You’re asking for “Which stock is likely to increase by 5% today?”
No screen can guarantee a 5% move in a single day, but these filters are designed to find stocks that historically have a higher probability of making such a move, based on price action, volume, and model-based predictions.
Screening Filters
relative_vol ≥ 1.5
- Purpose: Find stocks trading with at least 1.5× their usual volume.
- Rationale:
- Elevated volume often signals unusual interest (news, catalysts, institutional activity).
- Big intraday moves (like +5%) are far more likely when volume is well above normal.
- This filter focuses on names where “something is happening” today, increasing the odds of a strong move.
moving_average_relationship = PriceAboveMA5
- Purpose: Ensure the stock’s price is above its 5-day moving average (a short-term bullish trend).
- Rationale:
- Being above a short-term MA indicates recent upward momentum.
- Stocks already in a short-term uptrend are statistically more likely to continue moving up than those in a downtrend.
- This aligns with your goal of finding candidates that are more likely to rise further today.
price_change_pct between 1% and 3.99% (0.01 to 3.99)
- Purpose: Target stocks that are already up today, but not yet near a +5% move.
- Rationale:
- A stock that’s already slightly positive shows buying interest and momentum.
- Limiting the gain to under ~4% avoids names that have likely already made “the move” you’re looking for; there’s still room to reach +5% from here.
- This balances confirmation of strength (not red or flat) with remaining upside potential.
one_day_rise_prob ≥ 60
- Purpose: Use a probability model to select stocks with at least a 60% estimated chance of closing higher today.
- Rationale:
- This is a statistical, model-based estimate using historical patterns (price, volume, volatility, etc.).
- A 60%+ threshold doesn’t guarantee gains, but it tilts the odds in your favor versus random selection.
- It directly addresses your “likely to increase” requirement by filtering for a higher probability of an up day.
one_day_predict_return ≥ 5
- Purpose: Focus on stocks where the model predicts at least a +5% return over the current day.
- Rationale:
- This is the most direct link to your question about a 5% move today.
- Even if the probability of going up is decent, many stocks may only be expected to move 1–2%; this filter demands that the expected move size is at or above your 5% target.
- It narrows results to names that historically show both direction (up) and magnitude (around +5%) potential.
Why the Results Match Your Intent
The direction requirement (“likely to increase”) is addressed by:
- PriceAboveMA5 (short-term uptrend)
- one_day_rise_prob ≥ 60 (statistical edge for an up close)
The magnitude requirement (around +5% today) is addressed by:
- price_change_pct 1–3.99% (already moving up but not fully extended)
- one_day_predict_return ≥ 5 (model expects roughly a +5% move)
The timing / catalyst aspect (today) is supported by:
- relative_vol ≥ 1.5 (unusual trading activity today, which often coincides with large same-day moves)
Overall, these filters don’t promise a 5% gain, but they systematically narrow the universe to stocks that:
- Are in a short-term bullish trend,
- Are already showing some positive momentum today,
- Have unusually strong trading activity, and
- Are statistically modeled to have both a higher chance of rising and an expected move of at least 5% over the current day.
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.