Presets and rules
Each preset is the exact CleverScan rule this page runs on the latest published daily session. S&P 500 stocks: Stocks on the S&P 500 reference list captured with the published dataset.
| Preset | What it selects | Rule |
|---|---|---|
| New 50-day high on volume | The session set a new 50-session high, closed within 1% of it, and traded at least 1.5 times its 20-session average volume. Values come from the latest published daily session (regular trading hours); the rule is evaluated once per published session, not tick by tick. Rows are ordered by rel. volume (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (high * 1.000001 >= close / (1 + hi50FromHighPct / 100) and hi50FromHighPct >= -1 and volumeRatio >= 1.5) |
| New 20-day high on volume | The session set a new 20-session high, closed within 1% of it, and traded at least 1.5 times its 20-session average volume. Rows are ordered by rel. volume (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (high * 1.000001 >= close / (1 + hi20FromHighPct / 100) and hi20FromHighPct >= -1 and volumeRatio >= 1.5) |
| New 50-day low on volume | The session set a new 50-session low and traded at least 1.5 times its 20-session average volume. Rows are ordered by rel. volume (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (low * 0.999999 <= close / (1 + hi50FromLowPct / 100) and volumeRatio >= 1.5) |
| Within 3% of 50-day high | The close is 0.5–3% below the highest high of the last 50 sessions and ATR(14) is under 3% of the close: holding just under resistance without breaking it. Rows are ordered by vs 50-day high (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (hi50FromHighPct >= -3 and hi50FromHighPct < -0.5 and atrPct14 < 3) |
| Near 20-day low, RS ≥ 80 | The close is no more than 3% above the lowest low of the last 20 sessions and the RS Rating is at least 80. Rows are ordered by vs 20-day low (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (hi20FromLowPct <= 3 and rsRating >= 80) |
What this screen measures
The default combines a session high at the 50-session high, a close within 1% of that high and volume at least 1.5 times the 20-session average. It selects a high-reaching event with activity context. It does not require the close to finish above a manually drawn resistance line.
Read the rule with a worked example
A hypothetical window high of 100, session high of 100 and close of 99 meets the high-reaching test and the within-1% close requirement. At relative volume 1.5 it meets the volume condition too. A close of 98 would fail the proximity requirement even though the wick still reached 100.
Choose the variant that matches the question
The 20-session high uses a shorter reference window. The breakdown preset checks a 50-session low. Just-below-high and near-low candidates have not made the same event and belong to separate watchlist questions.
Review the chart behind a match
Draw resistance using earlier highs, inspect the close relative to the level and compare the subsequent retest. Review the preceding range and the event-volume denominator. The breakout research guide explains how an apparent exit can fail.
Keep the interpretation within the rule
A new window high is a numerical condition, not an automated chart-pattern detector. The formation, intraday sequence and close-based confirmation require separate observation. High volume does not prevent a false breakout.
Continue with
- How to screen for breakout candidatesBuild a reproducible screen for breakout candidates: choose a universe, define field units and thresholds, compare presets and inspect the matching daily charts.
A screen lists stocks whose published values meet a rule. It is a starting point for research, not a recommendation. Read the data and methodology notes for how sessions and calculations are defined.