Screening Report

Updated: 2026-04-05 08:07:3618:48:54 MYT Source File: screen-report-20260405-080735.161723.md Generated: 2026-04-05 08:0704:17 AMPM Universe: 10350 Profile: breakoutvolatile_swing Trend Mode: any-trend Top N: 2030

Hard Filters: UNIVERSE:10350 | PROFILE:breakoutvolatile_swing | TREND:any-trend | spot<150200 | IV1>100%70% | EM>=8.4.0$ | EM%>=8.4.0% | DTE<=10 | RET20>=0.0%14 | ADV20$>=20.10.00M | ATR14%>=6.5.0 | EMA20GAP -5.12.0%..20.30.0% | PB20 0.0%..20.0% | OPTVOL>=2000800 | OPTOI>=50002500 | SPREADSPREADpref<=10.15.0% | hard<=35.0%

Executive Summary

NoThis namesscreen passedtargets allinstitutional-style hardswing filterscandidates inwith thisliquidity, run.elevated Thatfront-end usuallyIV, meansmeaningful theexpected marketmove, setand isexecutable failingspreads. onCurrent leader: BNO with score 124.9, trend alignment,regime pullbackup, quality,ATM liquidity,IV spread,121.3%, orand expected move.move $9.85.

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

#	Symbol	Regime	Score	Thesis	Spot	IV1	EM $	EM %	Trend	Entry	Liq	Exec	Spread%
01	BNO	up	124.9	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity	54.12	121.3%	9.85	18.2%	28.0	15.5	33.0	8.0	7.1%
02	TSEM	up	121.7	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity	197.80	95.3%	28.55	14.4%	28.0	13.4	31.0	8.0	8.8%
03	USO	up	118.9	positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity	137.92	106.7%	22.35	16.2%	28.0	14.2	28.0	8.0	4.0%
04	PL	up	112.5	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	35.88	115.7%	6.25	17.4%	28.0	13.5	30.8	4.0	14.4%
05	UCO	up	111.0	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity	39.66	127.8%	7.65	19.3%	28.0	18.2	31.8	-4.0	17.0%
06	NBIS	mixed	109.9	ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity	108.82	87.0%	14.25	13.1%	14.0	16.2	31.0	8.0	5.6%
07	FSLY	up	108.8	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	33.50	112.9%	6.20	18.5%	28.0	12.6	29.4	4.0	12.9%
08	SEDG	up	107.4	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	48.75	92.8%	6.83	14.0%	28.0	17.9	24.5	4.0	9.5%
09	AA	up	104.0	positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity	71.53	78.5%	8.45	11.8%	23.6	15.4	26.3	8.0	4.7%
10	AAOI	mixed	102.5	ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity	103.91	140.6%	21.95	21.1%	13.4	16.3	30.9	-4.0	17.8%
11	CRWV	mixed	100.1	ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity	82.24	89.0%	11.00	13.4%	7.6	17.1	28.1	8.0	6.4%
12	DOCN	up	98.6	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity	90.01	87.9%	11.90	13.2%	28.0	15.0	26.5	-10.0	26.9%
13	UVXY	mixed	98.4	ema20-entry, controlled-pullback, wide-spread, high-convexity, large-relative-move, institutional-liquidity	50.53	146.9%	11.20	22.2%	18.1	15.0	29.2	-10.0	33.9%
14	GSAT	up	98.2	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity	77.73	90.6%	10.90	14.0%	23.9	13.5	31.4	-10.0	29.4%
15	GUSH	up	97.8	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity	42.16	83.7%	5.30	12.6%	28.0	18.6	30.2	-4.0	17.0%
16	SQQQ	mixed	97.8	ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	77.29	76.0%	8.85	11.5%	13.2	16.8	31.8	4.0	12.4%
17	BE	mixed	94.6	ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	135.63	108.1%	22.07	16.3%	2.0	13.8	29.2	4.0	11.1%
18	ASTS	mixed	93.3	ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity	92.62	106.9%	14.92	16.1%	-6.0	16.8	29.9	8.0	7.7%
19	SATS	up	93.0	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity	128.68	72.3%	14.10	11.0%	23.4	15.4	30.0	-10.0	22.7%
20	BKSY	up	92.0	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity	30.81	128.4%	5.90	19.1%	25.0	13.7	22.0	-4.0	16.9%
21	SOXL	mixed	89.6	ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	52.75	127.1%	10.05	19.1%	-6.0	17.4	28.5	4.0	11.9%
22	VIAV	up	86.6	positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity	36.89	94.9%	5.28	14.3%	28.0	15.9	24.2	-10.0	25.6%
23	RKLB	mixed	85.9	ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity	67.73	99.0%	6.88	10.2%	-6.0	16.8	32.4	8.0	6.5%
24	ALB	up	85.5	positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity	178.09	71.5%	13.00	7.3%	19.9	15.6	13.7	4.0	13.8%
25	AU	mixed	84.0	ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity	101.22	70.4%	10.70	10.6%	3.0	18.0	21.2	8.0	7.5%
26	NUGT	mixed	83.6	ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	199.37	120.4%	36.05	18.1%	-6.0	15.2	24.7	4.0	13.6%
27	LABU	mixed	79.9	ema20-entry, controlled-pullback, high-convexity, large-relative-move, institutional-liquidity	171.64	113.0%	28.65	16.7%	11.3	15.9	12.6	-4.0	15.0%
28	EWY	mixed	79.0	ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity	122.87	72.0%	9.05	7.4%	-0.2	17.2	28.0	4.0	12.2%
29	PBF	mixed	78.6	ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity	45.39	80.8%	5.50	12.1%	8.0	17.6	24.1	4.0	12.7%
30	CRDO	down	75.3	ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity	101.45	88.0%	13.40	13.2%	-14.0	16.4	29.2	4.0	13.4%

