Note on “likely to decrease”
No screen can guarantee that a stock will fall this week, but these filters are designed to tilt the list toward stocks that, based on recent price action and quantitative forecasts, have a higher probability of declining in the near term.
Screening Filters
moving_average_relationship: PriceCrossDownMA5, PriceBelowMA20
- Purpose: Capture stocks showing bearish short‑term technical signals.
- Rationale:
- PriceCrossDownMA5: The current price has recently crossed below its 5‑day moving average.
- This is a classic short‑term bearish crossover signal, suggesting momentum has turned downward very recently.
- PriceBelowMA20: The current price is below its 20‑day moving average.
- This indicates the stock is already in a short‑term downtrend, rather than just a one‑day dip.
- Together, these filters focus on stocks where:
- The trend over the last month (20 days) is weak, and
- The very recent price action (5 days) has turned more negative.
week_price_change_pct: min = -100, max = -2
- Purpose: Select stocks that already fell in the past week by at least 2%.
- Rationale:
- A 1‑week price change between −100% and −2% means:
- The stock is down at least 2% over the last week (negative momentum),
- But we exclude extreme edge cases beyond −100% (basically a safety bound).
- This aligns with the idea that recent losers may have a higher chance of continued weakness, especially when confirmed by other indicators.
region: United States
- Purpose: Restrict the universe to U.S. companies.
- Rationale:
- Your question is about the US market, so this ensures all results are U.S.-listed firms or U.S.-domiciled companies.
list_exchange: XNYS, XNAS, XASE
- Purpose: Focus on major U.S. exchanges: NYSE, NASDAQ, and NYSE American.
- Rationale:
- These exchanges contain the most liquid and widely followed U.S. stocks.
- It avoids over‑the‑counter and very illiquid names where prices can be erratic and signals less reliable.
one_week_predict_return: min = -100, max = -2
- Purpose: Use a prediction model to find stocks expected to have negative returns over the next week.
- Rationale:
- This is a quantitative forecast of 1‑week return.
- A range of −100% to −2% means the model expects at least a 2% decline over the next week (on average), not a gain.
- Combining this with recent negative performance and bearish technicals targets stocks where both history and the model point the same way: downside.
one_week_rise_prob: min = 0, max = 40
- Purpose: Filter for stocks with a low modelled probability of rising in the next week.
- Rationale:
- A maximum of 40% rise probability implies the model sees at least a 60% chance of not rising (flat or falling).
- This strengthens the bias toward names that are statistically more likely to drop or at least not go up in the near term.
- Using both predicted return and probability of rise reduces the chance of including stocks where the expected return is slightly negative but highly uncertain.
Why Results Match Your Question
- The screen limits results to U.S. stocks on major exchanges, matching your “US market” requirement.
- Recent price action is negative (down at least 2% in the last week), signaling existing weakness.
- Technical trends (5‑day and 20‑day moving averages) confirm a short‑term bearish setup rather than a random dip.
- A quantitative forecast calls for negative 1‑week returns and assigns a low probability of a rise, directly addressing “likely to decrease in value this week.”
- By combining past performance, technical indicators, and predictive modeling, the filters focus on stocks where multiple independent signals point toward a higher likelihood of short‑term downside.
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.