Screening Filters
Market Cap ≥ $5,000,000,000 (5B)
- Purpose: Focus on larger, more established U.S. companies.
- Rationale:
- Bigger firms tend to be more stable, with more analyst coverage and information available.
- When you’re asking what to “buy tomorrow,” it’s generally safer to screen out tiny or highly speculative names that can move wildly on low volume or single news items.
- This helps narrow the list to companies that are more suitable for most investors rather than penny stocks or microcaps.
Monthly Average Dollar Volume ≥ $2,000,000
- Purpose: Ensure stocks are sufficiently liquid (easy to get in and out at fair prices).
- Rationale:
- Liquidity is critical for “tomorrow” trades; you want to be able to buy and sell without moving the price too much.
- A minimum average dollar volume of $2M per month filters out thinly traded stocks where the bid–ask spread can be wide and orders may not fill efficiently.
- This aligns with the idea of practical, tradable recommendations rather than illiquid names that are hard to transact in.
PriceAboveMA20 (Price above 20‑day moving average)
- Purpose: Select stocks with short‑term positive price momentum.
- Rationale:
- The 20‑day moving average is a common short‑term trend indicator.
- Requiring price to be above the 20‑day MA means we’re focusing on stocks currently in an uptrend or at least not in a recent downtrend.
- For a “what to buy tomorrow” style question, it’s logical to look for names that are already showing some strength rather than those in clear decline.
Region: United States
- Purpose: Restrict to U.S. companies, as requested.
- Rationale:
- Your question is specifically about U.S. stocks, so this removes all non‑U.S. listings.
- It keeps the results aligned with U.S. market hours, regulations, and reporting standards you’re likely targeting.
List Exchange: XNYS, XNAS, XASE (NYSE, NASDAQ, AMEX)
- Purpose: Limit to major U.S. exchanges.
- Rationale:
- These are the primary, most regulated, and most liquid U.S. exchanges.
- Excluding OTC and other minor venues helps avoid lower‑quality or less transparent listings and keeps the universe focused on mainstream, widely traded stocks that are more appropriate for most investors.
One-Day Rise Probability ≥ 55%
- Purpose: Tilt the selection toward stocks with a historically higher probability of rising the next day.
- Rationale:
- This metric likely comes from a statistical or model‑based estimate using past price behavior, volatility, and other features to assess the chance of a positive next‑day return.
- Setting the bar at ≥55% doesn’t guarantee gains but biases the screen toward names with a modest historical edge for next‑day upside—consistent with a “which to buy tomorrow” style intent.
- It’s a way to encode short‑term “edge” or probability into the filter, rather than randomly picking from all U.S. stocks.
Why Results Match Your Question
- The U.S. region and major exchange filters ensure the universe is exactly U.S.-listed, mainstream stocks, as you requested.
- The market cap and liquidity filters focus on more established, tradable companies that are feasible for “buy tomorrow” decisions and not obscure, thinly traded names.
- The PriceAboveMA20 condition emphasizes stocks already in short‑term uptrends, matching the idea of looking for attractive buy candidates right now.
- The one-day rise probability ≥ 55% explicitly targets stocks with a historically better‑than‑coin‑flip chance of rising the next day, aligning the screen with the timing aspect of your question (tomorrow), while still acknowledging this is probabilistic, not certain.
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.