Analyst Breakdown

01 BNO

NoTrading matches found.thesis: Trypositive-trend, looseningema20-entry, trendcontrolled-pullback, mode,flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity

gap,

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	54.12
Options	ATM IV	121.3%
Options	Expected Move	$9.85 (18.2%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	48.50 / 42.08
Trend	EMA20 Slope(5) / EMA50 Slope(10)	5.8% / 12.3%
Trend	R20 / R60	34.5% / 92.4%
Entry	Distance above EMA20	11.6%
Entry	Distance above EMA50	28.6%
Entry	Pullback from 20D high	0.0%
Risk	HV20	74.1%
Risk	ATR14%	5.3%
Liquidity	ADV20$	554.82M
Options	Call/Put Vol Ratio	3.30
Options	Call/Put OI Ratio	3.40
Options	Total Option Volume	19.2K
Options	Total Option OI	60.4K
Execution	Spread%	7.1%
Score	Movement / Trend / Entry / Liquidity / Execution	40.4 / 28.0 / 15.5 / 33.0 / 8.0
Score	Composite Score	124.9

02 TSEM

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	197.80
Options	ATM IV	95.3%
Options	Expected Move	$28.55 (14.4%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	161.25 / 143.38
Trend	EMA20 Slope(5) / EMA50 Slope(10)	8.1% / 13.3%
Trend	R20 / R60	64.1% / 61.8%
Entry	Distance above EMA20	22.7%
Entry	Distance above EMA50	38.0%
Entry	Pullback from 20D high	0.0%
Risk	HV20	99.0%
Risk	ATR14%	8.3%
Liquidity	ADV20$	771.32M
Options	Call/Put Vol Ratio	23.78
Options	Call/Put OI Ratio	0.79
Options	Total Option Volume	11.0K
Options	Total Option OI	48.7K
Execution	Spread%	8.8%
Score	Movement / Trend / Entry / Liquidity / Execution	41.3 / 28.0 / 13.4 / 31.0 / 8.0
Score	Composite Score	121.7

03 USO

Trading thesis: positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	137.92
Options	ATM IV	106.7%
Options	Expected Move	$22.35 (16.2%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	116.34 / 100.79
Trend	EMA20 Slope(5) / EMA50 Slope(10)	7.7% / 12.0%
Trend	R20 / R60	43.2% / 101.3%
Entry	Distance above EMA20	18.6%
Entry	Distance above EMA50	36.8%
Entry	Pullback from 20D high	0.0%
Risk	HV20	84.1%
Risk	ATR14%	5.4%
Liquidity	ADV20$	9.46B
Options	Call/Put Vol Ratio	0.79
Options	Call/Put OI Ratio	0.71
Options	Total Option Volume	67.7K
Options	Total Option OI	514.7K
Execution	Spread%	4.0%
Score	Movement / Trend / Entry / Liquidity / Execution	40.7 / 28.0 / 14.2 / 28.0 / 8.0
Score	Composite Score	118.9

04 PL

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, orhigh-convexity, optionlarge-relative-move, institutional-liquidity filters.

