Algorithmic screener scanning US equities for volatility contraction (VCP compression), institutional turnover surges, multi-year all-time highs, and oversold bottom bounces.
Volatility contraction in the lowest 3% band consolidating directly below 52-week highs (Classic Mark Minervini / O'Neil VCP breakout setup · Market Cap ≥ $500M).
Single-day turnover ≥ 2% ranking in the top 10th historical percentile (Turnover Rank ≥ 90%). Signals acute institutional interest · Market Cap ≥ $500M.
Cumulative 3-session turnover ≥ 6% in top 20th percentile (Turnover Rank ≥ 80%). Indicates persistent multi-day accumulation · Market Cap ≥ $500M.
Stocks surging ≥ 10% above their recent 5-day cycle low. Reflects sharp dip-buying demand · Market Cap ≥ $500M.
Equities currently trading within striking distance of 2-year and multi-year all-time highs · Market Cap ≥ $500M.
Top 3% volatility rank combined with notable relative strength vs the market (+2% or +10% bounce) · Market Cap ≥ $500M.
Equities positioned in the lowest 3% volatility band. Often precedes massive directional explosive moves · Market Cap ≥ $500M.
Price position situated in the bottom 3% historical zone. Candidates for mean-reversion counter-trend setups · Market Cap ≥ $500M.