Screening Filters
monthly_average_dollar_volume >= 5,000,000
- Purpose: Focus on highly liquid stocks.
- Rationale:
- You asked what to look at tomorrow, which implies potential short-term trades or fast decisions.
- High dollar volume (price × volume) means:
- Tighter bid–ask spreads
- Easier entries/exits without moving the price much
- Less risk of being stuck in an illiquid name
- A $5M+ threshold filters out thin, speculative names and keeps you in more institutionally-traded stocks.
relative_vol >= 2
- Purpose: Highlight stocks that are unusually active today versus their normal activity.
- Rationale:
- Relative volume (RVOL) compares current volume to typical volume.
>= 2 means the stock is trading at least 2× its usual volume, which usually signals:
- Fresh news or catalysts
- Strong institutional participation
- Higher probability of meaningful price moves carrying over into tomorrow
- For “what to watch tomorrow,” today’s abnormal activity is a strong clue for tomorrow’s tradeable setups.
is_index_component = ['GSPC'] (S&P 500 members only)
- Purpose: Limit results to large, established U.S. companies.
- Rationale:
- S&P 500 stocks tend to be:
- Heavily analyzed and widely held
- More stable from a corporate/governance standpoint
- Highly liquid with robust options and derivatives markets
- This aligns with a “professional” watchlist for tomorrow: well-known, liquid names rather than microcaps or obscure tickers.
one_day_rise_prob >= 55
- Purpose: Skew the list toward stocks with a statistically higher probability of rising the next day.
- Rationale:
- This leverages a model-based probability estimate of a 1‑day gain.
- A threshold of 55% means:
- You’re not looking for guaranteed winners (which don’t exist), but
- You are filtering for setups where the historical/quant signals tilt the odds modestly in your favor for tomorrow’s session.
- This is directly aligned with “which stocks should I consider tomorrow?” by prioritizing names with a slight short-term edge.
earnings_date from 2026-02-05 to 2026-02-12
- Purpose: Focus on stocks with upcoming or just-imminent earnings.
- Rationale:
- Earnings are one of the strongest short‑term catalysts:
- Volatility and volume typically spike around reports
- Trading opportunities often emerge both before (positioning/speculation) and after (reaction) the announcement
- By selecting dates from tomorrow out about a week:
- You capture stocks that may move tomorrow due to:
- Anticipation ahead of tonight/tomorrow’s earnings, or
- Ongoing repricing in the sessions immediately after results.
Why Results Match What You Asked
You asked what stocks to consider looking into tomorrow, which implies:
- Short-term focus (1 trading day or so)
- Interest in names that are active and relevant right now, not just random long-term value ideas.
These filters collectively ensure that:
- Stocks are liquid and tradable (
monthly_average_dollar_volume >= 5M, S&P 500 membership).
- They are “in play” right now, with:
- Unusual trading activity (
relative_vol >= 2)
- A major near-term catalyst (earnings within the next week).
- They have a statistically better‑than‑coin‑flip tendency to rise tomorrow (
one_day_rise_prob >= 55), which is exactly aligned with building a focused, short-term watchlist for the next session.
In other words, the screen is designed to surface large, liquid, S&P 500 stocks that are unusually active today, have an earnings catalyst in the next few days, and show a modestly favorable probability of rising tomorrow—a strong starting universe for what you should look into for the next trading day.
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.