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	35.88
Options	ATM IV	115.7%
Options	Expected Move	$6.25 (17.4%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	29.41 / 26.40
Trend	EMA20 Slope(5) / EMA50 Slope(10)	3.5% / 11.6%
Trend	R20 / R60	45.9% / 64.3%
Entry	Distance above EMA20	22.0%
Entry	Distance above EMA50	35.9%
Entry	Pullback from 20D high	0.0%
Risk	HV20	139.2%
Risk	ATR14%	11.5%
Liquidity	ADV20$	669.85M
Options	Call/Put Vol Ratio	1.74
Options	Call/Put OI Ratio	1.30
Options	Total Option Volume	13.4K
Options	Total Option OI	68.6K
Execution	Spread%	14.4%
Score	Movement / Trend / Entry / Liquidity / Execution	36.1 / 28.0 / 13.5 / 30.8 / 4.0
Score	Composite Score	112.5

05 UCO

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	39.66
Options	ATM IV	127.8%
Options	Expected Move	$7.65 (19.3%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	37.89 / 32.30
Trend	EMA20 Slope(5) / EMA50 Slope(10)	3.8% / 13.7%
Trend	R20 / R60	29.2% / 109.1%
Entry	Distance above EMA20	4.7%
Entry	Distance above EMA50	22.8%
Entry	Pullback from 20D high	7.7%
Risk	HV20	89.1%
Risk	ATR14%	7.3%
Liquidity	ADV20$	725.21M
Options	Call/Put Vol Ratio	1.76
Options	Call/Put OI Ratio	1.74
Options	Total Option Volume	7.7K
Options	Total Option OI	57.5K
Execution	Spread%	17.0%
Score	Movement / Trend / Entry / Liquidity / Execution	37.0 / 28.0 / 18.2 / 31.8 / -4.0
Score	Composite Score	111.0

06 NBIS

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	60.0%
Price	Spot	108.82
Options	ATM IV	87.0%
Options	Expected Move	$14.25 (13.1%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	106.36 / 102.68
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-2.6% / 2.1%
Trend	R20 / R60	13.8% / 8.6%
Entry	Distance above EMA20	2.3%
Entry	Distance above EMA50	6.0%
Entry	Pullback from 20D high	16.2%
Risk	HV20	117.0%
Risk	ATR14%	9.3%
Liquidity	ADV20$	2.05B
Options	Call/Put Vol Ratio	3.29
Options	Call/Put OI Ratio	1.02
Options	Total Option Volume	11.9K
Options	Total Option OI	78.1K
Execution	Spread%	5.6%
Score	Movement / Trend / Entry / Liquidity / Execution	40.7 / 14.0 / 16.2 / 31.0 / 8.0
Score	Composite Score	109.9

07 FSLY

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	33.50
Options	ATM IV	112.9%
Options	Expected Move	$6.20 (18.5%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	26.46 / 21.04
Trend	EMA20 Slope(5) / EMA50 Slope(10)	9.4% / 23.0%
Trend	R20 / R60	63.9% / 232.7%
Entry	Distance above EMA20	26.6%
Entry	Distance above EMA50	59.2%
Entry	Pullback from 20D high	0.0%
Risk	HV20	104.6%
Risk	ATR14%	8.8%
Liquidity	ADV20$	424.16M
Options	Call/Put Vol Ratio	4.20
Options	Call/Put OI Ratio	0.96
Options	Total Option Volume	4.2K
Options	Total Option OI	28.6K
Execution	Spread%	12.9%
Score	Movement / Trend / Entry / Liquidity / Execution	34.8 / 28.0 / 12.6 / 29.4 / 4.0
Score	Composite Score	108.8

08 SEDG

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	48.75
Options	ATM IV	92.8%
Options	Expected Move	$6.83 (14.0%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	45.90 / 41.08
Trend	EMA20 Slope(5) / EMA50 Slope(10)	6.4% / 11.8%
Trend	R20 / R60	38.3% / 58.4%
Entry	Distance above EMA20	6.2%
Entry	Distance above EMA50	18.7%
Entry	Pullback from 20D high	6.0%
Risk	HV20	100.1%
Risk	ATR14%	8.9%
Liquidity	ADV20$	175.87M
Options	Call/Put Vol Ratio	2.44
Options	Call/Put OI Ratio	1.09
Options	Total Option Volume	1.1K
Options	Total Option OI	22.5K
Execution	Spread%	9.5%
Score	Movement / Trend / Entry / Liquidity / Execution	33.0 / 28.0 / 17.9 / 24.5 / 4.0
Score	Composite Score	107.4

