Screening Filters
monthly_average_dollar_volume ≥ 500,000
- Purpose: Ensure the stocks are reasonably liquid and actively traded.
- Rationale:
- “Bullish tomorrow” is only meaningful if you can realistically enter and exit positions.
- A minimum average dollar volume of $500K helps filter out illiquid, thinly traded names where prices can be erratic and spreads wide, making any “bullish” signal harder to trade.
moving_average_relationship: PriceAboveMA20
- Purpose: Capture stocks already in a short-term uptrend.
- Rationale:
- A price above its 20-day moving average (MA20) is a classic technical sign of short-term strength.
- If you’re looking for stocks “expected to be bullish tomorrow,” it’s logical to start with names that are already trending up rather than fighting a downtrend.
one_day_rise_prob ≥ 60
- Purpose: Focus on stocks with a relatively high model-estimated probability of rising the next day.
- Rationale:
- This directly targets your time horizon (“tomorrow”).
- A minimum threshold of 60% filters for names where the predictive model suggests odds are meaningfully tilted toward a positive next-day move, aligning with the idea of “expected to be bullish.”
one_day_predict_return ≥ 1 (≥ +1%)
- Purpose: Ensure the forecasted upside for tomorrow is not just marginal.
- Rationale:
- A stock might have a slightly positive expected return but by an insignificant amount.
- Requiring at least +1% predicted return helps focus on setups where the potential move is large enough to matter for a short-term bullish trade.
option_sentiments: Bullish
- Purpose: Add confirmation from options market positioning.
- Rationale:
- Options flow and positioning can reflect informed or aggressive bullish views (e.g., call buying, put selling).
- Requiring bullish option sentiment means you’re not relying only on price and model predictions; you’re also screening for stocks where derivatives traders are leaning bullish, supporting the idea that the name is “expected to be bullish.”
Why Results Match Your Question
- The screen restricts results to tradable, reasonably liquid stocks.
- It focuses on names already in a short-term uptrend (PriceAboveMA20).
- It directly uses next-day predictive metrics (rise probability and predicted return) to target stocks expected to move up tomorrow.
- It confirms this with bullish options sentiment, adding another layer of evidence that the market anticipates upside.
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.