Quick Note on Expectations
No screen can guarantee which stock will be “most profitable tomorrow.” What we can do is focus on stocks that, based on data and models, have a higher probability of rising and offer a meaningful expected return. The filters below are designed with that in mind.
Screening Filters
Price: 10–200 USD
- Purpose: Focus on reasonably priced, tradeable U.S. stocks and avoid extremes.
- Rationale:
- Stocks under ~$10 often include very thinly traded or highly speculative names where small trades cause big price swings and execution is harder.
- Very high-priced stocks (e.g., $500+) are fewer and can skew results; their daily percentage moves can be smaller and less “tradable” for many retail investors.
- This band centers on a liquid, actively traded universe where prediction models and technical indicators tend to behave more reliably.
Relative Volume ≥ 1.3
- Purpose: Highlight stocks currently trading with significantly higher-than-normal volume.
- Rationale:
- Relative volume compares today’s volume to average volume. ≥1.3 means at least 30% more activity than usual.
- Elevated volume often signals heightened interest, new information, or momentum, all of which can drive short-term price moves—important when you care specifically about “tomorrow.”
Monthly Average Dollar Volume ≥ 1,000,000 USD
- Purpose: Ensure liquidity, so it’s realistically tradable without huge slippage.
- Rationale:
- Dollar volume = price × shares traded; a minimum of $1M/day (on average) weeds out illiquid microcaps where entering/exiting even a modest position can move the price against you.
- For “most profitable tomorrow,” we want names where an investor can actually participate at or near quoted prices.
Region: United States
- Purpose: Match your request for U.S. stocks.
- Rationale:
- Restricts the universe to U.S.-domiciled companies, aligning with your geographic focus and ensuring consistency in regulatory environment, trading hours, and reporting standards.
Listed Exchange: XNYS, XNAS, XASE
- Purpose: Focus on major U.S. exchanges (NYSE, NASDAQ, NYSE American).
- Rationale:
- These exchanges generally list higher-quality, better-regulated, and more liquid securities compared to OTC or pink-sheet markets.
- This fits the goal of finding candidates where model-based “expected profitability” is more meaningful and tradable.
One-Day Rise Probability ≥ 75%
- Purpose: Include only stocks where the model estimates at least a 75% chance of closing higher tomorrow.
- Rationale:
- Directly targets your interest in “expected to be profitable tomorrow” by using a probability-of-up-move metric.
- A 75%+ threshold is relatively strict, focusing on names with notably favorable odds according to the model, rather than mild statistical edges.
One-Day Predicted Return ≥ 2%
- Purpose: Require a minimum expected upside of at least +2% for tomorrow.
- Rationale:
- A stock could have a high probability of rising but with only a tiny expected gain (e.g., 0.2%), which might not be compelling.
- Setting a predicted return floor pairs probability of gain with magnitude of gain, better matching the idea of “most profitable” rather than just “most likely to be slightly up.”
Why Results Match Your Request
- The region and exchange filters ensure you only see U.S. listed stocks from the main markets, as requested.
- The liquidity and price filters (price range, dollar volume) ensure the candidates are realistically tradable and not dominated by obscure or illiquid microcaps.
- The relative volume filter focuses on stocks that are currently “in play,” where new information or momentum makes short-term moves tomorrow more plausible.
- The one-day rise probability and one-day predicted return filters directly embody “expected to be the most profitable tomorrow,” by requiring both:
- a high model-estimated chance of going up, and
- a meaningful expected percentage return over that one-day window.
Together, these filters narrow the universe to U.S. stocks that our models see as high-probability, high-expected-return candidates for tomorrow, within a practical and liquid trading universe.
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.