Stocks bearish tomorrow

Screening Filters

1. moving_average_relationship: PriceCrossDownMA5

   • Purpose: Capture stocks where the current price has just crossed below the 5-day moving average.
   • Rationale: A downside cross of a short-term moving average is a classic bearish technical signal. It often indicates a shift from short-term strength to weakness and can precede further downside pressure the next day, which aligns directly with “expected to be bearish tomorrow.”

2. rsi_category: moderate

   • Purpose: Focus on stocks with a neutral/mid-range RSI (not extremely overbought or oversold).
   • Rationale:
     • If RSI were very low (oversold), there’s a higher chance of a short-term bounce, which contradicts a bearish expectation for tomorrow.
     • If RSI were very high (overbought), the stock might already have started its correction or could be overly extended.
     • A “moderate” RSI suggests there is still room for further downside without an immediate oversold rebound, making a continued bearish move tomorrow more plausible.

3. week_price_change_pct: min = -10, max = -1

   • Purpose: Select stocks that have already declined modestly over the past week (down between 1% and 10%).
   • Rationale:
     • A mild to moderate recent decline can indicate a developing downtrend or weakness.
     • By excluding stocks that are flat or up on the week, you avoid names that are showing strength.
     • By excluding stocks that are down too much (e.g., >10%), you avoid extreme oversold situations where a bounce is more likely. This keeps you in the zone where ongoing bearish behavior tomorrow is still statistically reasonable.

4. one_day_rise_prob: max = 35

   • Purpose: Use a predictive model’s estimate of the probability the stock will rise tomorrow, and limit it to relatively low values (≤ 35%).
   • Rationale: A low predicted probability of a price increase tomorrow complements the bearish thesis—if the model suggests there is only a small chance of an up day, that implicitly supports a higher chance of a flat/down day, which is what “bearish tomorrow” implies.

5. one_day_predict_return: max = -1.5

   • Purpose: Filter for stocks where the model’s expected one-day return is negative, up to at least −1.5%.
   • Rationale:
     • A negative predicted return directly encodes a bearish expectation for tomorrow.
     • Capping it at −1.5% focuses on stocks where the model sees non-trivial downside, not just noise-level moves around zero.

Why Results Match Your Request

• The technical setup (price crossing below the 5-day MA) flags stocks transitioning into short-term weakness.
• The momentum context (moderate RSI and modest weekly decline) avoids names that are likely to snap back and instead focuses on those with ongoing, but not exhausted, downside momentum.
• The quantitative forecasts (low probability of a rise and negative predicted one-day return) explicitly target stocks that models expect to underperform or decline tomorrow.

Taken together, these filters narrow the universe to stocks that, based on both technical signals and predictive metrics, are more likely to exhibit bearish price action tomorrow.