Screening Filters
market_cap: { min: 500,000,000 }
- Purpose: Focus on mid- and large-cap U.S. stocks (roughly $500M+).
- Rationale:
- Larger companies tend to have better liquidity and tighter spreads, making intraday moves more tradable.
- They are usually better covered by analysts and models, which can improve the reliability of short‑term expectation signals (like “expected to rise today”).
moving_average_relationship: [PriceAboveMA5]
- Purpose: Only include stocks whose current price is above their 5‑day moving average.
- Rationale:
- Price above a short-term moving average is a basic sign of near‑term positive momentum.
- For a query about “expected to rise today,” it makes sense to start with stocks already in a short-term upward bias rather than those in a downtrend or sideways pattern.
list_exchange: [XNYS, XNAS, XASE]
- Purpose: Restrict results to major U.S. exchanges:
- XNYS = NYSE
- XNAS = NASDAQ
- XASE = NYSE American
- Rationale:
- The user specifically asked about the “US market,” so this ensures we only screen stocks listed on primary U.S. exchanges.
- These exchanges typically have better liquidity and transparency, which matters for day‑to‑day price moves.
one_day_rise_prob: { min: 55 }
- Purpose: Select stocks where the model estimates at least a 55% probability that the price will rise over the next day.
- Rationale:
- Directly addresses “expected to rise today” by using a statistical/probability filter.
- A 55%+ threshold looks for a meaningful edge above a pure coin flip (50%), focusing on names where the odds of a positive day are modeled to be somewhat favorable.
one_day_predict_return: { min: 0.7 }
- Purpose: Filter for stocks with a model‑predicted one‑day return of at least +0.7%.
- Rationale:
- Ensures we are not just expecting a tiny move; the predicted upside is at least moderately significant.
- Complements the probability filter: not only should the chance of rising be elevated, but the expected size of the move should be worthwhile.
Why Results Match the User’s Request
- The exchange filter confines the universe to U.S.-listed stocks, matching the “US market” requirement.
- The market cap and moving average filters narrow the list to more liquid names that already show short-term positive momentum, which are more plausible candidates for an intraday rise.
- The one_day_rise_prob and one_day_predict_return filters directly encode “expected to rise today” by requiring both:
- a better-than-random modeled probability of a positive day, and
- a minimum predicted magnitude of the move.
Together, these filters build a focused list of U.S. stocks that current data and models suggest have a reasonably higher likelihood of rising today and by a meaningful amount.
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.