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Daily Pre-Market Screener — 2026-08-22
Universe : SP500
Confirmed : ≥3/5 days above 1.5x + P(Bull) > 80%
Watchlist : ≥1/5 days above 1.5x + P(Bull) > 80%
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[0/4] SPY market regime...
⚠️ SPY regime=Sideways P(Bull)=2.7% P(Bear)=1.5% (0d in Bull)
[1/4] Loading universe...
503 tickers
[2/4] Phase 1 — downloading 60d volume for 503 tickers...
503 tickers, 60 trading days
[3/4] RVOL scan — computing day counts above 1.5x...
Confirmed candidates (≥3 days): 20
Watchlist candidates (≥1 days): 59
Phase 2 — fetching 2-year history for 79 candidates...
[4/4] Markov Bull filter (5% band, P(Bull) > 80%)...
Confirmed: 7 | Watchlist: 21
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✅ CONFIRMED (RVOL + Markov both pass) — 7 stock(s)
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Ticker Days P(Bull) P(Sidew) P(Bear) BullAge
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EL 3/5 89.95% 9.57% 0.48% 3d bull
RVOL d1→d5: 2.67x 2.24x 6.00x 1.49x 1.42x ↓
COIN 3/5 88.95% 9.39% 1.66% 2d bull
RVOL d1→d5: 2.90x 2.27x 2.20x 0.87x 0.74x ↓
ARE 3/5 87.00% 13.00% 0.00% 2d bull
RVOL d1→d5: 1.63x 1.61x 1.73x 1.20x 1.24x ↓
MRNA 3/5 86.75% 12.05% 1.20% 5d bull
RVOL d1→d5: 16.08x 18.38x 37.70x 0.84x 0.78x ↓
TRGP 3/5 84.04% 15.96% 0.00% 2d bull
RVOL d1→d5: 1.78x 1.99x 1.30x 2.10x 0.93x ↓
MRK 3/5 83.33% 16.67% 0.00% 10d bull
RVOL d1→d5: 1.94x 1.90x 3.75x 1.18x 0.96x ↓
TGT 5/5 80.77% 19.23% 0.00% 19d bull
RVOL d1→d5: 1.79x 1.71x 2.64x 1.60x 1.73x →
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👀 WATCHLIST (Markov pass, RVOL building) — 21 stock(s)
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Ticker Days P(Bull) P(Sidew) P(Bear) BullAge
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KKR 1/5 91.81% 8.19% 0.00% 21d bull
RVOL d1→d5: 0.55x 0.78x 1.01x 0.86x 1.61x ↑
HOOD 1/5 91.34% 8.66% 0.00% 1d bull
RVOL d1→d5: 2.81x 1.36x 1.32x 0.72x 0.58x ↓
FCX 1/5 91.04% 8.96% 0.00% 14d bull
RVOL d1→d5: 2.18x 1.29x 1.19x 0.73x 0.69x ↓
DASH 1/5 89.43% 10.57% 0.00% 13d bull
RVOL d1→d5: 0.91x 1.41x 1.11x 1.53x 1.08x ↑
APO 1/5 89.14% 10.86% 0.00% 16d bull
RVOL d1→d5: 0.57x 1.71x 0.65x 0.70x 1.10x ↓
MRVL 1/5 88.51% 10.21% 1.28% 3d bull
RVOL d1→d5: 1.17x 1.29x 1.88x 1.10x 0.89x ↓
APA 1/5 88.37% 10.70% 0.93% 12d bull
RVOL d1→d5: 1.18x 1.12x 1.55x 1.06x 0.88x ↓
LLY 1/5 88.05% 11.95% 0.00% 3d bull
RVOL d1→d5: 0.94x 0.97x 1.66x 0.91x 0.65x ↓
MSI 2/5 87.96% 12.04% 0.00% 12d bull
RVOL d1→d5: 1.45x 1.66x 1.54x 1.36x 0.87x ↓
CVNA 1/5 87.68% 11.37% 0.95% 3d bull
RVOL d1→d5: 1.19x 1.05x 1.17x 1.60x 0.70x →
LYB 1/5 87.05% 12.95% 0.00% 23d bull
RVOL d1→d5: 0.63x 0.96x 0.86x 0.73x 1.67x ↑
