Screening Filters
market_cap >= 10,000,000,000 (Large-cap filter)
- Purpose: Restrict results to large-cap stocks.
- Rationale: The user explicitly asked for large-cap stocks. A minimum market cap of $10 billion is a common threshold for defining large-cap companies (e.g., S&P-style classification). This excludes small and mid-cap names and focuses on more established, typically more liquid companies.
moving_average_relationship = PriceAboveMA20
- Purpose: Select stocks currently in a short-term uptrend.
- Rationale: Price trading above the 20-day moving average signals near-term bullish momentum. For a stock to be “expected to be bullish tomorrow,” it’s reasonable to start with names that are already trending positively in the short term, rather than those in clear downtrends.
region = United States
- Purpose: Limit the universe to U.S.-listed companies.
- Rationale: Many users implicitly refer to U.S. markets when they don’t specify a region, and the selected exchanges (NYSE, NASDAQ, AMEX) reinforce this. This also ensures more consistent data quality and trading hours if you’re watching “tomorrow’s” session in U.S. time.
list_exchange in [XNYS, XNAS, XASE] (NYSE, NASDAQ, AMEX)
- Purpose: Focus on major U.S. exchanges.
- Rationale: Large-cap U.S. stocks are overwhelmingly listed on these three venues. This excludes OTC and less-regulated markets, aligning with the user’s emphasis on large, mainstream names and improving liquidity and reliability.
one_day_rise_prob >= 60
- Purpose: Include only stocks with a relatively high modeled probability of rising tomorrow.
- Rationale: A threshold of 60% means the model estimates the stock is more likely than not to close higher the next day, with a reasonably strong tilt toward the upside. This directly reflects “expected to be bullish tomorrow” by using a probabilistic forecast for the next trading day.
one_day_predict_return >= 0.5 (≥ +0.5% expected return)
- Purpose: Filter for stocks where the size of the expected move is meaningfully positive.
- Rationale: A stock might have a slightly >50% chance of rising but only by a trivial amount. Requiring at least +0.5% predicted return ensures the bullish expectation is not only directional (up) but also of non-negligible magnitude.
option_sentiments = Bullish
- Purpose: Capture positive sentiment from the options market.
- Rationale: Options activity (e.g., call buying, put/call ratios, skew) can reveal how sophisticated traders are positioned for the very near term. A “Bullish” options sentiment flag means options traders are leaning to the upside, which supports the idea the stock is expected to behave bullishly in the immediate future.
Why Results Match Your Request
- “Large-cap” is enforced by the
market_cap >= $10B filter and major-exchange listing.
- “Expected to be bullish tomorrow” is addressed by:
- Near-term trend (
PriceAboveMA20),
- Statistically modeled next-day upside (
one_day_rise_prob >= 60, one_day_predict_return >= 0.5),
- And market sentiment confirmation (
option_sentiments = Bullish).
Taken together, these filters narrow the universe to sizeable, U.S.-listed companies that are currently in an uptrend, with both quantitative models and options traders indicating a higher-than-normal chance of bullish behavior in the next trading session.
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.