Momentum Screener — Frenzy Capital
Screener results are algorithmic and for informational purposes only. Scores do not constitute trading recommendations. Past performance is not indicative of future results. See Terms §17.
Momentum Screener
12/26 EMA Distance Expansion
About this screener:
This screener identifies stocks with expanding momentum using the distance between 12-day and 26-day exponential moving averages.
When this distance is growing, it indicates building momentum that could lead to continued price movement.
Screening Parameters
Scoring System
Score Components (0-5 points):
• Distance Expansion: +1-2 points
• Strong Distance (>3%): +1 point
• Trend Aligned: +1 point
• Volume Surge (>120%): +1 point
| Score | Symbol | Price | MA Distance | MA Distance Δ | Day Change % | Direction | Trend Aligned | Volume Ratio | Fast MA | Slow MA |
|---|
Momentum Screener Strategy Guide
What is Momentum?
Momentum measures the rate and persistence of price movement. Stocks in strong uptrends or downtrends often continue in that direction over the medium term — the "trend is your friend" effect — and momentum screeners help identify which names are currently exhibiting the strongest directional behavior. This screener ranks symbols by a composite signal blending price distance from moving averages, ADX trend strength, and volume confirmation.
How to Use This Screener
- Direction: Choose Bullish for upside-momentum candidates (above moving averages, expanding distance), Bearish for downside-momentum candidates, or Both to see the full ranked list.
- Min Score: The composite score combines MA distance, ADX, and volume confirmation. Higher scores indicate stronger and more confirmed momentum. Start with a minimum of 2.0 and raise it to 3.5–4.0 for the highest-conviction setups.
- Limit: Controls how many candidates are returned. The screener uses Ray-parallel computation across symbols, so larger pulls (100–1000) take a few seconds but give a fuller picture of the leadership/laggard cohort.
Strategy Tips
- Combine momentum signals with sector context — leading stocks in a leading sector are statistically more durable than isolated movers.
- Bullish momentum + elevated IV rank is the textbook setup for credit put spreads or cash-secured puts; bearish momentum + elevated IV rank suits credit call spreads.
- Be cautious entering momentum positions after a 3-day extended move — mean reversion risk rises sharply. Pair this screener with the Reversal Screener to spot exhaustion candidates.
- Cross-check liquidity (average daily volume) before sizing — momentum signals on thinly-traded names are prone to gap risk.
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