09 AA

Trading thesis: positive-trend, ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	71.53
Options	ATM IV	78.5%
Options	Expected Move	$8.45 (11.8%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	63.05 / 60.68
Trend	EMA20 Slope(5) / EMA50 Slope(10)	4.2% / 1.4%
Trend	R20 / R60	18.5% / 12.5%
Entry	Distance above EMA20	13.4%
Entry	Distance above EMA50	17.9%
Entry	Pullback from 20D high	0.7%
Risk	HV20	68.9%
Risk	ATR14%	5.3%
Liquidity	ADV20$	476.64M
Options	Call/Put Vol Ratio	1.00
Options	Call/Put OI Ratio	1.15
Options	Total Option Volume	3.8K
Options	Total Option OI	71.5K
Execution	Spread%	4.7%
Score	Movement / Trend / Entry / Liquidity / Execution	30.7 / 23.6 / 15.4 / 26.3 / 8.0
Score	Composite Score	104.0

10 AAOI

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	60.0%
Price	Spot	103.91
Options	ATM IV	140.6%
Options	Expected Move	$21.95 (21.1%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	93.32 / 77.60
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-0.9% / 13.5%
Trend	R20 / R60	2.7% / 169.1%
Entry	Distance above EMA20	11.4%
Entry	Distance above EMA50	33.9%
Entry	Pullback from 20D high	18.2%
Risk	HV20	174.4%
Risk	ATR14%	13.1%
Liquidity	ADV20$	1.38B
Options	Call/Put Vol Ratio	1.44
Options	Call/Put OI Ratio	1.77
Options	Total Option Volume	9.7K
Options	Total Option OI	36.3K
Execution	Spread%	17.8%
Score	Movement / Trend / Entry / Liquidity / Execution	46.0 / 13.4 / 16.3 / 30.9 / -4.0
Score	Composite Score	102.5

11 CRWV

Trading thesis: ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	20.0%
Price	Spot	82.24
Options	ATM IV	89.0%
Options	Expected Move	$11.00 (13.4%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	80.57 / 84.00
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-2.9% / -2.6%
Trend	R20 / R60	9.9% / 5.5%
Entry	Distance above EMA20	2.1%
Entry	Distance above EMA50	-2.1%
Entry	Pullback from 20D high	6.1%
Risk	HV20	82.2%
Risk	ATR14%	7.5%
Liquidity	ADV20$	1.84B
Options	Call/Put Vol Ratio	0.69
Options	Call/Put OI Ratio	1.03
Options	Total Option Volume	26.3K
Options	Total Option OI	352.2K
Execution	Spread%	6.4%
Score	Movement / Trend / Entry / Liquidity / Execution	39.3 / 7.6 / 17.1 / 28.1 / 8.0
Score	Composite Score	100.1

12 DOCN

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	90.01
Options	ATM IV	87.9%
Options	Expected Move	$11.90 (13.2%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	78.61 / 68.91
Trend	EMA20 Slope(5) / EMA50 Slope(10)	5.7% / 13.0%
Trend	R20 / R60	67.2% / 66.7%
Entry	Distance above EMA20	14.5%
Entry	Distance above EMA50	30.6%
Entry	Pullback from 20D high	0.0%
Risk	HV20	71.4%
Risk	ATR14%	7.6%
Liquidity	ADV20$	421.37M
Options	Call/Put Vol Ratio	3.70
Options	Call/Put OI Ratio	1.68
Options	Total Option Volume	1.9K
Options	Total Option OI	14.7K
Execution	Spread%	26.9%
Score	Movement / Trend / Entry / Liquidity / Execution	39.2 / 28.0 / 15.0 / 26.5 / -10.0
Score	Composite Score	98.6

13 UVXY

Trading thesis: ema20-entry, controlled-pullback, wide-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	60.0%
Price	Spot	50.53
Options	ATM IV	146.9%
Options	Expected Move	$11.20 (22.2%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	50.64 / 46.48
Trend	EMA20 Slope(5) / EMA50 Slope(10)	5.3% / 8.2%
Trend	R20 / R60	12.9% / 45.5%
Entry	Distance above EMA20	-0.2%
Entry	Distance above EMA50	8.7%
Entry	Pullback from 20D high	18.0%
Risk	HV20	152.3%
Risk	ATR14%	11.2%
Liquidity	ADV20$	399.55M
Options	Call/Put Vol Ratio	1.34
Options	Call/Put OI Ratio	1.09
Options	Total Option Volume	7.6K
Options	Total Option OI	44.1K
Execution	Spread%	33.9%
Score	Movement / Trend / Entry / Liquidity / Execution	46.0 / 18.1 / 15.0 / 29.2 / -10.0
Score	Composite Score	98.4

