Screening Filters
monthly_average_dollar_volume ≥ 3,000,000
- Purpose: Ensure stocks are liquid and easy to enter/exit for short‑term trades.
- Rationale: For swing trading, you want:
- Tight bid‑ask spreads
- Sufficient depth so your orders don’t move the market
A minimum of $3M in average dollar volume filters out thinly traded names and most illiquid small caps. This makes it more practical to trade in and out over a few days without excessive slippage.
relative_vol ≥ 1.8
- Purpose: Focus on stocks with unusually high current trading activity.
- Rationale: Relative volume compares today’s volume to a typical day. A value of 1.8 means the stock is trading at least 80% more volume than usual.
- Elevated volume often accompanies breakouts, news, or strong momentum—ideal conditions for swing setups.
- It helps you find stocks “in play” today, not just slowly drifting.
moving_average_relationship: PriceAboveMA20
- Purpose: Capture stocks in a short‑ to medium‑term uptrend.
- Rationale: Price above the 20‑day moving average (roughly the past trading month) indicates:
- The recent trend is bullish
- Pullbacks are more likely to be bought than sold into
Swing traders typically prefer trading with the trend (like your earlier CSCO setup), so this filter biases the list toward potential long candidates rather than range‑bound or downtrending names.
week_price_change_pct: 5% to 20%
- Purpose: Find stocks with confirmed recent momentum but avoid ones that are too extended.
- Rationale:
- ≥ 5% in a week: The stock is actually moving; it has enough volatility to offer swing trading potential. Very flat stocks are less attractive for short‑term trades.
- ≤ 20% in a week: It screens out extreme, potentially overextended names where the risk of a sharp mean‑reversion is high.
This range aims for “strong but not parabolic” price action—often a sweet spot for swing entries on flags, pullbacks, or consolidations.
is_index_component: GSPC (S&P 500)
- Purpose: Restrict results to large, established US companies.
- Rationale:
- S&P 500 members are generally more liquid, better covered, and less prone to erratic, manipulated moves than microcaps.
- Technical levels (support/resistance, MAs) tend to behave more reliably due to broad institutional participation.
For a swing trader, this means cleaner charts, more predictable reactions to technical signals, and easier order execution—similar to trading CSCO rather than a very small, thinly traded stock.
list_exchange: XNYS, XNAS, XASE (NYSE, NASDAQ, AMEX)
- Purpose: Ensure you’re only looking at major US exchanges.
- Rationale:
- Aligns directly with your request: “US stock market.”
- Excludes OTC and pink‑sheet names, which often have low liquidity, wider spreads, and higher operational risk.
This helps keep the universe focused on regulated, higher‑quality US listings better suited for systematic swing trading.
Why Results Match What You Asked For
- You asked for swing trade stocks in the US market today.
- These filters:
- Limit the universe to US‑listed, liquid S&P 500 stocks (quality & tradability).
- Require above‑normal volume today, so the names are actively moving right now.
- Focus on short‑term uptrends (price above 20‑day MA) with a recent 5–20% weekly gain, which is consistent with momentum‑based swing trading, like your prior interest in CSCO.
Combined, the screen is designed to surface large, actively traded US stocks that are currently “in play” and already showing the kind of momentum and liquidity swing traders typically look for.
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.