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Screening Report

Updated: 2026-04-05 08:07:36 MYT Source File: screen-report-20260405-080735.md Generated: 2026-04-05 08:07 AM Universe: 10350 Profile: breakout Trend Mode: any-trend Top N: 20

Hard Filters: UNIVERSE:10350 | PROFILE:breakout | TREND:any-trend | spot<150 | IV1>100% | EM>=8.0$ | EM%>=8.0% | DTE<=10 | RET20>=0.0% | ADV20$>=20.00M | ATR14%>=6.0 | EMA20GAP -5.0%..20.0% | PB20 0.0%..20.0% | OPTVOL>=2000 | OPTOI>=5000 | SPREAD<=10.0%

Executive Summary

No names passed all hard filters in this run. That usually means the market set is failing on trend alignment, pullback quality, liquidity, spread, or expected move.

Ranking Model

Total Score = movement + trend + entry fit + liquidity + execution

  • Movement: expected move, expected move %, IV, ATR
  • Trend: regime alignment, trend strength, 20D/60D return
  • Entry Fit: EMA20 gap and 20D pullback fit inside the preferred band
  • Liquidity: ADV20$, option volume/OI, flow confirmation
  • Execution: reward tight spreads, penalize unusable spreads

Top Results

No matches found. Try loosening trend mode, EMA20 gap, pullback, spread, or option liquidity filters.

Failed Snapshot

  • USO — atr14%<6.0
  • LITE — spot>=150.00, spread>10.0%
  • SNDK — spot>=150.00, iv<100%
  • AAOI — spread>10.0%
  • WDC — spot>=150.00, iv<100%
  • ASTS — ret20<0.0%
  • STX — spot>=150.00, iv<100%, spread>10.0%
  • ARM — iv<100%, em%<8.0%
  • UVIX — pullback>20.0%, em<$8.0
  • NBIS — iv<100%
  • PLUG — em<$8.0, spread>10.0%
  • AMD — spot>=150.00, atr14%<6.0, iv<100%, em%<8.0%
  • OXY — atr14%<6.0, iv<100%, em<$8.0, em%<8.0%
  • DOCN — iv<100%, spread>10.0%
  • UVXY — em<$8.0, spread>10.0%
  • CIEN — spot>=150.00, iv<100%, optoi<5000, spread>10.0%
  • INTC — atr14%<6.0, iv<100%, em<$8.0, em%<8.0%
  • MRVL — atr14%<6.0, iv<100%, spread>10.0%
  • DELL — spot>=150.00, atr14%<6.0, iv<100%, em%<8.0%
  • SQQQ — iv<100%, em<$8.0

Desk Notes

The final ranking intentionally rewards convexity, trend alignment, fit-for-entry, liquidity, and executable spreads. Use profile=breakout for AAOI-style expansion names near highs.

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