14 GSAT

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	77.73
Options	ATM IV	90.6%
Options	Expected Move	$10.90 (14.0%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	63.57 / 61.56
Trend	EMA20 Slope(5) / EMA50 Slope(10)	5.2% / 3.0%
Trend	R20 / R60	30.8% / 15.5%
Entry	Distance above EMA20	22.3%
Entry	Distance above EMA50	26.3%
Entry	Pullback from 20D high	0.0%
Risk	HV20	87.1%
Risk	ATR14%	7.3%
Liquidity	ADV20$	85.87M
Options	Call/Put Vol Ratio	3.84
Options	Call/Put OI Ratio	1.19
Options	Total Option Volume	8.8K
Options	Total Option OI	30.3K
Execution	Spread%	29.4%
Score	Movement / Trend / Entry / Liquidity / Execution	39.5 / 23.9 / 13.5 / 31.4 / -10.0
Score	Composite Score	98.2

15 GUSH

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	42.16
Options	ATM IV	83.7%
Options	Expected Move	$5.30 (12.6%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	40.64 / 35.26
Trend	EMA20 Slope(5) / EMA50 Slope(10)	5.3% / 13.4%
Trend	R20 / R60	16.9% / 94.8%
Entry	Distance above EMA20	3.7%
Entry	Distance above EMA50	19.6%
Entry	Pullback from 20D high	11.0%
Risk	HV20	56.7%
Risk	ATR14%	6.5%
Liquidity	ADV20$	96.74M
Options	Call/Put Vol Ratio	7.57
Options	Call/Put OI Ratio	7.87
Options	Total Option Volume	3.3K
Options	Total Option OI	18.7K
Execution	Spread%	17.0%
Score	Movement / Trend / Entry / Liquidity / Execution	25.0 / 28.0 / 18.6 / 30.2 / -4.0
Score	Composite Score	97.8

16 SQQQ

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	60.0%
Price	Spot	77.29
Options	ATM IV	76.0%
Options	Expected Move	$8.85 (11.5%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	77.73 / 74.18
Trend	EMA20 Slope(5) / EMA50 Slope(10)	3.5% / 4.6%
Trend	R20 / R60	10.0% / 17.8%
Entry	Distance above EMA20	-0.6%
Entry	Distance above EMA50	4.2%
Entry	Pullback from 20D high	13.6%
Risk	HV20	66.9%
Risk	ATR14%	6.1%
Liquidity	ADV20$	4.70B
Options	Call/Put Vol Ratio	1.61
Options	Call/Put OI Ratio	2.69
Options	Total Option Volume	12.6K
Options	Total Option OI	34.2K
Execution	Spread%	12.4%
Score	Movement / Trend / Entry / Liquidity / Execution	32.0 / 13.2 / 16.8 / 31.8 / 4.0
Score	Composite Score	97.8

17 BE

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	-20.0%
Price	Spot	135.63
Options	ATM IV	108.1%
Options	Expected Move	$22.07 (16.3%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	143.60 / 143.45
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-5.1% / -2.1%
Trend	R20 / R60	-15.2% / 31.6%
Entry	Distance above EMA20	-5.5%
Entry	Distance above EMA50	-5.5%
Entry	Pullback from 20D high	18.6%
Risk	HV20	114.0%
Risk	ATR14%	10.6%
Liquidity	ADV20$	1.43B
Options	Call/Put Vol Ratio	1.69
Options	Call/Put OI Ratio	1.23
Options	Total Option Volume	4.6K
Options	Total Option OI	100.2K
Execution	Spread%	11.1%
Score	Movement / Trend / Entry / Liquidity / Execution	45.6 / 2.0 / 13.8 / 29.2 / 4.0
Score	Composite Score	94.6

18 ASTS

Trading thesis: ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	-60.0%
Price	Spot	92.62
Options	ATM IV	106.9%
Options	Expected Move	$14.92 (16.1%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	87.54 / 88.64
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-3.1% / -1.5%
Trend	R20 / R60	-1.3% / -5.0%
Entry	Distance above EMA20	5.8%
Entry	Distance above EMA50	4.5%
Entry	Pullback from 20D high	3.6%
Risk	HV20	97.1%
Risk	ATR14%	9.2%
Liquidity	ADV20$	1.15B
Options	Call/Put Vol Ratio	1.46
Options	Call/Put OI Ratio	1.26
Options	Total Option Volume	20.9K
Options	Total Option OI	125.3K
Execution	Spread%	7.7%
Score	Movement / Trend / Entry / Liquidity / Execution	44.6 / -6.0 / 16.8 / 29.9 / 8.0
Score	Composite Score	93.3

