Us stock market

Screening Filters

1. relative_vol ≥ 1.2

   • Purpose: Find stocks with above-average trading activity.
   • Rationale: If the market may move up or down on Monday, stocks with stronger relative volume are more likely to reflect real market participation and react meaningfully to the broader trend.

2. PriceAboveMA20

   • Purpose: Select stocks trading above their 20-day moving average.
   • Rationale: This suggests short-term price strength and a bullish near-term trend, which is useful when looking for stocks more likely to hold up or rise if the market opens positively.

3. PriceAboveMA5

   • Purpose: Identify stocks with very recent upward momentum.
   • Rationale: Trading above the 5-day moving average indicates immediate strength and helps capture stocks already moving in the direction of short-term bullish sentiment.

4. MACD bullish / positive

   • Purpose: Filter for momentum confirmation.
   • Rationale: A bullish, positive MACD implies trend momentum is improving, which supports the idea of finding stocks with a higher chance of continuing upward if Monday’s market tone is constructive.

5. is_index_component = GSPC, NDX, DJI

   • Purpose: Focus on stocks that belong to major U.S. benchmark indices.
   • Rationale: Since the user is asking about the U.S. stock market broadly, restricting to S&P 500, Nasdaq 100, and Dow Jones components keeps the screen aligned with the market most representative of the U.S. equity environment.

6. one_day_predict_return ≥ 0

   • Purpose: Favor stocks with non-negative near-term modeled outlook.
   • Rationale: This helps tilt the screen toward names expected to perform at least flat or better over the next trading day, which is directly relevant to a Monday up/down outlook.

7. one_week_predict_return ≥ 0

   • Purpose: Favor stocks with non-negative short-term modeled outlook over the coming week.
   • Rationale: This adds a slightly broader short-term confirmation so the screen isn’t based only on a one-day estimate, improving consistency for Monday and the days following.

8. is_optionable = True

   • Purpose: Keep stocks that can be traded with options.
   • Rationale: Optionable stocks are typically more liquid and widely followed, which often makes them better candidates for short-term market analysis and trading around Monday moves.

Why Results Match:

• The screen is built to find U.S. large-cap, liquid stocks with bullish short-term momentum, which is appropriate when asking whether Monday is likely to be up or down.
• The combination of price above short-term moving averages, bullish MACD, and positive predicted returns targets stocks that are already showing strength.
• Relative volume helps ensure the move is supported by market participation rather than noise.
• Limiting to major index components makes the screen relevant to the broader U.S. market rather than obscure names.
• Optionable stocks are typically easier to analyze and trade in a short-term market context.