last updated: August 31, 2023

Premade scans

Learn how to use our curated selection of premade scans designed to simplify stock market research. Please treat these scans as starting points for your own research. Feel free to adjust the conditions and sort criteria to suit your needs.


Breakout candidates

What it does

This scan is designed to spot potential breakout candidates among stocks and ETFs. A breakout often occurs when an asset's price surpasses a certain resistance level, usually accompanied by increased volatility and trading activity. In this scan, we focus on assets with significant recent performance, sufficient daily price movement, and liquidity. We also look for assets that have a price at least equal to their 50-day moving average and a current dollar volume that matches or exceeds its recent average. Finally, we also look for assets whose most recent price change is stable compared to their average daily range, offering a balanced view of volatility and stability as precursors to a potential breakout.

Conditions

  • Asset type: We focus on Stocks and ETFs for this scan.
  • Significant daily price movement: The asset should have an average daily range percentage of at least 5%, indicating ample volatility for potential breakouts.
  • Strong recent performance: The asset should have performed strongly over the past 50 days, with a performance measure of at least 30%.
  • Price relative to 50-day moving average: The asset's current price should be at least equal to its 50-day moving average, suggesting it is trading in line with or above its medium-term trend.
  • Liquidity: The asset should have a 20-day average dollar volume of at least $1 million, ensuring it has sufficient liquidity.
  • Stable recent price change relative to average daily range: The asset's most recent percentage price change should be less than or equal to its average daily range percentage over the past 20 days. This condition ensures that the latest price movement is relatively stable compared to its typical daily volatility, which can be a positive sign indicating consolidation before a potential breakout.

Sort Criteria

The scan results are sorted based on the past 50 days' performance, in descending order, to highlight the strongest candidates first.


Mean reversion long

What it does

This scan is tailored to identify stocks and ETFs that could be ripe for a mean reversion in a bullish direction. Mean reversion is the tendency for a stock's price to move back toward its average over time. Specifically, this scan targets assets that have experienced a significant decline in the past few days but show promising liquidity and stability in average dollar volume.

Conditions

  • Asset type: This scan is limited to Stocks and ETFs.
  • Recent performance decline: The scan filters for assets that have declined by at least 30% over the past 3 days, indicating they may be oversold and poised for a rebound.
  • Liquidity: The asset should have a 5-day average dollar volume of at least $1 million, ensuring it has sufficient liquidity.
  • Volume stability: We look for assets where the recent 5-day average dollar volume is at least equal to its 20-day average. This helps to ensure that the asset's liquidity is increasing, which can be a positive signal for mean reversion.

Sort criteria

The results are sorted based on the performance over the past 3 days, in ascending order, to highlight assets that have recently declined but could be ready for a rebound.


Mean reversion short

What it does

This scan aims to identify stocks and ETFs that could be set for a mean reversion in a bearish direction. Mean reversion is the financial theory suggesting that asset prices will tend to move toward their historical average over time. In this scan, we focus on assets that have experienced a significant surge in recent days but show consistent liquidity and stable average dollar volume.

Conditions

  • Asset type: This scan focuses on Stocks and ETFs.
  • Recent performance surge: The scan targets assets that have surged by at least 50% over the past 3 days. This could indicate overbought conditions and potential for a pullback.
  • Liquidity: The asset should have a 5-day average dollar volume of at least $1 million, ensuring sufficient liquidity for trading.
  • Volume stability: The scan filters for assets whose 5-day average dollar volume is at least equal to their 20-day average. This stability in dollar volume can be an additional indication of the asset's trading characteristics, serving as a risk management parameter.

Sort criteria

The results are sorted based on the performance over the past 3 days, in descending order, to spotlight assets that have recently surged but may be ready for a reversal.


Today's big movers

What it does

This scan is designed to highlight stocks and ETFs that had significant price movements in the last trading session. By focusing on assets with substantial price changes and strong liquidity, this scan can help you identify potential investment or trading opportunities that may continue to see heightened activity.

Conditions

  • Asset type: This scan is limited to Stocks and ETFs.
  • Substantial Daily price movement: The scan looks for assets with an average daily range percentage of at least 3%. This helps to ensure that the asset has sufficient volatility to be considered a big mover.
  • Liquidity: To ensure liquidity, the asset should have a 5-day average dollar volume of at least 1,000,000 shares.
  • Price change relative to average daily range: The scan filters for assets where the percentage change in price from the last session is at least equal to the asset's average daily range percentage. This helps to identify assets that moved significantly relative to their usual volatility.

Sort criteria

The results are sorted based on the percentage change in price from the last trading session, in descending order, to prioritize the biggest movers.


Recent volume surge

What it does

This scan aims to spotlight stocks and ETFs experiencing a significant uptick in trading volume. High trading volume can often precede substantial price movements and may indicate growing investor interest or upcoming events affecting the asset. By focusing on assets with a considerable increase in their 5-day average trading volume compared to their 20-day average, this scan helps you identify potential emerging opportunities.

Conditions

  • Asset type: This scan is tailored for Stocks and ETFs.
  • Liquidity: The scan filters for assets with a 5-day average dollar volume of at least $1 million, ensuring liquidity and ease of trading.
  • Volume increase: The scan looks for assets where the 5-day average trading volume is at least 30% greater than the 20-day average. This significant increase often points to heightened activity and potential upcoming price movements.

Sort criteria

The scan results are sorted based on BPR (base performance rating), in descending order, to bring the results with the highest relative strength to the forefront.