19 SATS

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	128.68
Options	ATM IV	72.3%
Options	Expected Move	$14.10 (11.0%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	114.66 / 111.80
Trend	EMA20 Slope(5) / EMA50 Slope(10)	2.8% / 1.9%
Trend	R20 / R60	16.1% / 10.9%
Entry	Distance above EMA20	12.2%
Entry	Distance above EMA50	15.1%
Entry	Pullback from 20D high	0.0%
Risk	HV20	60.1%
Risk	ATR14%	5.8%
Liquidity	ADV20$	1.13B
Options	Call/Put Vol Ratio	0.90
Options	Call/Put OI Ratio	2.35
Options	Total Option Volume	7.8K
Options	Total Option OI	49.5K
Execution	Spread%	22.7%
Score	Movement / Trend / Entry / Liquidity / Execution	34.3 / 23.4 / 15.4 / 30.0 / -10.0
Score	Composite Score	93.0

20 BKSY

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	30.81
Options	ATM IV	128.4%
Options	Expected Move	$5.90 (19.1%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	25.45 / 24.01
Trend	EMA20 Slope(5) / EMA50 Slope(10)	1.9% / 5.1%
Trend	R20 / R60	26.5% / 24.3%
Entry	Distance above EMA20	21.0%
Entry	Distance above EMA50	28.3%
Entry	Pullback from 20D high	0.0%
Risk	HV20	116.6%
Risk	ATR14%	11.0%
Liquidity	ADV20$	51.73M
Options	Call/Put Vol Ratio	2.03
Options	Call/Put OI Ratio	3.92
Options	Total Option Volume	1.5K
Options	Total Option OI	9.3K
Execution	Spread%	16.9%
Score	Movement / Trend / Entry / Liquidity / Execution	35.2 / 25.0 / 13.7 / 22.0 / -4.0
Score	Composite Score	92.0

21 SOXL

Trading thesis: ema20-entry, controlled-pullback, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	-60.0%
Price	Spot	52.75
Options	ATM IV	127.1%
Options	Expected Move	$10.05 (19.1%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	52.49 / 54.47
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-4.7% / -3.6%
Trend	R20 / R60	-3.7% / -2.3%
Entry	Distance above EMA20	0.5%
Entry	Distance above EMA50	-3.2%
Entry	Pullback from 20D high	7.5%
Risk	HV20	129.7%
Risk	ATR14%	10.6%
Liquidity	ADV20$	5.38B
Options	Call/Put Vol Ratio	1.18
Options	Call/Put OI Ratio	0.70
Options	Total Option Volume	16.3K
Options	Total Option OI	100.0K
Execution	Spread%	11.9%
Score	Movement / Trend / Entry / Liquidity / Execution	45.6 / -6.0 / 17.4 / 28.5 / 4.0
Score	Composite Score	89.6

22 VIAV

Trading thesis: positive-trend, ema20-entry, controlled-pullback, flow-confirmed, wide-spread, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	36.89
Options	ATM IV	94.9%
Options	Expected Move	$5.28 (14.3%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	32.99 / 29.26
Trend	EMA20 Slope(5) / EMA50 Slope(10)	3.2% / 9.7%
Trend	R20 / R60	19.0% / 98.5%
Entry	Distance above EMA20	11.8%
Entry	Distance above EMA50	26.1%
Entry	Pullback from 20D high	1.0%
Risk	HV20	85.7%
Risk	ATR14%	7.9%
Liquidity	ADV20$	225.01M
Options	Call/Put Vol Ratio	2.98
Options	Call/Put OI Ratio	1.02
Options	Total Option Volume	1.1K
Options	Total Option OI	25.7K
Execution	Spread%	25.6%
Score	Movement / Trend / Entry / Liquidity / Execution	28.6 / 28.0 / 15.9 / 24.2 / -10.0
Score	Composite Score	86.6

23 RKLB

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	-60.0%
Price	Spot	67.73
Options	ATM IV	99.0%
Options	Expected Move	$6.88 (10.2%)
Options	Expiry / DTE	2026-04-10 / 5D
Trend	EMA20 / EMA50	67.62 / 69.72
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-3.7% / -2.9%
Trend	R20 / R60	-3.2% / -21.3%
Entry	Distance above EMA20	0.2%
Entry	Distance above EMA50	-2.8%
Entry	Pullback from 20D high	13.8%
Risk	HV20	102.1%
Risk	ATR14%	9.2%
Liquidity	ADV20$	1.65B
Options	Call/Put Vol Ratio	1.94
Options	Call/Put OI Ratio	1.81
Options	Total Option Volume	31.7K
Options	Total Option OI	40.4K
Execution	Spread%	6.5%
Score	Movement / Trend / Entry / Liquidity / Execution	34.7 / -6.0 / 16.8 / 32.4 / 8.0
Score	Composite Score	85.9

