Quick Note on Predicting “Biggest Winner”
No model or screen can reliably predict the single biggest winner in the US market for the year—there’s too much randomness. What we can do is tilt toward stocks that statistically have higher potential for strong gains (and usually higher risk). The filters your colleague used are designed exactly for that.
Screening Filters
Market Cap: 100M – 30B ('market_cap': {'min': '100000000', 'max': '30000000000'})
- Purpose: Focus on small- to mid-cap stocks rather than micro-caps or mega-caps.
- Rationale:
- Historically, the biggest percentage winners often come from smaller and mid-sized companies, not trillion‑dollar giants.
- Below ~$100M, you get illiquid, often highly speculative micro‑caps and penny stocks, where price moves can be erratic and data quality is weaker.
- Above ~$30B, you’re into large caps where dramatic multi‑bagger moves in a single year are less common due to size and maturity.
- This range balances higher growth potential with at least some scale and institutional quality.
High Risk / High Beta ('beta': ['HighRisk'])
- Purpose: Select stocks that are more volatile and move more than the market.
- Rationale:
- To find a “biggest winner,” you need names that are capable of very large moves—both up and down.
- High beta = price tends to amplify market moves. These are the names that can post +100% or more in a strong environment, whereas low‑beta defensives rarely become the top performer.
- This directly aligns with seeking outsized upside at the cost of higher downside risk.
US Major Exchanges Only ('list_exchange': ['XNYS', 'XNAS', 'XASE'])
- Purpose: Limit to stocks listed on NYSE, NASDAQ, and NYSE American.
- Rationale:
- Ensures you’re looking at US‑listed securities, which directly matches “US stock market.”
- These exchanges have better liquidity, more stringent listing standards, and more reliable data versus OTC or pink-sheet stocks.
- Reduces the noise from ultra-illiquid names whose large percentage moves may not be realistically investable.
Minimum 1‑Month Rise Probability: 55%+
('one_month_rise_prob': {'min': '55'})
- Purpose: Require a model-based probability that the stock rises over the next month to be better than a coin flip.
- Rationale:
- “Biggest winner this year” is long term, but we often use shorter‑term predictive signals as building blocks.
- A rise probability above 55% suggests some statistically favorable setup (trend, momentum, fundamentals, sentiment, etc., depending on the model) rather than random guessing at 50%.
- This filter removes names that are very unlikely or neutral in the near‑term, focusing on those with at least modestly favorable odds.
Minimum Predicted 1‑Month Return: +10%
('one_month_predict_return': {'min': '10'})
- Purpose: Emphasize stocks with strong expected short‑term upside.
- Rationale:
- A predicted 10%+ gain in a single month is aggressive. Stocks that consistently screen with high near-term expected returns are often those with strong momentum, catalysts, or improving fundamentals.
- While this is a 1‑month metric, stocks capable of that kind of move in the short term are also more plausible candidates to post outsized full‑year returns.
- It pushes the screen from “slightly positive” to “high potential,” which is more consistent with trying to find a future top performer.
Why These Results Match Your Goal
You asked for the biggest winner in the US market this year. That inherently points toward:
- Smaller/mid-sized companies that can still grow explosively.
- Higher‑volatility names capable of huge moves.
- US‑listed, tradable, regulated stocks (not obscure OTC names).
- Stocks where models indicate both a higher probability of gains and magnitude of potential upside.
While no screen can guarantee identifying the ultimate top performer, these filters:
- Narrow the universe to realistic candidates for very high returns.
- Use risk (beta) and predictive metrics (rise probability and expected return) to tilt toward stocks with statistically greater upside potential.
- Avoid extremes like micro‑caps and illiquid names that may look good on paper but are impractical or excessively speculative.
In short, the filters are designed to approximate “future big winners” by combining size, volatility, and positive predictive signals, while staying within the investable US stock 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.