Stocks to look into tmr

Screening Filters

1. monthly_average_dollar_volume >= 5,000,000

   • Purpose: Focus on highly liquid stocks.
   • Rationale:
     • You asked what to look at tomorrow, which implies potential short-term trades or fast decisions.
     • High dollar volume (price × volume) means:
       • Tighter bid–ask spreads
       • Easier entries/exits without moving the price much
       • Less risk of being stuck in an illiquid name
     • A $5M+ threshold filters out thin, speculative names and keeps you in more institutionally-traded stocks.

2. relative_vol >= 2

   • Purpose: Highlight stocks that are unusually active today versus their normal activity.
   • Rationale:
     • Relative volume (RVOL) compares current volume to typical volume.
     • >= 2 means the stock is trading at least 2× its usual volume, which usually signals:
       • Fresh news or catalysts
       • Strong institutional participation
       • Higher probability of meaningful price moves carrying over into tomorrow
     • For “what to watch tomorrow,” today’s abnormal activity is a strong clue for tomorrow’s tradeable setups.

3. is_index_component = ['GSPC'] (S&P 500 members only)

   • Purpose: Limit results to large, established U.S. companies.
   • Rationale:
     • S&P 500 stocks tend to be:
       • Heavily analyzed and widely held
       • More stable from a corporate/governance standpoint
       • Highly liquid with robust options and derivatives markets
     • This aligns with a “professional” watchlist for tomorrow: well-known, liquid names rather than microcaps or obscure tickers.

4. one_day_rise_prob >= 55

   • Purpose: Skew the list toward stocks with a statistically higher probability of rising the next day.
   • Rationale:
     • This leverages a model-based probability estimate of a 1‑day gain.
     • A threshold of 55% means:
       • You’re not looking for guaranteed winners (which don’t exist), but
       • You are filtering for setups where the historical/quant signals tilt the odds modestly in your favor for tomorrow’s session.
     • This is directly aligned with “which stocks should I consider tomorrow?” by prioritizing names with a slight short-term edge.

5. earnings_date from 2026-02-05 to 2026-02-12

   • Purpose: Focus on stocks with upcoming or just-imminent earnings.
   • Rationale:
     • Earnings are one of the strongest short‑term catalysts:
       • Volatility and volume typically spike around reports
       • Trading opportunities often emerge both before (positioning/speculation) and after (reaction) the announcement
     • By selecting dates from tomorrow out about a week:
       • You capture stocks that may move tomorrow due to:
         • Anticipation ahead of tonight/tomorrow’s earnings, or
         • Ongoing repricing in the sessions immediately after results.

Why Results Match What You Asked

• You asked what stocks to consider looking into tomorrow, which implies:

  • Short-term focus (1 trading day or so)
  • Interest in names that are active and relevant right now, not just random long-term value ideas.

• These filters collectively ensure that:

  • Stocks are liquid and tradable (monthly_average_dollar_volume >= 5M, S&P 500 membership).
  • They are “in play” right now, with:
    • Unusual trading activity (relative_vol >= 2)
    • A major near-term catalyst (earnings within the next week).
  • They have a statistically better‑than‑coin‑flip tendency to rise tomorrow (one_day_rise_prob >= 55), which is exactly aligned with building a focused, short-term watchlist for the next session.

In other words, the screen is designed to surface large, liquid, S&P 500 stocks that are unusually active today, have an earnings catalyst in the next few days, and show a modestly favorable probability of rising tomorrow—a strong starting universe for what you should look into for the next trading day.