Track extreme statistical movements and continuation patterns for trading opportunities.
Extreme Movement Screener
Stocks with statistically unusual moves (>2 standard deviations) in the last 5 days. Track continuation and reversal patterns to identify trading opportunities.
Down Moves:
High volume (>2.5x) typically signals strong selling pressure → higher continuation rate
Average volume when continues: -
Average volume when reverses: -
Up Moves:
Volume shows weaker predictive power for upward moves compared to downward moves.
Average volume when continues: -
Average volume when reverses: -
💡 Key Insight: Extreme volume levels (both very high and very low) show higher continuation rates compared to moderate volume levels.
Detection: Scans for single-day moves exceeding 2 standard deviations of the stock's 60-day volatility.
Volume Ratio: Compares move-day volume to 20-day average. High volume = stronger conviction.
Post-Move Return: How much the stock has moved since the big move day. Early reversals are better setups.
Continuation Stats: Historical analysis of whether big moves continue in the same direction or reverse. Helps identify mean reversion patterns.