Screen the entire S&P 500 with 24 quantitative signals across momentum, mean reversion, volatility, trend, volume, risk, and market-relative factors. The same signals quant desks use, ranked and filterable.
Every signal is computed daily from price and volume data across the full S&P 500. No manual inputs, no guesswork.
Price performance and momentum quality.
1-Month Return
Short-term price momentum
3-Month Return
Medium-term trend strength
6-Month Return
Intermediate momentum
12-Month Return
Long-term relative strength
Momentum Quality
12M return minus 1M return. Avoids short-term reversal
Return Consistency
% of positive months over the last 6 months
Identify oversold and overbought conditions.
RSI (14-period)
Below 30 = oversold, above 70 = overbought
Z-Score (50-day)
Standard deviations from 50-day mean price
% from 52-Week High
How far the stock has fallen from its peak
Measure and contextualize price dispersion.
Annualized Volatility
Standard deviation of returns, annualized
Volatility Percentile
Current 20-day vol vs rolling 252-day history
Moving average relationships and crossovers.
Price vs 50-Day MA
% above or below the 50-day moving average
Price vs 200-Day MA
% above or below the 200-day moving average
Above 50-Day MA
Whether price is trading above its 50-day MA
Above 200-Day MA
Whether price is trading above its 200-day MA
Golden Cross
50-day MA is above the 200-day MA
Spot unusual activity and gauge liquidity.
Relative Volume
Today's volume vs 20-day average. Above 1.5x = unusual
Avg Dollar Volume
20-day average dollar volume. Measures true liquidity
Volume Trend
5-day avg volume / 20-day avg. Rising = accelerating interest
Risk-adjusted returns and benchmark comparison.
Sharpe Ratio (3M)
Risk-adjusted return over the last 3 months, annualized
Max Drawdown (6M)
Worst peak-to-trough decline over 6 months
Beta (90-day)
Sensitivity to S&P 500 moves over 90 days
Relative Strength (3M)
3-month return minus S&P 500's 3-month return
Start with proven quantitative strategies. Each preset configures the right filters, columns, and sort order automatically.
Stocks with strong 3-month returns trading above their 50-day moving average. Includes momentum quality and relative strength.
Oversold stocks with low RSI that have pulled back significantly from 52-week highs.
Stocks experiencing unusual volatility relative to their own history. Includes volume and drawdown context.
Confirmed uptrends with golden cross in place. Shows Sharpe ratio and beta for risk context.
Stocks delivering strong risk-adjusted returns. High Sharpe ratio with beta and drawdown context.
Stocks trading at 1.5x or more their normal volume. Something is happening. Check what.
Build your own screens from any combination of the 24 signals. Add filters with operators like greater than, less than, or equal to. Chain multiple filters to narrow results.
Save any filter configuration as a named screen. Load it instantly to check your favorite setups every day without rebuilding filters.
Click any ticker to see the full picture: interactive price chart, key statistics, and all 24 screener signals for that stock.
24 quantitative signals. 6 strategy presets. Custom filters. CSV export. Updated daily.
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