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 |
|---|---|---|
| Up more than 5% today | The close is more than 5% above the previous session’s close. 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 day % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (changePercent > 5) |
| Down more than 5% today | The close is more than 5% below the previous session’s close. Rows are ordered by day % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (changePercent < -5) |
| Up more than 10% in a week | The close is more than 10% above the close 5 sessions earlier. Rows are ordered by 1w % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (perfW1Pct > 10) |
| Down more than 10% in a week | The close is more than 10% below the close 5 sessions earlier. Rows are ordered by 1w % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (perfW1Pct < -10) |
| Up more than 20% in a month | The close is more than 20% above the close 21 sessions earlier. Rows are ordered by 1m % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (perfM1Pct > 20) |
| Year-to-date gains | The close is above the last close of the previous calendar year; rows are ranked from the largest year-to-date gain. Rows are ordered by ytd % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (perfYtdPct > 0) |
| Positive 1-year return | The close is above the close 252 sessions earlier. Rows are ordered by 1y % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (perfY1Pct > 0) |
| Negative 1-year return | The close is below the close 252 sessions earlier. Rows are ordered by 1y % (lowest first). | securityType = "Stock" and indexMembership contains "SP500" and (perfY1Pct < 0) |
| Up over 1, 3 and 6 months | The close is above the closes of 21, 63 and 126 sessions earlier. Rows are ordered by 6m % (highest first). | securityType = "Stock" and indexMembership contains "SP500" and (perfM1Pct > 0 and perfM3Pct > 0 and perfM6Pct > 0) |
What this screen measures
Price performance measures the percentage change between two closes. Daily, one-week, one-month and one-year presets use distinct trading-session windows. The year-to-date measure begins at the final close of the prior calendar year.
Read the rule with a worked example
A hypothetical move from 80 to 84 is (84 ÷ 80 − 1) × 100 = 5%. The daily-up preset requires more than 5%, so it excludes that exact boundary. A move from 80 to 76 is −5%, and is excluded by the strictly-below-−5% daily-down variant. These price changes do not include dividend cash payments.
Choose the variant that matches the question
Daily winners and losers are separate selections, as are positive and negative annual returns. The multiple-period preset requires positive one-, three- and six-month price performance together. A stock can lead over a week while still falling over a year.
Review the chart behind a match
Read each lookback definition, then compare the start and end closes and the intervening path. A large rebound after a drawdown can lead the short-period ranking without recovering its earlier peak. Review corporate actions before interpreting a dramatic discontinuity.
Keep the interpretation within the rule
A percentage price gain is different from total return. Performance measured over different starting dates cannot be treated as the same observation. The size of a recent change does not establish whether the next session continues it.
Continue with
- How to screen for trending stocksBuild a reproducible screen for trending stocks: 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.