Screening Filters
earnings_date: {from: '2026-03-17', to: '2026-03-17'}
- Purpose: Focus on companies reporting earnings tomorrow.
- Rationale: Earnings releases are among the most common catalysts for sharp, short‑term price moves (both up and down). By requiring earnings specifically on the target date, we’re directly isolating stocks with a strong, known event scheduled for tomorrow, which statistically increases the likelihood of significant price movement.
option_iv_rank: {min: '60'}
- Purpose: Select stocks with relatively high implied volatility compared to their own past.
- Rationale: Implied volatility (IV) reflects the options market’s expectations for future price movement. IV rank compares current IV to its historical range (e.g., last 52 weeks). A minimum IV rank of 60 means IV is in the top 40% of its historical range — options traders are pricing in larger‑than‑usual moves. This is a direct way to capture “likely to move a lot” according to market expectations.
is_optionable: 'True'
- Purpose: Include only stocks that have listed options.
- Rationale: To use implied volatility and IV rank, the stock must have options trading on it. Limiting to optionable stocks ensures we can rely on options market data (like IV) as a forward‑looking indicator of expected movement. Non‑optionable stocks wouldn’t give us this signal.
one_day_predict_return: {min: '0'}
- Purpose: Filter for stocks where the model’s one‑day return forecast is at least non‑negative.
- Rationale: This is a model‑based estimate of tomorrow’s expected return. Setting a minimum of 0 doesn’t guarantee a gain, but it removes names with a negative expected move, biasing the list toward stocks where the model doesn’t anticipate downside. Combined with high IV and an earnings event, it focuses on names with both a catalyst and a non‑bearish forecast.
Why Results Match Your Question
- You asked for stocks “likely to experience significant movement tomorrow.”
- Earnings tomorrow → a clear, dated catalyst for big moves.
- High IV rank → options traders collectively expect larger‑than‑normal price swings.
- Restricting to optionable stocks → enables use of market‑based expectations (IV).
- Non‑negative one‑day predicted return → tilts results away from names where the model expects a drop.
No filter can guarantee significant movement; these criteria instead stack multiple probability‑boosting signals (event + options‑implied volatility + model forecast) to find stocks where a substantial move tomorrow is more likely than average.
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.