Screening Filters
Market Cap ≥ 2,000,000,000 (≥ $2B)
- Purpose: Focus on larger, more established companies.
- Rationale:
- Bigger firms tend to have better liquidity, more analyst coverage, and more reliable price data.
- This helps reduce the influence of random spikes and manipulation that are more common in very small-cap or penny stocks.
- For a question about “likely to increase today,” it’s important that price moves be driven by real information, not thin trading.
Relative Volume ≥ 1.3
- Purpose: Identify stocks currently trading with significantly higher volume than usual.
- Rationale:
- Relative volume compares today’s trading activity to the stock’s normal average volume.
- A value ≥ 1.3 means the stock is seeing at least 30% more trading activity than usual, signaling elevated interest or new information (news, earnings, upgrades, etc.).
- Strong, above-average volume often accompanies meaningful price moves, increasing the odds of a sustained intraday trend.
PriceCrossAboveMA5 (Price crossed above 5-day moving average)
- Purpose: Capture very short-term bullish technical signals.
- Rationale:
- The 5-day moving average is a short-term trend gauge.
- When today’s price moves above this level, it often indicates a shift from short-term weakness/sideways action to strength.
- Combining a fresh bullish technical signal with high relative volume lines up well with the idea that the stock may continue to rise today.
One-Day Rise Probability ≥ 65%
- Purpose: Include only stocks where a predictive model estimates a relatively high probability of a positive return for the coming day.
- Rationale:
- This filter explicitly targets your goal: stocks that are more likely than not to go up today.
- A 65% threshold is meaningfully above a coin flip (50%), tilting the list toward situations where historical patterns and current conditions suggest a higher chance of a gain.
- It translates your qualitative question (“likely to increase”) into a quantitative probability cut-off.
One-Day Predicted Return ≥ 1.5
- Purpose: Avoid stocks that might only rise by a negligible amount, focusing instead on names with a model-forecasted gain above a minimum level.
- Rationale:
- A stock could have a slightly positive expected probability but a very small expected move; this filter screens for both direction and magnitude.
- By requiring a minimum predicted return (e.g., ≥ 1.5%, depending on how the model is scaled), the screener seeks stocks where any potential upside today is not only likely, but also potentially meaningful.
Why Results Match Your Question
- The technical setup (price crossing above the 5-day moving average) plus elevated trading interest (relative volume ≥ 1.3) focuses on stocks already showing intraday strength.
- The probability filter (one-day rise probability ≥ 65%) directly operationalizes “likely to increase” in statistical terms.
- The predicted return filter ensures the potential move is not trivial but has some meaningful upside.
- The market cap filter keeps the list to more established, liquid stocks, making the signals more reliable for a same-day price move scenario.
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.