24 ALB

Trading thesis: positive-trend, ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	up
Regime	Trend Strength	100.0%
Price	Spot	178.09
Options	ATM IV	71.5%
Options	Expected Move	$13.00 (7.3%)
Options	Expiry / DTE	2026-04-10 / 5D
Trend	EMA20 / EMA50	173.00 / 167.80
Trend	EMA20 Slope(5) / EMA50 Slope(10)	2.1% / 2.3%
Trend	R20 / R60	8.6% / 12.6%
Entry	Distance above EMA20	2.9%
Entry	Distance above EMA50	6.1%
Entry	Pullback from 20D high	1.8%
Risk	HV20	48.0%
Risk	ATR14%	5.2%
Liquidity	ADV20$	343.55M
Options	Call/Put Vol Ratio	0.88
Options	Call/Put OI Ratio	0.53
Options	Total Option Volume	850
Options	Total Option OI	3.7K
Execution	Spread%	13.8%
Score	Movement / Trend / Entry / Liquidity / Execution	32.3 / 19.9 / 15.6 / 13.7 / 4.0
Score	Composite Score	85.5

25 AU

Trading thesis: ema20-entry, controlled-pullback, tight-execution, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	20.0%
Price	Spot	101.22
Options	ATM IV	70.4%
Options	Expected Move	$10.70 (10.6%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	96.84 / 99.17
Trend	EMA20 Slope(5) / EMA50 Slope(10)	0.2% / -3.6%
Trend	R20 / R60	-6.2% / 8.1%
Entry	Distance above EMA20	4.5%
Entry	Distance above EMA50	2.1%
Entry	Pullback from 20D high	7.1%
Risk	HV20	72.9%
Risk	ATR14%	5.8%
Liquidity	ADV20$	371.93M
Options	Call/Put Vol Ratio	1.38
Options	Call/Put OI Ratio	0.42
Options	Total Option Volume	813
Options	Total Option OI	35.3K
Execution	Spread%	7.5%
Score	Movement / Trend / Entry / Liquidity / Execution	33.9 / 3.0 / 18.0 / 21.2 / 8.0
Score	Composite Score	84.0

26 NUGT

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	-60.0%
Price	Spot	199.37
Options	ATM IV	120.4%
Options	Expected Move	$36.05 (18.1%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	194.33 / 211.76
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-2.5% / -8.4%
Trend	R20 / R60	-16.8% / -5.8%
Entry	Distance above EMA20	2.6%
Entry	Distance above EMA50	-5.9%
Entry	Pullback from 20D high	19.0%
Risk	HV20	114.0%
Risk	ATR14%	9.7%
Liquidity	ADV20$	163.85M
Options	Call/Put Vol Ratio	2.15
Options	Call/Put OI Ratio	1.29
Options	Total Option Volume	1.9K
Options	Total Option OI	11.3K
Execution	Spread%	13.6%
Score	Movement / Trend / Entry / Liquidity / Execution	45.7 / -6.0 / 15.2 / 24.7 / 4.0
Score	Composite Score	83.6

27 LABU

Trading thesis: ema20-entry, controlled-pullback, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	60.0%
Price	Spot	171.64
Options	ATM IV	113.0%
Options	Expected Move	$28.65 (16.7%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	156.69 / 159.00
Trend	EMA20 Slope(5) / EMA50 Slope(10)	0.7% / -1.8%
Trend	R20 / R60	8.6% / 7.7%
Entry	Distance above EMA20	9.5%
Entry	Distance above EMA50	8.0%
Entry	Pullback from 20D high	0.0%
Risk	HV20	114.0%
Risk	ATR14%	8.2%
Liquidity	ADV20$	125.04M
Options	Call/Put Vol Ratio	0.66
Options	Call/Put OI Ratio	0.84
Options	Total Option Volume	854
Options	Total Option OI	2.7K
Execution	Spread%	15.0%
Score	Movement / Trend / Entry / Liquidity / Execution	44.2 / 11.3 / 15.9 / 12.6 / -4.0
Score	Composite Score	79.9

