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.
Financial | Property & Casualty Insurance | Cayman Islands
| Market Cap |
5.32M |
| FT Employees |
2 |
| QUICK ratio |
n/a (heh) |
| Shares Outstanding |
5.56M |
| Float |
3.01M |
| Short float |
0.56% |
History of large positive moves intraday (open to close)
| 10% to 25% |
4 [18.9, 23.5, 18.8, 21.6] |
| 25% to 50% |
2 [29.2, 43.4] |
| 50% to 100% |
0 [] |
| 100%+ |
0 [] |
History of large HOD moves (open to high):
| 25% to 50% |
4 [47.1, 44.7, 36.8, 47.9] |
| 50% to 100% |
2 [75.0, 62.2] |
| 100% to 200% |
1 [196.0] |
| 200%+ |
0 [] |
History of gap up moves (prior close to next day open):
| 5% to 10% |
2 [5.7, 7.7] |
| 10% to 20% |
0 [] |
| 20% + |
0 [] |
Given a gap up (n=2), statistically the stock closes:
| +10% or better |
50.0% |
| +5% to +10% |
0.0% |
| unch (+/- 5%) |
50.0% |
| -5% to -10% |
0.0% |
| -10% or worse |
0.0% |
Given a +10% day (n=11), vs day 1 close, the 2nd day will open:
| Higher and close green |
33.3% |
| Lower and close green |
33.3% |
| Higher and close red |
16.7% |
| Lower and close red |
16.7% |
Holistic spikability score: 1.375 / 10
Catalyst
no clue. quick look only has news from friday, Oxbridge Re Reports Successful Placement of Reinsurance Contracts & Capital Raise in its Side Car
Price Action
Strong leading up to 10:30 then went sideways before fading after 1PM...i
Statistical Prediction
There's some spikability potential but not enough 2nd day history to give a strong outcome prediction (n=2).
Consumer Goods | Cigarettes | USA
| Market Cap |
122.21 |
| FT Employees |
3347 |
| QUICK ratio |
0.90 |
| Shares Outstanding |
9.10M |
| Float |
8.32M |
| Short float |
30.37% |
History of large positive moves intraday (open to close)
| 10% to 25% |
16 [14.0, 17.7, 16.7, 14.6, 13.1, 15.7, 12.3, 15.6, 10.6, 13.9, 11.1, 10.2, 19.8, 10.2, 18.4, 11.7] |
| 25% to 50% |
4 [27.4, 26.5, 26.4, 25.7] |
| 50% to 100% |
0 [] |
| 100%+ |
0 [] |
History of large HOD moves (open to high):
| 25% to 50% |
7 [27.0, 35.1, 27.5, 31.4, 27.6, 26.4, 26.5] |
| 50% to 100% |
0 [] |
| 100% to 200% |
0 [] |
| 200%+ |
0 [] |
History of gap up moves (prior close to next day open):
| 5% to 10% |
5 [5.3, 7.1, 8.2, 9.2, 7.7] |
| 10% to 20% |
3 [15.0, 11.7, 11.0] |
| 20% + |
2 [40.0, 24.7] |
Given a gap up (n=10), statistically the stock closes:
| +10% or better |
30.0% |
| +5% to +10% |
0.0% |
| unch (+/- 5%) |
20.0% |
| -5% to -10% |
10.0% |
| -10% or worse |
40.0% |
Given a +10% day (n=20), vs day 1 close, the 2nd day will open:
| Higher and close green |
15.0% |
| Lower and close green |
15.0% |
| Higher and close red |
45.0% |
| Lower and close red |
25.0% |
Holistic spikability score: 0.75 / 10
Catalyst
BARJO LAW INVESTOR ALERT: Barbuto & Johansson, P.A. reminds TUSK, PYX and ASNA Shareholders of Class Action Lawsuits - (?) Doesn't seem like the right catalyst but it's the most recent news.
Price Action
Kind of sideways after the premarket runup, basically filling back into to last-last Friday's levels.
Statistical Prediction
Day 2 is likely to be red, with a nice sample size of 20. Check out the shares short percentage too. Heh.
