purpose: Focus on stocks in established uptrends.
- Rationale:
- The 200‑day moving average is a widely used long‑term trend indicator.
- Requiring the current price to be above its 200‑day MA means we are primarily capturing stocks still in longer‑term uptrends, not ones that had a big run but have already broken down.
- This aligns with the idea of “top performing” as currently strong, not just historically strong.
1‑Year Price Change %: Minimum +150%
- Purpose: Capture the strongest recent performers.
- Rationale:
- A 150% or greater gain over the last year is a very high performance threshold and directly implements “top performing.”
- This filter drastically narrows the universe to stocks that have significantly outperformed the broader market over the past 12 months.
Why Results Match
- The market cap range directly targets the small‑cap segment requested.
- The 1‑year performance filter (≥ +150%) defines “top performing” in a clear, quantitative way.
- The price and liquidity filters (price ≥ $5, dollar volume ≥ $1M) help ensure that the names you get are more investable and not just illiquid outliers with extreme percentage moves.
- The PriceAboveMA200 condition emphasizes stocks that are still in a strong technical uptrend, making the list more relevant if you’re looking for ongoing strength rather than past, already-faded winners.
Together, these filters build a focused list of high‑performing, reasonably liquid small‑cap stocks suitable for ranking and then selecting the top 50.
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.