DXCM 1/5 85.06% 14.94% 0.00% 19d bull
RVOL d1→d5: 0.65x 0.95x 1.56x 0.61x 0.75x ↓
CHTR 1/5 84.76% 14.29% 0.95% 16d bull
RVOL d1→d5: 0.68x 1.18x 3.57x 0.80x 0.66x ↓
JKHY 2/5 84.69% 15.31% 0.00% 3d bull
RVOL d1→d5: 1.18x 1.18x 2.17x 1.53x 1.37x ↑
MTD 2/5 83.12% 16.88% 0.00% 1d bull
RVOL d1→d5: 2.10x 2.58x 0.70x 0.81x 0.61x ↓
MOS 2/5 82.81% 16.41% 0.78% 1d bull
RVOL d1→d5: 1.81x 1.68x 1.18x 0.79x 1.22x ↓
BSX 1/5 82.14% 17.86% 0.00% 15d bull
RVOL d1→d5: 1.77x 1.01x 0.82x 0.58x 0.89x ↓
A 2/5 81.82% 18.18% 0.00% 16d bull
RVOL d1→d5: 1.55x 1.47x 1.53x 0.90x 0.48x ↓
DVN 1/5 81.56% 18.44% 0.00% 5d bull
RVOL d1→d5: 0.89x 1.02x 1.47x 1.72x 1.43x ↑
CBOE 1/5 80.52% 18.83% 0.65% 1d bull
RVOL d1→d5: 1.29x 1.40x 1.76x 0.62x 0.49x ↓
CPRT 2/5 80.22% 19.78% 0.00% 6d bull
RVOL d1→d5: 1.00x 0.99x 1.23x 1.55x 1.72x ↑
Markov rejections (49 had RVOL signal but failed regime filter):
VMRK 4/5 days → regime=Sideways
AZO 4/5 days → regime=Sideways
NDSN 4/5 days → P(Bull)=79.4% < 80%
KEYS 4/5 days → regime=Sideways
TPR 3/5 days → regime=Bear
STLD 3/5 days → regime=Bear
PG 3/5 days → regime=Sideways
NUE 3/5 days → regime=Sideways
TJX 3/5 days → regime=Bear
ROST 3/5 days → regime=Sideways
ECL 3/5 days → regime=Sideways
DE 3/5 days → regime=Sideways
WMT 3/5 days → regime=Bear
YUM 2/5 days → regime=Sideways
PGR 2/5 days → regime=Sideways
LOW 2/5 days → regime=Sideways
NKE 2/5 days → regime=Sideways
TSN 1/5 days → regime=Sideways
RJF 1/5 days → regime=Sideways
TPL 1/5 days → regime=Bear
V 1/5 days → regime=Sideways
AES 1/5 days → regime=Sideways
ADI 1/5 days → regime=Sideways
AME 1/5 days → regime=Sideways
ATO 1/5 days → regime=Bear
AVGO 1/5 days → regime=Sideways
PCG 1/5 days → regime=Sideways
O 1/5 days → regime=Sideways
APD 1/5 days → regime=Sideways
PNC 1/5 days → regime=Sideways
RDDT 1/5 days → regime=Bear
PPL 1/5 days → regime=Bear
MCK 1/5 days → regime=Sideways
META 1/5 days → regime=Bear
MO 1/5 days → regime=Bear
MLM 1/5 days → regime=Sideways
MTB 1/5 days → regime=Sideways
LHX 1/5 days → regime=Bear
KR 1/5 days → regime=Sideways
KVUE 1/5 days → regime=Sideways
EIX 1/5 days → regime=Bear
GE 1/5 days → regime=Sideways
HD 1/5 days → regime=Sideways
HIG 1/5 days → regime=Sideways
ED 1/5 days → regime=Bear
CF 1/5 days → regime=Sideways
COHR 1/5 days → regime=Sideways
AIZ 1/5 days → regime=Sideways
VTR 1/5 days → regime=Bear
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Confirmed : ≥3/5 days above 1.5x + P(Bull) > 80%
Watchlist : ≥1/5 days above 1.5x + P(Bull) > 80%
Regime : Bull = 20-day return > +5% | Bear < -5%
⚠️ SPY Sideways P(Bull)=2.7% (0d in Bull)
Not financial advice. Backtests are historical only.
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