First, a quick clarification
No screener (or analyst) can know with certainty what “tomorrow’s top pick in the premarket” will be. What we can do is narrow the universe to stocks that historically have a higher probability of a strong next-day move and that tend to react meaningfully in the premarket (e.g., around earnings). The filters below are chosen with that goal in mind.
Screening Filters
Market Cap ≥ $1B (market_cap: {'min': '1000000000'})
- Purpose: Focus on mid–large cap names rather than tiny, highly speculative stocks.
- Rationale:
- Larger companies are more liquid and have tighter spreads, which is crucial in premarket trading where liquidity is thinner.
- Reduces the risk of thinly traded micro-caps that can move on random noise rather than meaningful catalysts.
Monthly Average Dollar Volume ≥ $500K (monthly_average_dollar_volume: {'min': '500000'})
- Purpose: Ensure the stocks are actively traded and realistically tradable in premarket.
- Rationale:
- Dollar volume (price × volume) is a direct measure of how much money flows through a stock.
- Higher dollar volume means better execution, less slippage, and more reliable price action when you’re looking for a “top pick” that you can actually enter and exit.
Region: United States (region: ['United States'])
- Purpose: Limit to U.S.-listed companies.
- Rationale:
- U.S. markets (NYSE, NASDAQ, AMEX) have well-defined premarket sessions and widely accessible premarket trading for many brokers.
- Ensures consistent data availability and clear timing around “tomorrow’s” premarket activity relative to the user’s perspective.
Exchanges: NYSE, NASDAQ, AMEX (list_exchange: ['XNYS', 'XNAS', 'XASE'])
- Purpose: Focus on major U.S. exchanges.
- Rationale:
- These exchanges host the bulk of high-quality, liquid U.S. stocks that participate actively in premarket trading.
- Filters out OTC and less-regulated venues where spreads, liquidity, and data quality are worse—especially problematic in premarket.
One-Day Rise Probability ≥ 60% (one_day_rise_prob: {'min': '60'})
- Purpose: Tilt towards stocks with a historically higher probability of rising the next trading day.
- Rationale:
- This comes from a predictive model that estimates the chance the stock will be up tomorrow.
- A ≥60% threshold biases the list toward names that statistically have more up days than down days under similar conditions—aligned with looking for a “top pick” for tomorrow.
Predicted One-Day Return ≥ +1.5% (one_day_predict_return: {'min': '1.5'})
- Purpose: Focus not just on probability of going up, but on magnitude of the expected move.
- Rationale:
- A stock that is 60% likely to rise but only by 0.2% is not an attractive “top pick.”
- By requiring an expected return of at least +1.5% for the next day, the screen targets candidates with both a higher win rate and meaningful upside potential.
Earnings Date Very Near-Term (earnings_date: {'from': '2026-03-02', 'to': '2026-03-04'})
- Purpose: Isolate stocks with earnings catalysts right now—exactly when premarket moves tend to be largest.
- Rationale:
- Earnings reports are among the strongest drivers of premarket gaps and volatility (beats/misses are often released after the close or before the open).
- By focusing on earnings dates spanning today through two days out (2026-03-02 to 2026-03-04), the screen looks for names likely to move sharply in the next session’s premarket due to fresh news.
Why These Results Match Your Request
The time focus (“tomorrow’s” premarket) is addressed by:
- Using next-day probability and return models (
one_day_rise_prob, one_day_predict_return).
- Targeting imminent earnings that often trigger premarket gaps.
The premarket tradability angle is addressed by:
- Requiring sufficient market cap and dollar volume, which supports actual entry/exit in thin premarket conditions.
- Limiting to major U.S. exchanges, where premarket trading is active and widely supported.
The “top pick” quality is approximated by:
- Combining high predicted probability of a rise with higher expected return, rather than just one or the other.
- Overlaying that with an earnings catalyst, which increases the odds of outsized moves relative to normal days.
Together, these filters don’t guarantee the single best performer, but they narrow the universe to stocks that are statistically more likely to be strong candidates for tomorrow’s premarket action and that are practically tradable.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.