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Daily Pre-Market Screener — 2026-10-16
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): 8
Watchlist candidates (≥1 days): 110
Phase 2 — fetching 2-year history for 118 candidates...
[4/4] Markov Bull filter (5% band, P(Bull) > 80%)...
Confirmed: 2 | Watchlist: 23
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✅ CONFIRMED (RVOL + Markov both pass) — 2 stock(s)
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Ticker Days P(Bull) P(Sidew) P(Bear) BullAge
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HUM 3/5 90.43% 9.57% 0.00% 5d bull
RVOL d1→d5: 0.82x 0.93x 1.65x 1.57x 4.75x ↑
UNH 3/5 85.89% 12.88% 1.23% 2d bull
RVOL d1→d5: 2.02x 1.59x 2.53x 1.16x 1.47x ↓
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👀 WATCHLIST (Markov pass, RVOL building) — 23 stock(s)
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Ticker Days P(Bull) P(Sidew) P(Bear) BullAge
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ADI 1/5 89.53% 10.47% 0.00% 15d bull
RVOL d1→d5: 1.45x 1.61x 0.87x 0.83x 0.62x ↓
PLTR 1/5 89.12% 10.46% 0.42% 9d bull
RVOL d1→d5: 1.08x 1.11x 0.84x 1.08x 1.63x ↑
AMGN 1/5 88.70% 10.73% 0.56% 7d bull
RVOL d1→d5: 1.50x 0.98x 0.73x 0.51x 0.77x ↓
MRNA 1/5 88.67% 9.85% 1.48% 20d bull
RVOL d1→d5: 1.02x 1.07x 0.88x 0.87x 1.99x ↑
BLK 2/5 88.33% 11.67% 0.00% 1d bull
RVOL d1→d5: 2.30x 2.06x 1.22x 0.61x 0.72x ↓
TMO 1/5 88.07% 11.93% 0.00% 1d bull
RVOL d1→d5: 1.65x 1.06x 0.97x 0.59x 0.68x ↓
GWW 1/5 87.79% 12.21% 0.00% 2d bull
RVOL d1→d5: 1.01x 1.61x 1.04x 0.98x 0.65x ↓
KMB 1/5 87.65% 12.35% 0.00% 1d bull
RVOL d1→d5: 1.79x 1.35x 1.31x 0.81x 1.05x ↓
NOW 1/5 87.41% 11.89% 0.70% 1d bull
RVOL d1→d5: 1.59x 1.19x 1.17x 0.83x 0.53x ↓
LLY 1/5 86.50% 13.50% 0.00% 2d bull
RVOL d1→d5: 1.63x 1.41x 0.83x 0.56x 0.62x ↓
PTC 1/5 86.44% 13.56% 0.00% 9d bull
RVOL d1→d5: 1.05x 0.95x 0.80x 1.35x 2.09x ↑
TT 1/5 86.44% 13.56% 0.00% 9d bull
RVOL d1→d5: 1.89x 0.90x 0.86x 0.69x 0.93x ↓
VEEV 1/5 85.81% 14.19% 0.00% 8d bull
RVOL d1→d5: 1.90x 0.82x 1.50x 0.75x 1.22x ↓
MPWR 1/5 85.71% 14.29% 0.00% 14d bull
RVOL d1→d5: 1.36x 1.56x 1.01x 1.17x 0.59x ↓
ECL 1/5 85.60% 14.40% 0.00% 1d bull
RVOL d1→d5: 1.63x 0.91x 0.96x 0.72x 0.77x ↓
PM 1/5 85.06% 14.94% 0.00% 2d bull
RVOL d1→d5: 1.74x 0.94x 0.91x 0.77x 0.72x ↓
IFF 1/5 84.11% 15.89% 0.00% 3d bull
RVOL d1→d5: 1.09x 1.21x 1.70x 0.74x 0.72x ↓
ABBV 1/5 83.77% 16.23% 0.00% 2d bull
RVOL d1→d5: 1.68x 1.26x 1.47x 1.27x 1.00x ↓
KDP 1/5 83.48% 15.65% 0.87% 1d bull
RVOL d1→d5: 1.69x 0.89x 1.05x 1.12x 0.79x ↓
EBAY 1/5 83.43% 16.02% 0.55% 4d bull
RVOL d1→d5: 1.58x 0.69x 0.69x 1.04x 0.50x ↓
BF-B 1/5 82.54% 17.46% 0.00% 2d bull
RVOL d1→d5: 1.48x 1.22x 1.19x 2.40x 0.88x ↑
IDXX 1/5 82.18% 16.83% 0.99% 1d bull
RVOL d1→d5: 1.08x 1.68x 0.92x 1.13x 0.97x ↓
BIIB 1/5 81.88% 18.12% 0.00% 4d bull
RVOL d1→d5: 1.35x 1.70x 0.94x 1.34x 0.76x ↓
Markov rejections (93 had RVOL signal but failed regime filter):
