About QM Screener
QM Screener is a daily momentum stock screener for US equities. It began as a faithful reproduction of one published momentum screen and grew into 7 screens: each but one encodes a different published trend or momentum methodology, and the last is a pullback cut of the first, chosen by backtest rather than taken from a published method.
Every trading day after the US close, a scheduled job pulls end-of-day bars for the full US equity universe, computes the metrics each methodology depends on — relative strength against SPY, average daily range, dollar volume, moving averages, distance from the 52-week high — and applies each screen's rules. The output is a list of tickers per screen with the values that decided each one.
The design goal is auditability. A screener that hands you a list and hides the arithmetic is asking to be trusted; this one shows the relative-strength percentile, the ADR, the dollar volume, and the distance from the 50-day moving average on every row, so a result can be checked rather than believed. Every filter comparison is strictly greater-than, which is stated here because the boundary case matters when you are reconciling a number by hand.
QM Screener is an independent product. It is not affiliated with, endorsed by, or sponsored by any trader, author, or firm, and it is not derived from anyone's commercial product. Each screen implements publicly documented trend and momentum criteria assembled from public sources; none reproduces a curated list, and the rules each screen applies are published in the docs.
It is a screening tool, not an advisor. It lists tickers that pass filters. It does not recommend trades, size positions, set stops, or account for anyone's risk tolerance, and nothing it produces is financial advice.
The method, in full
The criteria every screen here is built from, the thresholds each one applies, and what the setup tags mean are written up in how to screen for momentum stocks.
Contact
support@qmscreener.com · https://qmscreener.com/contact