Tomorrow gain stock minimum 10%

Important Context

It’s not possible to guarantee that any stock will gain at least 10% tomorrow. What we can do instead is use models and historical patterns to identify stocks that have:

• a forecasted (predicted) one-day return ≥ 10%, and
• a higher-than-average probability of rising tomorrow.

The filters below are designed with that goal in mind.

Screening Filters

1. list_exchange: ['XNYS', 'XNAS', 'XASE']

   • Purpose: Restrict results to major U.S. exchanges (NYSE, NASDAQ, NYSE American).
   • Rationale:
     • The user asked for stocks in the US market. These three codes correspond to the primary U.S. stock exchanges.
     • Focusing on major exchanges typically improves data quality, liquidity, and reliability of price/volume and predictive metrics.
     • It avoids OTC/pink sheet names, which can be extremely volatile, illiquid, and prone to unreliable price moves.

2. market_cap: {'min': '500000000'} (≥ $500M)

   • Purpose: Exclude micro- and nano-cap stocks; focus on at least mid-/larger-small-cap names.
   • Rationale:
     • Microcaps often show outsized daily moves (including 10%+), but they are very risky, illiquid, and highly manipulable.
     • A $500M minimum market cap filters out the most speculative names while still leaving room for smaller, high-growth stocks that can realistically move 10% in a day.
     • This increases the odds that any large move tomorrow is based on fundamental or news-driven reasons, not pure illiquidity or price manipulation.

3. price: {'min': '3'} (share price ≥ $3)

   • Purpose: Avoid low-priced / penny stocks.
   • Rationale:
     • Penny stocks (typically under $5) can easily swing 10%+ in a day simply due to tiny absolute price changes or low liquidity, not because of meaningful opportunity.
     • A $3 floor removes the most extreme “lottery ticket” names but still allows many legitimate growth or event-driven stocks that can move sharply.
     • Helps ensure that a 10% move corresponds to substantive price action (e.g., from $10 to $11) rather than noise (e.g., $0.10 to $0.11).

4. monthly_average_dollar_volume: {'min': '500000'} (≥ $500K traded per day on average)

   • Purpose: Ensure a minimum liquidity level.
   • Rationale:
     • A stock with very low dollar volume can show large percentage moves from very small trades, making any 10%+ “move” potentially meaningless or impossible to trade at scale.
     • Requiring at least $500K of average daily dollar volume over the last month helps ensure:
       • Tighter spreads and more reliable execution.
       • That the price path used for prediction isn’t dominated by sporadic, illiquid prints.
     • This aligns with the user’s intent to find tradable candidates expected to have significant moves, not statistical anomalies.

5. one_day_rise_prob: {'min': '65'} (≥ 65% predicted probability of rising tomorrow)

   • Purpose: Focus on stocks with a relatively high model-estimated probability of a positive return tomorrow.
   • Rationale:
     • The question asks for stocks “expected to gain” tomorrow.
     • This filter uses a predictive model’s output to screen for names with at least a 65% chance (per the model) of finishing tomorrow higher than today.
     • While no model is perfect, using a probability threshold:
       • Distinguishes between stocks that may have a high potential return but low likelihood of actually rising.
       • Concentrates the list on scenarios where both the direction (up) and odds (above random chance) are favorable.

6. one_day_predict_return: {'min': '10'}` (≥ +10% predicted one-day return)

   • Purpose: Directly target the user’s 10%+ upside objective for tomorrow.
   • Rationale:
     • The user specified a minimum 10% gain. This filter ensures we only keep stocks where the model’s expected one-day return is at least +10%.
     • When combined with the probability filter, it focuses on names that are not just possibly volatile but where the expected move size is aligned with the user’s target.
     • This is the primary “magnitude of move” filter that links directly to the user’s requirement.

Why These Results Match the User’s Request

• US Market Focus:

  • Restricting to XNYS, XNAS, XASE ensures we are only looking at U.S.-listed securities, as requested.

• 10% Gain Target:

  • one_day_predict_return ≥ 10 explicitly encodes the requirement that the expected move tomorrow is at least +10%.

• “Expected to Gain” (Not Just “Can Move”):

  • one_day_rise_prob ≥ 65 means the model expects an above-average likelihood that the move is upward, not just volatile.

• Tradeability and Quality:

  • market_cap ≥ $500M, price ≥ $3, and monthly_average_dollar_volume ≥ $500K collectively:
    • Filter out thinly traded penny stocks and ultra-tiny companies where large percentage moves are common but often untradeable or extremely risky.
    • Improve the chances that any forecastable move relates to material events or market dynamics that an investor can realistically act on.

In combination, these filters aim to find U.S.-listed, reasonably liquid, non-microcap stocks that a predictive model estimates have both:

1. A 10%+ expected gain tomorrow, and
2. A relatively high probability of finishing the day higher,
   while avoiding the lowest-quality, highly manipulable names.