MDT 4/5 days → regime=Sideways
WFC 3/5 days → regime=Sideways
DPZ 3/5 days → regime=Sideways
KKR 3/5 days → regime=Bear
FLEX 3/5 days → regime=Bear
SBUX 3/5 days → regime=Sideways
AMAT 2/5 days → regime=Sideways
GEV 2/5 days → regime=Sideways
KLAC 2/5 days → regime=Sideways
ANET 2/5 days → regime=Bear
TER 2/5 days → regime=Sideways
SCHW 2/5 days → regime=Bear
KEYS 2/5 days → regime=Sideways
APO 2/5 days → regime=Bear
SKYD 2/5 days → regime=Bear
T 2/5 days → regime=Bear
SYF 2/5 days → regime=Sideways
JCI 2/5 days → regime=Sideways
GS 2/5 days → regime=Bear
STT 2/5 days → regime=Bear
CVNA 2/5 days → regime=Bear
SPG 2/5 days → regime=Sideways
CCI 2/5 days → P(Bull)=78.7% < 80%
PLD 2/5 days → regime=Bear
FAST 2/5 days → regime=Sideways
CAT 2/5 days → regime=Bear
MS 2/5 days → regime=Bear
PNC 2/5 days → regime=Bear
TSCO 2/5 days → regime=Sideways
MCHP 2/5 days → regime=Sideways
ETN 2/5 days → regime=Sideways
BX 2/5 days → regime=Bear
ELV 2/5 days → regime=Sideways
ECHO 2/5 days → regime=Bear
TMUS 2/5 days → regime=Bear
VRTX 2/5 days → regime=Sideways
BNY 2/5 days → regime=Bear
MU 1/5 days → regime=Sideways
CDW 1/5 days → regime=Sideways
CPAY 1/5 days → regime=Sideways
HPE 1/5 days → regime=Sideways
TEL 1/5 days → regime=Sideways
CF 1/5 days → regime=Bear
TRV 1/5 days → regime=Sideways
TROW 1/5 days → regime=Sideways
CHTR 1/5 days → regime=Bear
CMG 1/5 days → regime=Bear
PGR 1/5 days → regime=Sideways
PG 1/5 days → P(Bull)=74.0% < 80%
PNR 1/5 days → regime=Sideways
FICO 1/5 days → regime=Bear
FITB 1/5 days → regime=Sideways
FIX 1/5 days → regime=Bear
PWR 1/5 days → regime=Sideways
PEG 1/5 days → regime=Sideways
EIX 1/5 days → regime=Sideways
ICE 1/5 days → regime=Sideways
ORCL 1/5 days → regime=Bear
ROK 1/5 days → regime=Sideways
O 1/5 days → regime=Sideways
SBAC 1/5 days → regime=Sideways
NXPI 1/5 days → regime=Sideways
DELL 1/5 days → regime=Bear
DE 1/5 days → regime=Sideways
SNDK 1/5 days → regime=Bear
DAL 1/5 days → regime=Sideways
SOLV 1/5 days → regime=Sideways
CVS 1/5 days → regime=Sideways
GD 1/5 days → regime=Sideways
VRSK 1/5 days → P(Bull)=76.8% < 80%
MOS 1/5 days → regime=Bear
AES 1/5 days → regime=Sideways
LII 1/5 days → regime=Sideways
LHX 1/5 days → regime=Sideways
VRT 1/5 days → regime=Bear
JPM 1/5 days → regime=Sideways
WAT 1/5 days → regime=Sideways
ARES 1/5 days → regime=Bear
JNJ 1/5 days → regime=Bear
WELL 1/5 days → regime=Sideways
BAC 1/5 days → regime=Bear
AWK 1/5 days → regime=Sideways
VZ 1/5 days → regime=Bear
TTWO 1/5 days → regime=Sideways
WM 1/5 days → P(Bull)=79.7% < 80%
WMB 1/5 days → regime=Sideways
C 1/5 days → regime=Bear
AMT 1/5 days → regime=Sideways
AOS 1/5 days → regime=Sideways
IP 1/5 days → regime=Sideways
LITE 1/5 days → regime=Sideways
BMY 1/5 days → regime=Sideways
INCY 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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