Quant & Technical Workbench

Momentum Stocks Screener

Rank stocks by signal alignment, participation, trend quality, quant persistence, and ATR-defined execution.

5m
5 minutesRequested: Sep 15, 2026
0 stocks
Bullish
0/0
Bearish
0/0
Breadth
Neutral0
A/D Ratio
High Conviction
0
Score ≥6 with aligned signals
Average Score
0.0
Leader: N/A
Volume Surge
03x+
Average RVOL: 0.00x
Quant Trend
0UP
Persistent: 0 · Avg: 0.00
Core Filters
All
3
1.5x

Understanding Momentum Stock Scanning

Momentum trading is a strategy that involves buying stocks showing strong upward price trends and selling those with weak trends. Our institutional-grade momentum scanner uses a combination of technical indicators including RSI, ADX, VWAP, Supertrend, and relative volume analysis to identify higher-quality setups. The score expresses signal alignment and participation; it is a ranking input, not a promised win probability.

Key Metrics Explained

Momentum Score (0-10)

A composite score based on signal alignment, ADX strength, volume confirmation, and price action. Scores ≥8 indicate the strongest alignment in the current scan.

Relative Volume (RVOL)

Compares current volume to the 20-day average. RVOL ≥3x indicates significant institutional activity and validates momentum moves. Higher RVOL = higher conviction.

RSI (Relative Strength Index)

Measures momentum on a 0-100 scale. RSI > 70 indicates overbought conditions, RSI < 30 indicates oversold. Best used with trend confirmation.

ADX (Average Directional Index)

Measures trend strength regardless of direction. ADX ≥20 indicates a trending market, ADX ≥25 indicates a strong trend, ADX ≥40 indicates an extremely strong trend.

VWAP Distance

Volume Weighted Average Price acts as institutional support/resistance. Stocks trading above VWAP show bullish sentiment, below VWAP indicates bearish pressure.

Supertrend

A trend-following indicator that combines ATR with price action. Green supertrend = bullish, Red supertrend = bearish. Works best when aligned with other signals.

Quant Trend Overlay (New)

We now keep the existing institutional momentum engine intact and add a quant overlay based on long-horizon statistical methods used in systematic trend models.

1. TSMOM (12M, Vol-Adjusted)

Direction is derived from 12-month return sign. Strength is volatility-adjusted so noisy high-risk moves do not dominate the signal.

Interpretation: Positive vol-adjusted momentum favors long-term uptrend persistence.

2. Hurst Exponent (Persistence Filter)

Hurst distinguishes persistent trends from mean-reverting or random paths.

  • H > 0.55: Persistent / trend-friendly
  • H < 0.45: Mean-reverting
  • ~0.50: Random-walk behavior

3. Regime Classification (HMM-style Proxy)

We classify the recent return distribution into trend-up low-vol, trend-down low-vol, range, or transitionusing rolling mean and variance characteristics.

Interpretation: Trend + low variance regimes get higher trend confidence.

4. Kalman Trend Estimate

A recursive filter estimates latent trend level and slope, reducing lag versus plain moving averages while suppressing short-term noise.

Interpretation: Positive Kalman slope supports structural uptrend continuity.

How to combine with current momentum model

  1. Use existing Momentum Score for tactical timing and participation quality.
  2. Use Quant Trend to validate long-horizon direction and persistence.
  3. Highest-quality continuation setups usually occur when both agree (e.g., high momentum + quant trend up + persistent Hurst).
  4. Conflict cases (high tactical momentum but weak quant regime) are better treated as short-lived moves with tighter risk.

How to Use This Tool

Quick Start Guide

  1. Click "Scan" to load the latest momentum stocks from the market
  2. Use Quick Filters in the sidebar to apply pre-built institutional scans
  3. Click Market Overview cards to filter by bullish/bearish/high conviction stocks
  4. Sort by Score to find the highest-conviction setups
  5. Click any stock row to open the detailed chart analysis
  6. Export to CSV for further analysis in Excel or other tools

Best Practices

  • Signal Alignment: Look for stocks where RSI, VWAP, Supertrend, and EMA all agree on direction
  • Volume Confirmation: Only trade stocks with RVOL ≥2x for better success rates
  • ADX Filter: Use ADX ≥25 filter to focus on strongly trending stocks
  • High Conviction: Prioritize stocks with score ≥7 and "high" confidence level
  • Time Selection: Use 5m or 15m intervals for intraday, 1h or 1d for swing trades

Momentum Trading Strategies

  • Breakout Momentum: Look for stocks with high RVOL (≥3x), bullish Supertrend, and price above VWAP breaking through key resistance levels.
  • Oversold Bounce: Use the "Oversold Bounce" quick filter to find stocks with RSI ≤ 30 but showing early signs of reversal with increasing volume.
  • Trend Continuation: Focus on stocks with ADX ≥25, aligned signals, and consecutive up/down candles for riding established trends.
  • Gap Trading: Filter for gappers (≥1% gap) with high RVOL to capture institutional momentum following significant overnight news.

Frequently Asked Questions

What makes this scanner "institutional grade"?

Our scanner uses the same technical indicators and signal alignment methodology used by professional trading desks. The score is designed for relative ranking and should be validated with liquidity, execution cost, and out-of-sample testing before use.

How often is the data updated?

In live mode, data is updated every minute during market hours. You can also enable backtest mode to analyze historical momentum patterns for strategy development.

What does the confidence level indicate?

Confidence level (High/Medium/Low) indicates how aligned the signals are. "High" confidence means 4/4 signals agree on direction + ADX ≥20 + RVOL ≥1.5x. These setups have the highest historical success rates.

Can I use this for F&O stocks only?

Yes! Use the Market Segment filter above the table to select "F&O" for stocks available in futures and options trading. This is useful for traders who want to take leveraged positions.

Important Disclaimer

This momentum scanner is a technical analysis tool and should not be considered as financial advice. Past performance does not guarantee future results.

Always perform your own due diligence before making trading decisions. Use proper risk management including stop losses and position sizing appropriate to your account size.

Trading in stocks and derivatives involves significant risk and is not suitable for all investors. You should carefully consider your investment objectives, experience, and risk tolerance before trading.

Real-time momentum stock scanner

The Momentum Scanner compares stock price changes over the available lookbacks, with volume and sector context for reviewing active names. It helps distinguish a brief intraday move from momentum that appears across several observation windows.

Check the period behind each ranking and inspect the chart for gaps, overextension and nearby price levels. Strong recent performance is not evidence that future returns will remain positive. Compare liquidity and market context before selecting candidates for further analysis.

Related JustTicks tools: Relative Strength, Stocks Trend, Breakout Screener

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