Most bullish industry tomorrow

Screening Filters

1. monthly_average_dollar_volume ≥ 300,000

   • Purpose: Ensure we focus on reasonably liquid stocks.
   • Rationale: To decide which industry is likely to be the most bullish tomorrow, we want signals from stocks that trade enough each day to reflect real investor sentiment, not thinly traded names. A minimum dollar volume filter reduces noise from illiquid microcaps that can move on very small orders and aren’t representative of broader industry strength.

2. moving_average_relationship: PriceAboveMA20

   • Purpose: Capture stocks in a short-term uptrend.
   • Rationale: Price above the 20-day moving average typically indicates positive short-term momentum. If many stocks within an industry are in this technical uptrend, that industry is more likely to behave “bullishly” in the near term, including tomorrow. This filter helps align the selection with the idea of current, not historical, strength.

3. one_day_rise_prob ≥ 65%

   • Purpose: Focus on stocks with a relatively high model-estimated probability of rising tomorrow.
   • Rationale: Your question is about what’s expected to be bullish tomorrow. This filter directly targets that horizon by using a probability model: only stocks with at least a 65% estimated chance of a positive return tomorrow are included. Aggregating these across industries lets us infer which sector is statistically positioned for a bullish day.

4. one_day_predict_return ≥ 1.5%

   • Purpose: Ensure that not only the probability of rising is high, but also that the size of the expected move is meaningful.
   • Rationale: A stock that’s 60–70% likely to go up by 0.1% is not very “bullish” in a practical sense. By requiring a minimum predicted one-day return (e.g., ≥ 1.5%), we bias the screen toward stocks that models expect to move up by a noticeable amount. Industries with more such names can be considered more strongly bullish.

5. option_sentiments: Bullish

   • Purpose: Incorporate options market sentiment as an additional forward-looking signal.
   • Rationale: Options traders often position ahead of anticipated short-term moves. A “Bullish” options sentiment (e.g., higher call buying, positive skew, bullish flow) supports the idea that market participants expect upside. When many stocks in an industry show bullish options sentiment, it strengthens the case that the industry as a whole is expected to be strong tomorrow.

Why Results Match

• The filters collectively identify liquid stocks with:

  • current positive price momentum (above 20-day MA),
  • a high modeled probability of rising tomorrow,
  • a meaningful expected one-day gain, and
  • bullish options sentiment.

• By then examining which industries these qualifying stocks belong to, we can infer which industry is most concentrated with short-term bullish setups, and therefore most likely to behave bullishly tomorrow, based on both price action and derivatives market expectations.