วิเคราะห์ s&p 500 จุดเข้า

Screening Filters

1. is_index_component = GSPC

   • Purpose: Limits the search to S&P 500 constituents.
   • Rationale: The user specifically asked to analyze S&P 500 entry points, so this ensures the screening universe matches the request.

2. relative_vol >= 1.0

   • Purpose: Finds stocks with at least normal-to-above-normal trading activity.
   • Rationale: Entry points are more meaningful when there is sufficient participation and liquidity. Relative volume at or above 1.0 suggests the stock is trading at a pace consistent with or stronger than its recent average, which can confirm interest around a breakout or pullback entry.

3. monthly_average_dollar_volume >= 1

   • Purpose: Ensures the stock is sufficiently tradable and liquid.
   • Rationale: For entry analysis, liquidity matters because low-liquidity names can produce unreliable signals and wider spreads. This filter helps focus on stocks where entering and exiting positions is more practical.

4. moving_average_relationship = PriceCrossAboveMA20, PriceBreakResistance

   • Purpose: Identifies stocks showing short-term bullish technical action.
   • Rationale:
     • PriceCrossAboveMA20 points to a stock moving above its 20-day moving average, often a sign of improving short-term momentum.
     • PriceBreakResistance captures stocks breaking through a prior price ceiling, which is a classic entry trigger for traders looking for momentum continuation.

5. rsi_category = moderate

   • Purpose: Filters for stocks that are neither oversold nor extremely overbought.
   • Rationale: For entry points, a moderate RSI is often preferred because it suggests the stock has momentum without being excessively stretched. This can help avoid buying into a move that is already too extended.

6. comparison_between_indicators with price > ema_20 and price < ema_20

   • Purpose: Intended to assess where price sits relative to the 20-day EMA.
   • Rationale: In general, price relative to the 20-day EMA is a key short-term trend check. However, the two conditions shown here are contradictory as written: price cannot be both greater than and less than the 20-day EMA at the same time. This likely reflects a filter-building issue or an incomplete logic rule that should be corrected before use.

Why Results Match:

• The screen focuses on S&P 500 stocks, directly aligning with the user's universe.
• It looks for tradable, liquid stocks with meaningful volume, which is important when analyzing entry points.
• The technical filters target bullish setups such as a move above the 20-day average and resistance breaks, both common entry signals.
• The moderate RSI condition helps avoid chasing overextended moves.
• Overall, the screen is designed to surface higher-probability S&P 500 entry candidates based on trend, momentum, and liquidity.

Note: The last indicator-comparison rule appears internally inconsistent, so the screening logic would benefit from correction to avoid conflicting conditions.