Potential stocks to short

Screening Filters

1. Market Cap ≥ $2,000,000,000

   • Purpose: Focus on mid- and large-cap U.S. stocks.
   • Rationale:
     • Larger caps tend to be more liquid, which is important for shorting (tighter spreads, easier borrow, better ability to enter/exit).
     • Avoids tiny, illiquid names where borrow costs, volatility, and squeeze risk can be extreme, making them impractical shorts for many investors.

2. Price Below 200-Day Moving Average (PriceBelowMA200)

   • Purpose: Target stocks in established downtrends.
   • Rationale:
     • The 200-day moving average is a common long-term trend indicator.
     • Price below the 200-day MA suggests the stock is in a bearish phase rather than just experiencing a short-term dip.
     • For short ideas, you generally want names already showing technical weakness, not those in strong long-term uptrends.

3. 1-Month Price Change ≤ -10% (month_price_change_pct max: -10)

   • Purpose: Filter for stocks that have recently dropped at least 10% over the last month.
   • Rationale:
     • A sizable recent decline can signal that the market is starting to price in problems (fundamental or sentiment-driven).
     • This aligns with looking for negative momentum; short candidates often have both a weak long-term trend and recent weakness, indicating sustained selling pressure.
     • It may also indicate that bad news or deteriorating conditions are already in play.

4. Region: United States

   • Purpose: Restrict results to U.S.-domiciled companies.
   • Rationale:
     • Directly matches your request for “US stocks.”
     • Ensures consistency in accounting standards, regulation, and trading hours, which matters for risk management and research.

5. Exchange: NYSE, NASDAQ, AMEX (XNYS, XNAS, XASE)

   • Purpose: Limit to major U.S. exchanges.
   • Rationale:
     • Stocks on these exchanges typically have better liquidity, transparency, and more reliable data—important for executing and managing short positions.
     • Avoids OTC and very illiquid names where execution is difficult and volatility can be extreme.

6. Quarterly Revenue YoY Growth ≤ 0% (quarter_revenue_yoy_growth max: 0)

   • Purpose: Focus on companies with flat or negative revenue growth.
   • Rationale:
     • Slowing or contracting revenue is a classic fundamental red flag and often precedes or accompanies earnings pressure.
     • For shorts, you typically want deteriorating or stagnating fundamentals; weak or no top-line growth reduces the justification for high valuations and can support a bearish thesis.

7. P/E (TTM) ≥ 30 (pe_ttm min: 30)

   • Purpose: Target stocks that are relatively expensive on an earnings basis.
   • Rationale:
     • A high P/E combined with little or no revenue growth suggests a valuation mismatch: the stock may be priced for growth that is not materializing.
     • Overvaluation plus weak fundamentals often creates downside risk, making these names more attractive as short candidates if/when expectations reset.

Why Results Match Your Request

• They are U.S. stocks on major exchanges, directly matching your geographic and market specification.
• They are large and liquid enough (≥ $2B market cap) to be more practical and less risky to short from an execution standpoint.
• They show technical weakness:
  • Trading below the 200-day moving average (long-term downtrend).
  • Down at least ~10% in the last month (recent negative momentum).
• They show fundamental vulnerability:
  • Flat or negative revenue growth (no underlying business momentum).
  • Yet still trade at high valuations (P/E ≥ 30), implying elevated expectations that may be vulnerable to disappointment.

Together, these filters surface U.S. stocks that are:

• Technically weak,
• Fundamentally unimpressive or deteriorating, and
• Still priced expensively—
  a combination often used by short-sellers to identify potential short candidates.