Here's the "read me" for how to use the spikability numbers, as well as how to get your own copy of the algorithm to run your own backtests. You can get the parameters for the screener and download it for StocksToTrade from this link. It's the "Simple End of Day Gainers" screener. Want more content? Check out the Table of Contents page.

The fundamental data is from STT data and Finviz when I needed to double check stuff. Lots of other tickers on here that were either too big (market cap / shares) or otherwise non-volatile.

CTRV ContraVir Pharmaceuticals, Inc.

Healthcare | Biotechnology | USA

Market Cap	2.50M
FT Employees	14
QUICK ratio	0.60
Shares Outstanding	0.48M
Float	0.27M
Short float	2.44%

History of large positive moves intraday (open to close)

10% to 25%	4 [15.0, 20.3, 16.3, 22.9]
25% to 50%	1 [27.3]
50% to 100%	0 []
100%+	0 []

History of large HOD moves (open to high):

25% to 50%	2 [41.4, 42.5]
50% to 100%	2 [60.6, 93.0]
100% to 200%	0 []
200%+	0 []

History of gap up moves (prior close to next day open):

5% to 10%	1 [6.9]
10% to 20%	0 []
20% +	2 [155.5, 78.4]

Given a gap up (n=3), statistically the stock closes:

+10% or better	33.3%
+5% to +10%	0%
unch (+/- 5%)	0%
-5% to -10%	0%
-10% or worse	66.7%

Given a +10% day (n=5), vs day 1 close, the 2nd day will open:

Higher and close green	20.0%
Lower and close green	40.0%
Higher and close red	0%
Lower and close red	40.0%

Holistic spikability score: 0.1875 / 10

 

WKHS Workhorse Group Inc.

Healthcare | Biotechnology | USA

Market Cap	151.90M
FT Employees	98
QUICK ratio	0.20
Shares Outstanding	55.64M
Float	51.34M
Short float	9.16%

History of large positive moves intraday (open to close)

10% to 25%	21 [16.7, 19.5, 17.6, 20.7, 10.3, 12.4, 20.4, 11.5, 14.8, 22.4, 14.0, 10.9, 16.4, 11.2, 16.9, 18.6, 22.7, 20.8, 24.2, 11.2, 16.0]
25% to 50%	0 []
50% to 100%	0 []
100%+	1 [223.2]

History of large HOD moves (open to high):

25% to 50%	8 [48.7, 27.9, 40.8, 26.7, 31.6, 26.6, 25.0, 42.2]
50% to 100%	0 []
100% to 200%	0 []
200%+	1 [239.0]

History of gap up moves (prior close to next day open):

5% to 10%	21 [5.9, 5.6, 9.6, 5.2, 5.2, 5.1, 5.7, 6.8, 5.9, 5.3, 6.0, 6.6, 5.5, 9.9, 7.5, 6.0, 7.4, 9.8, 6.7, 9.7, 6.6]
10% to 20%	8 [11.8, 16.0, 10.5, 15.3, 10.2, 12.7, 16.0, 10.2]
20% +	0 []

Given a gap up (n=29), statistically the stock closes:

+10% or better	10.3%
+5% to +10%	3.4%
unch (+/- 5%)	41.4%
-5% to -10%	24.1%
-10% or worse	20.7%

Given a +10% day (n=25), vs day 1 close, the 2nd day will open:

Higher and close green	20.0%
Lower and close green	16.0%
Higher and close red	52.0%
Lower and close red	12.0%

Holistic spikability score: 4.5625 / 10

 

 

IGC India Globalization Capital, Inc.

