Screening Filters
moving_average_relationship: PriceAboveMA20
- Purpose: Select stocks whose current price is above their 20-day moving average.
- Rationale:
- You’re asking which stock to buy today for an upward move. That’s a short-term decision.
- The 20-day moving average is a common short‑term trend indicator.
- When price is above the 20‑day MA, it typically signals that recent momentum is bullish rather than bearish or sideways.
- Applying this filter biases the choice toward stocks already in a short‑term uptrend, instead of trying to “catch a falling knife.”
one_day_rise_prob: min 55
- Purpose: Require that the model-implied probability of the stock rising tomorrow (or next trading day) is at least 55%.
- Rationale:
- Your question is explicitly about which stock has the better chance to go up today/near term.
- This filter translates that into a quantitative condition: only consider stocks where the next‑day up-move probability is meaningfully above a coin flip (50%).
- Setting the bar at 55% doesn’t guarantee gains, but it improves odds versus random choice and aligns directly with your “chance to upward” focus.
one_day_predict_return: min 0.0001
- Purpose: Ensure the model’s expected 1‑day return is positive.
- Rationale:
- A stock might have a high probability of a tiny gain or a low probability of a larger gain. This filter ensures the average expected outcome is still positive.
- Even though 0.0001 is small (~0.01%), it explicitly excludes names where the model expects a negative or flat day.
- Combined with the probability filter, this focuses on stocks that not only are more likely to go up, but also have a non‑negative expected magnitude of that move.
Why Results Match Your Question
- You asked which stock to pick today with a better chance of going up.
- The PriceAboveMA20 filter ensures we’re looking at stocks already in a short-term uptrend, fitting a “buy strength, not weakness” approach.
- The one_day_rise_prob ≥ 55 filter directly targets names with higher modeled odds of rising in the next session, aligning with your “chance to upward” wording.
- The one_day_predict_return > 0 filter reinforces that we’re not just picking “likely but tiny” moves; we’re requiring a positive expected short-term return.
Together, these filters translate your qualitative request—“which should I buy today for upside?”—into a systematic, probability- and trend-based stock selection approach.
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.