Stocks that are bearish tomorrow

Screening Filters

1. list_exchange: XNYS, XNAS, XASE

   • Purpose: Limit results to stocks listed on major U.S. exchanges (NYSE, NASDAQ, NYSE American).
   • Rationale: You asked for “stocks in the US market,” so restricting to these primary U.S. exchanges ensures the screener only returns U.S.-listed equities, excluding foreign markets and OTC names.

2. moving_average_relationship: PriceBelowMA20

   • Purpose: Find stocks whose current price is below their 20-day moving average.
   • Rationale: Being below the 20-day moving average is a short-term technical sign of weakness. It suggests recent price action is underperforming the recent trend, consistent with a bearish or weakening setup going into tomorrow.

3. one_day_predict_return: max 0

   • Purpose: Select stocks where the model’s predicted 1-day return is less than or equal to 0%.
   • Rationale: This filter explicitly targets names where the quantitative model does not expect a positive move tomorrow. By capping predicted return at 0, it favors stocks that are expected to be flat or negative in the next trading day—directly aligned with “expected to be bearish tomorrow.”

4. option_sentiments: Bearish

   • Purpose: Include only stocks with bearish options sentiment (e.g., more put activity, skew, or positioning that implies downside expectations).
   • Rationale: Options traders often express directional views via puts and calls. Bearish options sentiment suggests market participants are positioning for downside or hedging against it, reinforcing the idea that the stock may be weak in the near term (including tomorrow).

Why Results Match:

• The exchange filter ensures you only see U.S.-listed stocks, matching the “US market” requirement.
• The price below 20-day moving average highlights short-term technical weakness.
• The non-positive 1-day predicted return specifically targets names expected not to rise tomorrow, consistent with a bearish outlook.
• The bearish options sentiment layer adds a behavioral/derivatives confirmation that market participants are pessimistic or cautious about near-term price moves.

Together, these filters align technicals, model-based prediction, and options sentiment to find U.S. stocks that are more likely to behave bearishly tomorrow.