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03 / MOMENTUM

Volume with a reason

Unusual participation paired with a filing, result or business catalyst.

Volume alone can be noise. This screener only surfaces stocks where an above-average volume day coincides with a locatable reason — an exchange filing, a result print, a management change, an order win or a corporate action.

METHOD

How this screen is built

  • Session volume greater than 2.5x the 20-day average
  • At least one dated primary-source event within the same or prior session
  • Free-float turnover ratio inside the exchange-permitted band
  • Price move greater than 3% intraday

HANDLE WITH CARE

What this screen does not tell you

  • Volume with a reason is a discovery lens, not a trade instruction.
  • Retail momentum can persist longer or shorter than the underlying catalyst justifies.

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Where the evidence lives

  • Corporate actions and filings tab for the stock
  • News timeline with source and timestamp
  • Result decoder if the catalyst was a quarterly print

SAMPLE FILTERS

What the query looks like

Volume ≥ 2.5× average

Real deviation from the last month of activity.

Linked filing or result within 24h

There is a locatable primary source, not a rumour.

Move ≥ 3%

Price is confirming the participation, not diverging from it.

This prototype view describes the filter. Live results will list matching companies once the security master and licensed data feeds are connected.

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