US Stock

Screening Filters

1. relative_vol ≥ 1.5

• Purpose: Finds stocks trading with above-average current activity compared with their normal volume.
• Rationale: Since you asked for a watchlist based on liquidity and volatility, relative volume is a strong proxy for short-term attention and tradability. Stocks with elevated relative volume are more likely to have meaningful intraday or swing setups and cleaner entries/exits.

2. monthly_average_dollar_volume ≥ 50,000,000

• Purpose: Filters for stocks with strong average trading value in dollars.
• Rationale: This is one of the best liquidity filters. It helps ensure the names are easy to enter and exit without excessive slippage, which is especially important if you want to define practical entry and exit levels.

3. price ≥ 5

• Purpose: Excludes very low-priced stocks.
• Rationale: Stocks under $5 are often less stable, less institutional, and more prone to erratic moves. Since you asked for a watchlist with actionable entry/exit levels, this filter improves quality and avoids many lower-liquidity, higher-manipulation names.

4. moving_average_relationship = PriceAboveMA20

• Purpose: Selects stocks trading above their 20-day moving average.
• Rationale: This identifies names with short-term bullish structure. For a watchlist, it helps focus on stocks that are already showing upward momentum rather than weak or broken charts.

5. rsi_category = moderate

• Purpose: Finds stocks with RSI in a balanced zone rather than extreme overbought/oversold conditions.
• Rationale: This is useful for finding stocks that are active but not excessively stretched. It supports better entry planning because the stock is neither too weak nor too overextended.

6. macd = positive, bullish

• Purpose: Looks for momentum confirmation from MACD.
• Rationale: MACD being positive and bullish suggests the trend and momentum are aligned. That makes the stock more suitable for a momentum-based watchlist and improves the odds of a usable technical setup.

7. stock_signals = dip

• Purpose: Identifies stocks that have pulled back from recent strength.
• Rationale: This is especially useful for defining entry levels. A dip after strength often gives a better risk/reward entry than chasing a fresh high. It fits your request for entry and exit planning.

8. week_price_change_pct ≥ 5

• Purpose: Requires at least a 5% gain over the past week.
• Rationale: This screens for recent momentum. If you want volatile, liquid names, recent weekly movement helps identify stocks that are currently in play.

9. month_price_change_pct ≥ 10

• Purpose: Requires at least a 10% gain over the past month.
• Rationale: This strengthens the medium-term momentum filter. It helps avoid random short bursts and instead focuses on stocks that have been trending with sustained interest.

10. region = US

• Purpose: Restricts the universe to U.S. stocks.
• Rationale: This matches your request exactly: you asked for a watchlist for U.S. stocks.

11. list_exchange = XNYS, XNAS, XASE

• Purpose: Limits results to NYSE, NASDAQ, and NYSE American-listed stocks.
• Rationale: These exchanges generally contain the most liquid, widely traded U.S. equities. That supports your liquidity requirement and keeps the watchlist focused on names where entries and exits are more practical.

Do these filters match the user’s request?

Yes, broadly they do.

• You asked for a U.S. stock watchlist
• Based on liquidity and volatility
• With entry and exit levels
• And an earnings calendar

The filters are well aligned with the first part of that request because they focus on:

• liquidity: dollar volume, exchange, price floor
• volatility / activity: relative volume, weekly/monthly price change
• tradeability: above MA20, MACD bullish, moderate RSI, dip setup

However, there is one important limitation:

• These filters do not directly screen for earnings calendar dates. We do not have a dedicated earnings-calendar filter in the set you provided. The filters are still effective for finding names that are likely to be tradable and worth placing on a watchlist, but the earnings calendar would need to be checked separately for those shortlisted stocks.

Why no results were returned

No results were returned because the filter combination is fairly strict when applied all at once. In particular:

• relative_vol ≥ 1.5
• monthly_average_dollar_volume ≥ 50M
• PriceAboveMA20
• moderate RSI
• MACD bullish
• dip
• weekly gain ≥ 5%
• monthly gain ≥ 10%

Each filter narrows the universe, and together they may eliminate stocks that are liquid and active but do not match every technical condition simultaneously. For example:

• some highly liquid stocks may not currently be on a dip,
• some dip candidates may not yet have 5% weekly performance,
• some strong momentum names may be overbought rather than moderate RSI,
• and some may not have a bullish MACD at the same time.

So the lack of results likely means the screen is too selective for the current market condition.

What this means for your request

The filter set is still appropriate in principle for building a high-quality U.S. watchlist, but it may need to be loosened so we can actually surface candidates.

Would you like to adjust the filters by relaxing one or more of these conditions, for example:

• lowering relative volume,
• reducing the minimum monthly dollar volume,
• removing the dip requirement,
• or loosening the weekly/monthly performance thresholds?

If you want, I can suggest a less restrictive version of the screen that is more likely to return usable U.S. stocks for watchlist building.