WHAT STOCK WILL RETURN 5% TODAY

Note on “stocks expected to return 5% today”

No screen can guarantee a 5% gain in a single day. What we can do is filter for stocks that our model estimates have both (a) a relatively high probability of rising and (b) an expected one‑day return of at least 5%. The filters below are designed for that higher‑probability subset, not certainty.

Screening Filters

1. market_cap ≥ $1,000,000,000

   • Purpose: Focus on mid/large‑cap names rather than tiny, highly manipulable microcaps.
   • Rationale:
     • Larger companies tend to have more stable trading patterns and are less prone to extreme, random intraday swings driven purely by illiquidity or pump‑and‑dump activity.
     • When you’re looking for a model‑driven 5% move in one day, you want the move to be grounded in real flows and information, not noise. Size acts as a quality / stability filter.

2. price between $5 and $150

   • Purpose: Eliminate ultra‑low‑priced penny stocks and extremely high‑priced names that are impractical for many traders.
   • Rationale:
     • Price ≥ $5: Below ~$5 you often see wide spreads, low depth, and manipulation. A 5% move there can happen for random reasons and may be hard to trade in size or with tight stops.
     • Price ≤ $150: Very high‑priced stocks can be less accessible (position sizing, options, fractional issues), and their intraday volatility structure is different. Keeping to a moderate price band improves tradability and makes a 5% daily move more meaningful and realistic from a risk management standpoint.

3. monthly_average_dollar_volume ≥ $500,000

   • Purpose: Ensure sufficient liquidity so a 5% move is actually tradable.
   • Rationale:
     • Dollar volume combines price and share volume, which is more relevant than just share turnover.
     • With ≥ $500k average per day over the past month, you reduce the chance that quoted prices are stale or that a tiny order distorts the price.
     • For a short‑term 5% target, the ability to enter and exit without massive slippage is critical; this filter screens out illiquid tickers.

4. list_exchange ∈ {XNYS, XNAS, XASE}

   • Purpose: Limit to major U.S. exchanges (NYSE, NASDAQ, NYSE American).
   • Rationale:
     • These venues have stricter listing standards, better transparency, and more consistent reporting.
     • It cuts out OTC/pink‑sheet names where data can be unreliable and prices are often more easily manipulated—exactly the type of stocks that might show “model‑predicted” big moves that are not realistically tradable or trustworthy.

5. one_day_rise_prob ≥ 60

   • Purpose: Require a reasonably high model‑estimated probability that the stock will finish up on the day.
   • Rationale:
     • This is a probabilistic output from a forecasting model (e.g., using recent price action, volume, volatility, and possibly news).
     • By demanding at least a 60% chance of an up day, you’re excluding situations where the expected return might be high but driven by symmetric “coin‑flip” risk.
     • For the user’s question (“expected to return 5% today”), it’s not enough that the average outcome is +5%; we also want the odds of being green on the day to be meaningfully above random.

6. one_day_predict_return ≥ 5

   • Purpose: Directly target stocks with a model‑estimated one‑day return of at least +5%.
   • Rationale:
     • This is the core translation of your request. The model’s predicted percentage change from today’s open/previous close must be ≥ +5%.
     • Combining this with the rise‑probability filter (above) avoids cases where the model expects a huge move but with very low probability or very wide distribution of outcomes.
     • This focuses the results on names where both the magnitude and probability of the move align with your 5%‑today objective.

Why Results Match Your Intent

• You asked for stocks “expected to return 5% today”. The one_day_predict_return ≥ 5 filter encodes that desired magnitude directly in the model’s forecast.
• To avoid “lottery ticket” scenarios, one_day_rise_prob ≥ 60 adds a probability condition so the model believes an up day is more likely than not, and substantially better than 50/50.
• Liquidity and quality constraints (market_cap, price band, monthly_average_dollar_volume, and major U.S. exchanges only) ensure that:
  • The names are investable/tradable for most users.
  • The predicted moves are more likely driven by genuine information and market dynamics rather than illiquid noise.
• Taken together, the screen narrows the universe to liquid, exchange‑listed, reasonably sized U.S. stocks where the forecasting model sees at least a 5% expected upside for today with a ≥60% chance of finishing positive, which is the closest realistic interpretation of your request.