What market cap would you suggest?

Screening Filters

1. Market Capitalization: market_cap min $1B, max $30B

   • Purpose: Focus on established, reasonably liquid companies while still allowing meaningful upside, and broaden results enough to reliably get ≥10 names.
   • Rationale:
     • Your original request specified “not micro illiquid penny stocks” and more recently “market cap > $2B.”
     • The screener slightly relaxes this to ≥$1B to follow your own preferred relaxation order (Option C: relax market cap first) so that you actually get results consistently.
     • A $1–30B range targets mostly small–mid caps (and some lower large caps), which:
       • Are generally liquid and institutionally followed (unlike sub‑$1B microcaps).
       • Still have room for higher percentage moves than very large/mega caps, aligning with your interest in near‑term upside.
     • The $30B upper cap helps avoid very large/mega caps that often move more slowly in percentage terms, reducing the chance of 10%+ short‑term moves.

2. Price: price max $20

   • Purpose: Match your explicit focus on lower‑priced stocks.
   • Rationale: You asked for US‑listed stocks under $20. This keeps the universe in your preferred price bracket while allowing a decent number of names (vs. a stricter $10 cap).

3. Volume: volume min 200,000 shares

   • Purpose: Enforce basic liquidity so you can realistically trade in and out.
   • Rationale:
     • You specified “reasonably liquid (daily volume above 250k / 500k)” in earlier versions.
     • Setting ≥200k shares/day is a slight relaxation to increase the hit rate while still filtering out illiquid, hard‑to‑trade names and extreme penny‑stock behavior.

4. Market Cap Category: market_cap_category in [mid, large, mega]

   • Purpose: Reinforce the quality / size floor and avoid true microcaps and tiny small caps.
   • Rationale:
     • This categorical filter backs up the numeric $1B+ floor by explicitly excluding micro and very small caps, which often have erratic pricing and poor liquidity.
     • Combined, these two filters ensure you are mostly looking at institutional‑grade companies, not speculative microcaps.

5. Growth: revenue_5yr_cagr min 4.9%

   • Purpose: Capture companies with demonstrably improving fundamentals over a multi‑year period.
   • Rationale:
     • You asked for “strong revenue and/or earnings growth trends or clear turnaround catalysts.”
     • A ≥4.9% 5‑year revenue CAGR is a moderate but meaningful bar: it filters out flat/declining businesses while still leaving enough names to hit your “at least 10 results” target.
     • Using 5‑year CAGR approximates sustained growth, not just a one‑off good year.

6. Valuation: pe_ttm between 5 and 40

   • Purpose: Avoid both extremely expensive and extremely distressed names.
   • Rationale:
     • A P/E <5 can signal potential distress, accounting anomalies, or one‑time earnings spikes.
     • A P/E >40 often indicates very high expectations already priced in, reducing your risk/reward for a 10–50% gain.
     • The 5–40 band is wide enough to capture growth names and value names, but tight enough to avoid the extremes that often behave unpredictably.

Why Results Match Your Intent

• The $1–30B market cap range plus mid/large/mega categories directly address your question about recommended market cap: it keeps you out of microcaps while still allowing smaller, more agile businesses that can plausibly deliver meaningful percentage gains.
• Liquidity (volume ≥200k) and a sub‑$20 share price align with your desire for tradable, non‑penny, lower‑priced stocks.
• The growth (revenue CAGR) and valuation (P/E band) filters target companies with improving fundamentals at reasonable prices, which is what you’ve linked to a higher probability of upside.
• Relaxing the original $2B market‑cap floor down to $1B is the first and least dangerous adjustment (consistent with your “Option C first” preference), making it much more likely the screener will consistently return ≥10 names without compromising too much on quality.