Us stocks yes

Important context

No stock screener can guarantee “the most return in the least time.” What we can do is bias the search toward stocks that historically behave in a way that could produce big short‑term moves—at the cost of much higher risk and volatility. These filters were built with that trade‑off in mind.

Screening Filters

1. Market Cap: 300M – 20B (market_cap)

   • Purpose: Focus on small to mid‑cap names where big price swings are more common, while avoiding the very smallest micro‑caps.
   • Rationale:
     • Very large companies (mega/large caps) usually move more slowly; it’s harder to get “maximum return in minimum time” there.
     • Very tiny micro‑caps (<$300M) can move a lot, but often on illiquidity, manipulation, or poor fundamentals. Setting a floor at $300M is a compromise between potential upside and basic quality/liquidity.
     • Capping at $20B keeps us in a universe where sizeable short‑term moves are still realistic.

2. High Risk / High Beta (beta: HighRisk)

   • Purpose: Select stocks that historically move more than the market (both up and down).
   • Rationale:
     • High beta = more sensitive to market moves, often bigger percentage swings daily/weekly.
     • If you want “most return in least time,” you logically need volatility; high‑beta stocks are where that lives.
     • This also means downside is amplified, which matches the high‑risk nature of the request.

3. Relative Volume ≥ 1.5 (relative_vol: min: 1.5)

   • Purpose: Find stocks currently trading with significantly higher volume than usual.
   • Rationale:
     • Relative volume > 1.5 means today’s trading activity is at least 50% higher than its typical level.
     • Elevated volume often precedes or accompanies strong moves (breakouts, breakdowns, news‑driven runs).
     • This tilts the list toward in‑play names where short‑term moves are actively happening, not sleepy stocks.

4. 1‑Month Price Change ≥ +20% (month_price_change_pct: min: 20)

   • Purpose: Filter for recent strong momentum winners.
   • Rationale:
     • A 20%+ move in a month indicates aggressive buying pressure or a strong narrative.
     • Momentum tends to cluster: stocks that recently moved a lot are more likely (not guaranteed) to continue showing volatility and trend behavior in the near term.
     • This aligns with your desire for “fast” returns by favoring names already demonstrating strong upside movement.

5. US Major Exchanges Only (list_exchange: XNYS, XNAS, XASE)

   • Purpose: Restrict to primary US exchanges (NYSE, NASDAQ, AMEX).
   • Rationale:
     • These exchanges have stricter listing standards and better liquidity than OTC or pink‑sheet markets.
     • You still get high‑volatility candidates (via other filters) but with more transparent reporting, tighter spreads, and generally better execution.
     • This keeps the search aligned with “US stocks” and avoids the riskiest, most opaque venues.

6. Predicted 1‑Week Return ≥ +8% (one_week_predict_return: min: 8)

   • Purpose: Use a predictive model to prioritize names with an expected strong short‑term upside.
   • Rationale:
     • An 8%+ predicted 1‑week return is a high bar; it deliberately narrows the list to stocks where the model sees meaningful short‑term upside potential.
     • This directly targets your time horizon: “least time” ≈ 1 week or less, so a strong 1‑week forecast is a relevant signal.
     • It does not ensure the return materializes; it’s a probabilistic screen, not a guarantee.

Why Results Match Your Intent

• The screener explicitly targets high‑volatility, high‑beta, small/mid‑cap names where large short‑term moves are most common.
• It layers in recent strong momentum (+20% in a month) and unusually high current volume, which both signal active trading and potential continuation of big moves.
• It emphasizes near‑term upside by requiring a model‑predicted 1‑week return of at least +8%, aligning with your desire for fast gains rather than long‑term compounding.
• It confines results to US‑listed stocks on major exchanges, keeping the list within a more regulated, tradable universe while still retaining substantial risk/reward.

Combined, these filters don’t promise quick profits, but they systematically push your search toward the corner of the market where rapid, outsized moves—up or down—are most likely to occur.