28 EWY

Trading thesis: ema20-entry, controlled-pullback, tradable-spread, high-convexity, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	-20.0%
Price	Spot	122.87
Options	ATM IV	72.0%
Options	Expected Move	$9.05 (7.4%)
Options	Expiry / DTE	2026-04-10 / 5D
Trend	EMA20 / EMA50	127.01 / 125.06
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-2.4% / -0.3%
Trend	R20 / R60	-2.3% / 14.2%
Entry	Distance above EMA20	-3.3%
Entry	Distance above EMA50	-1.8%
Entry	Pullback from 20D high	8.9%
Risk	HV20	66.7%
Risk	ATR14%	5.5%
Liquidity	ADV20$	3.41B
Options	Call/Put Vol Ratio	1.01
Options	Call/Put OI Ratio	0.33
Options	Total Option Volume	6.4K
Options	Total Option OI	30.1K
Execution	Spread%	12.2%
Score	Movement / Trend / Entry / Liquidity / Execution	30.0 / -0.2 / 17.2 / 28.0 / 4.0
Score	Composite Score	79.0

29 PBF

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	mixed
Regime	Trend Strength	20.0%
Price	Spot	45.39
Options	ATM IV	80.8%
Options	Expected Move	$5.50 (12.1%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	45.77 / 41.09
Trend	EMA20 Slope(5) / EMA50 Slope(10)	3.0% / 9.8%
Trend	R20 / R60	-0.6% / 66.7%
Entry	Distance above EMA20	-0.8%
Entry	Distance above EMA50	10.5%
Entry	Pullback from 20D high	11.4%
Risk	HV20	73.9%
Risk	ATR14%	6.5%
Liquidity	ADV20$	200.54M
Options	Call/Put Vol Ratio	1.36
Options	Call/Put OI Ratio	1.82
Options	Total Option Volume	1.1K
Options	Total Option OI	45.5K
Execution	Spread%	12.7%
Score	Movement / Trend / Entry / Liquidity / Execution	24.9 / 8.0 / 17.6 / 24.1 / 4.0
Score	Composite Score	78.6

30 CRDO

Trading thesis: ema20-entry, controlled-pullback, flow-confirmed, tradable-spread, high-convexity, large-relative-move, institutional-liquidity

Category	Metric	Value
Regime	Trend Label	down
Regime	Trend Strength	-100.0%
Price	Spot	101.45
Options	ATM IV	88.0%
Options	Expected Move	$13.40 (13.2%)
Options	Expiry / DTE	2026-04-17 / 12D
Trend	EMA20 / EMA50	103.37 / 114.45
Trend	EMA20 Slope(5) / EMA50 Slope(10)	-4.8% / -6.6%
Trend	R20 / R60	-11.6% / -23.7%
Entry	Distance above EMA20	-1.9%
Entry	Distance above EMA50	-11.4%
Entry	Pullback from 20D high	13.8%
Risk	HV20	80.2%
Risk	ATR14%	8.2%
Liquidity	ADV20$	684.51M
Options	Call/Put Vol Ratio	2.67
Options	Call/Put OI Ratio	0.32
Options	Total Option Volume	4.0K
Options	Total Option OI	59.1K
Execution	Spread%	13.4%
Score	Movement / Trend / Entry / Liquidity / Execution	39.7 / -14.0 / 16.4 / 29.2 / 4.0
Score	Composite Score	75.3

Failed Snapshot

• USO — atr14%<6.0
• LITE — spot>=150.00, spread>10.0%200.00
• SNDK — spot>=150.00, iv<100%200.00
• AAOICIEN — spreadspot>10.=200.00
• AXTI — pullback>20.0%
• DELL — iv<70%
• STX — spot>=200.00
• CF — iv<70%
• MRVL — iv<70%
• WDC — spot>=150.00, iv<100%
• ASTS — ret20<0.0%
• STX — spot>=150.00, iv<100%, spread>10.0%200.00
• ARM — iv<100%, em%<8.0%70%
• UVIXCNTA — pullback>20.0%, emoptvol<$8.0800
• NBISAGX — iv<100%spot>=200.00
• PLUGAEIS — spot>=200.00
• VG — em<$8.0, spread>10.0%4.0
• AMDLYB — atr14%<5.0, iv<70%
• CENX — optvol<800
• MOD — spot>=150.00, atr14%<6.0, iv<100%, em%<8.0%200.00
• 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%
• CIENGEV — spot>=150.200.00, iv<100%,70%
optoi<5000,
• VRT spread— spot>10.0%=200.00
• 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<$8.070%

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.