QuantAI Alpha Pick

Screening Filters

1. Relative Volatility > 1.5

   • Purpose: Finds stocks trading with above-average price movement.
   • Rationale: A “QuantAI Alpha Pick” suggests a stock with strong momentum or potential for outsized returns. Higher relative volume/volatility can indicate increased trader interest and a stronger chance of meaningful price discovery, which is often useful in alpha-focused screening.

2. RSI Category: Moderate

   • Purpose: Targets stocks that are neither extremely overbought nor deeply oversold.
   • Rationale: This helps avoid names that may already be too stretched after a sharp move. For an alpha-style pick, moderate RSI can indicate there is still room for upside while reducing the risk of buying into an overextended rally.

3. Price Above 20-Day Moving Average

   • Purpose: Identifies short-term upward momentum.
   • Rationale: Stocks trading above their 20-day average are generally exhibiting near-term strength. This is important for a QuantAI-style pick because it favors names with current momentum rather than weak or deteriorating technical setups.

4. Price Above 200-Day Moving Average

   • Purpose: Confirms longer-term trend strength.
   • Rationale: A stock above its 200-day average is typically in a broader bullish trend. Combining this with the 20-day condition filters for stocks that are strong both in the short and long term, improving the quality of the candidate list.

5. Themes: AI Beneficiary, Big Data, Cloud Computing, SaaS, Semiconductor Equipment & Materials, Technology, IoT, Digital Payments

   • Purpose: Focuses on high-growth, innovation-driven sectors.
   • Rationale: These themes are where alpha opportunities often cluster, especially for “QuantAI” or growth-oriented picks. They represent companies benefiting from structural demand, digital transformation, and AI adoption—areas where markets may reward strong fundamentals and earnings acceleration.

6. Analyst Consensus: Moderate Buy, Strong Buy

   • Purpose: Screens for stocks with favorable professional sentiment.
   • Rationale: Positive analyst consensus helps validate the story behind the stock and can indicate improving fundamentals, earnings revisions, or growth expectations. For an alpha pick, this adds a quality layer so the screen is not just based on price action alone.

Why Results Match:

• The screen is designed to find stocks with both momentum and growth potential, which fits a “QuantAI Alpha Pick” theme.
• Technical filters (relative volatility, RSI, and moving averages) help identify stocks that are active, trending, and not excessively overextended.
• Theme filters narrow the universe to sectors where AI-driven and digital transformation winners are most likely to emerge.
• Analyst consensus adds a fundamental and sentiment check, improving the odds that the stock has credible upside support.

Overall, these filters work together to surface stocks that are actively traded, technically strong, aligned with high-growth technology themes, and supported by positive analyst sentiment—a sensible combination for finding alpha-oriented picks.