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Screening Report

Updated: 2026-04-0105 08:43:2107:36 MYT Source File: screen-report-20260401-084320.20260405-080735.md Generated: 2026-04-0105 08:4307 AM Universe: 1032710350 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

This screen highlights high-implied-volatility, short-term momentumNo names tradingpassed belowall $200.hard Currentfilters leader:in LQDAthis withrun. scoreThat 60.1,usually near-expirymeans ATMthe IVmarket 187.5%,set andis failing on trend alignment, pullback quality, liquidity, spread, or expected move $5.10.move.

Ranking Model

Total Score = IV convexity + expected movemovement + trend strength+ 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 activityvolume/OI, -flow spreadconfirmation
    • penalty
  • Execution:

     reward tight spreads, penalize unusable spreads

Top Results

#SymbolScoreThesisSpotIV1EM $ATR14%ADV20$Opt VolOpt OISpread%
01LQDA60.1call-flow, wide-spread, near-break, momentum37.74187.5%5.105.2%50.90M6.3K20.8K80.4%
02AXTI57.4momentum, large-em56.98146.8%5.6015.5%647.37M3.0K5.4K35.7%

Analyst Breakdown

01 LQDA

TradingNo thesis:matches found. call-flow,Try wide-loosening trend mode, EMA20 gap, pullback, spread, near-break,or momentumoption liquidity filters.

CategoryMetricValue
PriceSpot37.74
OptionsATM IV187.5%
OptionsExpected Move$5.10 (13.5%)
OptionsExpiry / DTE2026-04-02 / 1D
TrendEMA20 / EMA5036.15 / 36.03
TrendR20 / R6018.8% / 20.2%
TrendDistance to 20D breakout2.9%
RiskHV2059.1%
RiskATR14%5.2%
LiquidityADV20$50.90M
OptionsCall/Put Vol Ratio1.78
OptionsCall/Put OI Ratio2.19
OptionsTotal Option Volume6.3K
OptionsTotal Option OI20.8K
ExecutionSpread%80.4%
ScoreComposite Score60.1

02 AXTI

Trading thesis: momentum, large-em

CategoryMetricValue
PriceSpot56.98
OptionsATM IV146.8%
OptionsExpected Move$5.60 (9.8%)
OptionsExpiry / DTE2026-04-02 / 1D
TrendEMA20 / EMA5051.79 / 39.90
TrendR20 / R6036.4% / 240.0%
TrendDistance to 20D breakout20.1%
RiskHV20169.3%
RiskATR14%15.5%
LiquidityADV20$647.37M
OptionsCall/Put Vol Ratio0.59
OptionsCall/Put OI Ratio2.67
OptionsTotal Option Volume3.0K
OptionsTotal Option OI5.4K
ExecutionSpread%35.7%
ScoreComposite Score57.4

Failed Snapshot

  • CNTAUSO — dte>10atr14%<6.0
  • APLSLITE — not-uptrend,spot>=150.00, dtespread>1010.0%
  • BWETSNDK — dtespot>10,=150.00, optvoliv<500,100%
    • optoi
  • AAOI — spread>10.0%
  • WDC — spot>=150.00, iv<1000100%
  • ASTS — ret20<0.0%
  • STX — spot>=150.00, iv<100%, spread>10.0%
  • ARM — iv<100%, em%<8.0%
  • UVIX — pullback>20.0%, em<$5.8.0
  • KORUNBIS — iv<100%
  • PLUG — em<$8.0, spread>10.0%
  • AMD — spot>=200.150.00, not-uptrend,atr14%<6.0, ret20iv<0.0%100%, dte>10
  • RGTZ — dte>10, optvolem%<500, optoi<1000
  • RH — not-uptrend, ret20<0.8.0%
  • AIRSOXY — dte>10,atr14%<6.0, iv<100%, em<$5.08.0, em%<8.0%
  • TSEMDOCN — dte>10, iv<120%100%, spread>10.0%
  • QBTZUVXY — dte>10, optvol<500, optoi<1000
  • TVTX — not-uptrend, dte>10
  • SLDB — dte>10, em<$5.0
    • 8.0,
  • UCO — dtespread>1010.0%
  • CIEN — spot>=200.150.00, iv<120%100%, optoi<5000, spread>10.0%
  • ASTXINTC — not-uptrend,atr14%<6.0, ret20iv<0.0%100%, dteem<$8.0, em%<8.0%
  • MRVL — atr14%<6.0, iv<100%, spread>1010.0%
  • 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 high IV + strongconvexity, trend +alignment, liquidityfit-for-entry, +liquidity, activeand optionsexecutable spreads. Use profile=breakout for AAOI-style expansion names near highs.

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