Technology | Communication Equipment | USA
| Market Cap |
2.8M |
| FT Employees |
167 |
| QUICK ratio |
0.5 |
| Shares Outstanding |
1.89M |
| Float |
1.7M |
| Short float |
2.26% |
History of large positive moves intraday (open to close)
| 10% to 25% |
2 [19.1, 11.1] |
| 25% to 50% |
1 [42.2] |
| 50% to 100% |
1 [84.0] |
| 100%+ |
0 [] |
History of large HOD moves (open to high):
| 25% to 50% |
2 [31.5, 26.4] |
| 50% to 100% |
1 [63.9] |
| 100% to 200% |
2 [130.9, 142.2] |
| 200%+ |
0 [] |
History of gap up moves (prior close to next day open):
| 5% to 10% |
0 [] |
| 10% to 20% |
4 [12.6, 12.4, 14.6, 18.2] |
| 20% + |
4 [35.7, 22.2, 29.3, 22.3] |
Given a gap up (n=8), statistically the stock closes:
| +10% or better |
30.0% |
| +5% to +10% |
0.0% |
| unch (+/- 5%) |
20.0% |
| -5% to -10% |
10.0% |
| -10% or worse |
40.0% |
Given a +10% day (n=7), vs day 1 close, the 2nd day will open:
| Higher and close green |
15.0% |
| Lower and close green |
15.0% |
| Higher and close red |
45.0% |
| Lower and close red |
25.0% |
Holistic spikability score: 3.0 / 10
Catalyst
Vislink Transmitters and Receivers Deployed at First North American Battle Royale Esports Arena - Most recent news is from June 17th. This might have been a short squeeze after the fade from teh high 4s a few days ago.
Price Action
Pre-market gap with a short squeeze at 9AM before the open, then failed to break HOD from open and faded back down to just under 6 from Dec/Feb support.
Statistical Prediction
Signs point to a weak 2nd day after being green.
Healthcare | Biotechnology | USA
| Market Cap |
8.58M |
| FT Employees |
7 |
| QUICK ratio |
2.20 |
| Shares Outstanding |
9.43M |
| Float |
8.17M |
| Short float |
9.02% |
History of large positive moves intraday (open to close)
| 10% to 25% |
6 [19.1, 15.5, 12.6, 10.0, 17.5, 11.4] |
| 25% to 50% |
2 [29.4, 35.0] |
| 50% to 100% |
0 [] |
| 100%+ |
0 [] |
History of large HOD moves (open to high):
| 25% to 50% |
9 [33.3, 33.8, 29.3, 31.9, 36.8, 26.9, 40.8, 38.3, 27.5] |
| 50% to 100% |
0 [] |
| 100% to 200% |
0 [] |
| 200%+ |
0 [] |
History of gap up moves (prior close to next day open):
| 5% to 10% |
10 [9.0, 7.2, 5.0, 9.3, 6.0, 7.1, 8.6, 5.9, 5.1, 7.3] |
| 10% to 20% |
0 [] |
| 20% + |
0 [] |
Given a gap up (n=10), statistically the stock closes:
| +10% or better |
10.0% |
| +5% to +10% |
0.0% |
| unch (+/- 5%) |
10.0% |
| -5% to -10% |
60.0% |
| -10% or worse |
20.0% |
Given a +10% day (n=10), vs day 1 close, the 2nd day will open:
| Higher and close green |
10.0% |
| Lower and close green |
10.0% |
| Higher and close red |
40.0% |
| Lower and close red |
40.0% |
Holistic spikability score: 0.375 / 10
Catalyst
Ritter Pharmaceuticals Provides Phase 3 Liberatus Clinical Trial and Regulatory Update - looks like a short squeeze from the pop and drop on news a few days ago.
Price Action
Quiet in the morning until a lot of volume came in around 10AM then sideways until powerhour. Volume and price was just over the cutoff for these notes so probably would have ignored if I had checked before starting.
Statistical Prediction
Low spikability and strong bias towards being down on the 2nd day.
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