Stocks Bullish Tomorrow

Screening Filters

1. monthly_average_dollar_volume ≥ 500,000

   • Purpose: Ensure the stocks are reasonably liquid and actively traded.
   • Rationale:
     • “Bullish tomorrow” is only meaningful if you can realistically enter and exit positions.
     • A minimum average dollar volume of $500K helps filter out illiquid, thinly traded names where prices can be erratic and spreads wide, making any “bullish” signal harder to trade.

2. moving_average_relationship: PriceAboveMA20

   • Purpose: Capture stocks already in a short-term uptrend.
   • Rationale:
     • A price above its 20-day moving average (MA20) is a classic technical sign of short-term strength.
     • If you’re looking for stocks “expected to be bullish tomorrow,” it’s logical to start with names that are already trending up rather than fighting a downtrend.

3. one_day_rise_prob ≥ 60

   • Purpose: Focus on stocks with a relatively high model-estimated probability of rising the next day.
   • Rationale:
     • This directly targets your time horizon (“tomorrow”).
     • A minimum threshold of 60% filters for names where the predictive model suggests odds are meaningfully tilted toward a positive next-day move, aligning with the idea of “expected to be bullish.”

4. one_day_predict_return ≥ 1 (≥ +1%)

   • Purpose: Ensure the forecasted upside for tomorrow is not just marginal.
   • Rationale:
     • A stock might have a slightly positive expected return but by an insignificant amount.
     • Requiring at least +1% predicted return helps focus on setups where the potential move is large enough to matter for a short-term bullish trade.

5. option_sentiments: Bullish

   • Purpose: Add confirmation from options market positioning.
   • Rationale:
     • Options flow and positioning can reflect informed or aggressive bullish views (e.g., call buying, put selling).
     • Requiring bullish option sentiment means you’re not relying only on price and model predictions; you’re also screening for stocks where derivatives traders are leaning bullish, supporting the idea that the name is “expected to be bullish.”

Why Results Match Your Question

• The screen restricts results to tradable, reasonably liquid stocks.
• It focuses on names already in a short-term uptrend (PriceAboveMA20).
• It directly uses next-day predictive metrics (rise probability and predicted return) to target stocks expected to move up tomorrow.
• It confirms this with bullish options sentiment, adding another layer of evidence that the market anticipates upside.