Screening Filters
relative_vol > 1.5
- Purpose: Find stocks/crypto assets trading with unusually high volume compared with their normal activity.
- Rationale: For a 5-day profit-focused screen, higher relative volume helps identify instruments with strong attention, liquidity, and the potential for sharp near-term moves. This is often where short-term momentum starts.
PriceAboveMA5
- Purpose: Confirm the asset is trading above its 5-day moving average.
- Rationale: This suggests very recent price strength and short-term upward momentum. For a brief holding period like 5 days, this helps select names already trending in the right direction.
PriceAboveMA20
- Purpose: Confirm the asset is also above its 20-day moving average.
- Rationale: This adds a slightly broader trend filter, helping avoid assets that may only be bouncing temporarily. It improves the odds of finding names with a more established upward trend.
macd bullish
- Purpose: Identify assets with positive momentum signals.
- Rationale: A bullish MACD setup supports the idea that momentum is improving or already strong. This is useful for a short-term screen aimed at capturing continued upside over the next few days.
week_price_change_pct >= 0
- Purpose: Exclude assets that are still down over the past week.
- Rationale: This keeps the screen focused on assets with at least non-negative recent performance, which aligns with the goal of finding near-term winners rather than weak or recovering names.
Why Results Match:
- The user wants US stocks and crypto with the best possible returns over a 5-day period, so the screen emphasizes short-term momentum, volume expansion, and trend confirmation.
- High relative volume helps surface assets that are getting strong market interest, which often precedes fast moves.
- Price above short- and medium-term moving averages filters for assets already in an upward trend, improving the chance of continued strength.
- Bullish MACD adds another momentum confirmation layer.
- Non-negative weekly performance helps avoid assets that are still weak and less likely to produce immediate follow-through.
Together, these filters are designed to find liquid, actively moving US stocks and crypto assets with bullish short-term momentum, which is the most relevant setup for a 5-day profit-oriented screen.
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.