Healthcare | Drugs - Generic | USA

Market Cap	56.10M
FT Employees	31
QUICK ratio	30.20
Shares Outstanding	34.42M
Float	33.06M
Short float	2.30%

History of large positive moves intraday (open to close)

10% to 25%	33 [11.9, 11.6, 14.1, 10.4, 24.0, 17.5, 12.5, 14.1, 17.3, 10.9, 18.2, 11.6, 10.3, 21.9, 21.5, 10.9, 20.7, 10.5, 19.6, 18.4, 11.4, 10.5, 17.7, 16.4, 21.0, 13.2, 10.2, 14.4, 23.6, 12.6, 23.2, 11.1, 17.4]
25% to 50%	11 [36.6, 29.1, 38.3, 27.4, 28.0, 46.8, 29.5, 28.9, 34.5, 39.0, 29.1]
50% to 100%	0 []
100%+	0 []

History of large HOD moves (open to high):

25% to 50%	24 [42.9, 45.0, 27.3, 48.2, 29.3, 39.4, 31.3, 37.5, 29.4, 40.0, 29.0, 29.7, 28.8, 26.2, 48.6, 25.6, 33.0, 30.5, 27.9, 35.5, 35.9, 42.2, 38.4, 41.7]
50% to 100%	3 [52.3, 58.3, 50.3]
100% to 200%	0 []
200%+	0 []

History of gap up moves (prior close to next day open):

5% to 10%	33 [5.6, 8.0, 8.7, 6.7, 6.8, 5.5, 8.5, 8.7, 8.3, 7.1, 5.5, 8.8, 5.3, 5.1, 7.9, 6.2, 7.6, 5.4, 5.7, 5.1, 5.9, 5.6, 6.3, 5.1, 5.3, 6.2, 5.1, 5.9, 7.1, 5.6, 5.1, 6.0, 8.1]
10% to 20%	16 [11.5, 10.6, 12.2, 10.4, 12.8, 19.1, 13.0, 11.9, 10.5, 19.0, 13.8, 19.9, 17.5, 19.6, 18.8, 17.8]
20% +	13 [21.7, 43.3, 125.0, 20.0, 56.3, 28.5, 25.6, 39.5, 25.7, 24.1, 21.7, 20.5, 52.9]

Given a gap up (n=62), statistically the stock closes:

+10% or better	17.7%
+5% to +10%	3.2%
unch (+/- 5%)	40.3%
-5% to -10%	22.4%
-10% or worse	16.1%

Given a +10% day (n=52), vs day 1 close, the 2nd day will open:

Higher and close green	32.7%
Lower and close green	11.5%
Higher and close red	34.6%
Lower and close red	21.2%

Holistic spikability score: 1.5 / 10

 

VSTM Verastem, Inc.

Healthcare | Biotechnology | USA

Market Cap	133.68M
FT Employees	169
QUICK ratio	7.6
Shares Outstanding	73.85M
Float	67.21M
Short float	28.80%

History of large positive moves intraday (open to close)

10% to 25%	28 [11.0, 10.9, 12.0, 15.4, 17.2, 16.8, 10.3, 15.2, 10.1, 16.3, 10.3, 20.0, 19.1, 10.5, 12.4, 15.7, 11.9, 19.0, 12.3, 11.8, 11.4, 15.8, 10.2, 13.4, 18.0, 14.8, 10.3, 23.4]
25% to 50%	1 [40.8]
50% to 100%	0 []
100%+	0 []

History of large HOD moves (open to high):

25% to 50%	2 [35.1, 30.5]
50% to 100%	1 [57.1]
100% to 200%	0 []
200%+	0 []

History of gap up moves (prior close to next day open):

5% to 10%	12 [5.1, 5.6, 5.6, 6.9, 6.0, 7.4, 6.5, 9.0, 7.1, 8.6, 7.7, 7.7]
10% to 20%	6 [11.0, 11.8, 13.0, 10.3, 14.9, 13.5]
20% +	1 [43.6]

Given a gap up (n=19), statistically the stock closes:

+10% or better	5.3%
+5% to +10%	21.1%
unch (+/- 5%)	52.6%
-5% to -10%	10.5%
-10% or worse	10.5%

Given a +10% day (n=38), vs day 1 close, the 2nd day will open:

Higher and close green	23.7%
Lower and close green	21.1%
Higher and close red	47.4%
Lower and close red	7.9%

Holistic spikability score: 0.1875 / 10