First, an important clarification
No screener (or analyst) can reliably pinpoint which single stock will “surge the most” on a specific day like Tuesday. Short‑term moves are heavily driven by unpredictable news and order flow.
What we can do instead is screen for stocks that, based on recent behavior and models, have a higher probability of rising and a relatively strong expected one‑day return. That’s what these filters are trying to approximate.
Screening Filters
relative_vol ≥ 1.2
- Purpose: Focus on stocks with higher-than-normal trading activity.
- Rationale:
- Relative volume compares current volume to the stock’s average volume.
- A value of 1.2 means the stock is trading at least 20% more volume than usual.
- Elevated volume often accompanies stronger price moves (both up and down). For a question about stocks “expected to surge,” it makes sense to look at names where there is already unusual interest and liquidity.
region: United States
- Purpose: Limit results to U.S. stocks.
- Rationale:
- Ensures a consistent regulatory environment, trading calendar (including “Tuesday”), and data quality.
- Many users implicitly refer to U.S. markets when asking about “stocks” unless otherwise specified.
list_exchange: XNYS, XNAS, XASE (NYSE, NASDAQ, AMEX)
- Purpose: Restrict to major, well‑regulated U.S. exchanges.
- Rationale:
- These exchanges list the most liquid, widely followed stocks, which are more likely to have reliable models for short-term expected returns.
- Reduces noise from illiquid OTC or lightly traded venues, where “surges” can be random price jumps on tiny volume.
one_day_rise_prob ≥ 52
- Purpose: Require a model‑estimated probability of a positive return tomorrow (or next trading day) above roughly a coin flip.
- Rationale:
- A value ≥ 52 suggests the model thinks there’s at least a slightly better than 50/50 chance the stock will be up on that day.
- This aligns directly with “expected to surge” by filtering out names with low or neutral upside probability.
- The threshold is modest (not 70–80%), which avoids overfitting to a tiny set of names and keeps a reasonable candidate pool.
one_day_predict_return ≥ 1.5
- Purpose: Focus on stocks with a relatively strong expected one‑day gain (e.g., ≥ 1.5%).
- Rationale:
- Among stocks that are merely likely to be up, this filter emphasizes those where the magnitude of the expected move is meaningfully positive, not just +0.2% or +0.5%.
- Directly targets your intent: we’re not just looking for “up days,” but for candidates where a larger upside move is forecast.
Why the Results Match Your Intent
- You asked for the stock “expected to surge the most on Tuesday.” We can’t know the single best performer in advance, but:
- Probability filter (
one_day_rise_prob): narrows to stocks more likely than average to finish that day higher.
- Magnitude filter (
one_day_predict_return): chooses those where the expected gain is relatively strong.
- Liquidity & attention filters (
relative_vol, major U.S. exchanges): focus on actively traded names where significant price moves are more actionable and the predictive metrics are more reliable.
Taken together, these filters produce a list of U.S. stocks that, according to the model, have both a higher probability of rising and a relatively high expected one‑day return—i.e., the types of stocks most consistent with your goal of finding those “expected to surge” on the specified day.
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.