Best stock screeners for day trading, ranked by backtest
Most "best screener" lists rank apps. This one ranks the screens themselves. We ran 25 well-known setups on 518 S&P 500 and Nasdaq-100 stocks from 2021-10-13 to 2026-10-12 and measured what happened over the next 5 trading days. Every number below comes straight from that backtest.
Key findings
- RSI(14) Oversold had the highest hit rate: 57.9% across 22,196 signals (avg 5-day move +0.88%).
- The lowest was Gap Up on Volume at 50.3%.
- 17 of 25 screens beat SPY's average 5-day move on the same days.
- 3-Month Momentum Leaders fired most often, with 59,212 signals.
All 25 stock screeners ranked by 5-day hit rate
| # | Screen | Hit rate | Avg 5d | SPY 5d | Max DD | Signals |
|---|---|---|---|---|---|---|
| 1 | RSI(14) Oversold Mean Reversion | 57.9% | +0.88% | +0.85% | -29.9% | 22,196 |
| 2 | 10% Weekly Drop Mean Reversion | 57.3% | +1.45% | +0.94% | -49.4% | 13,900 |
| 3 | Death Cross Momentum | 55.6% | +0.60% | +0.43% | -21.3% | 2,006 |
| 4 | Gap Down Reversal Gap | 55.2% | +1.09% | +0.77% | -35.0% | 4,524 |
| 5 | Close Below Lower Bollinger Mean Reversion | 54.4% | +0.54% | +0.60% | -21.9% | 30,739 |
| 6 | Gap Down Continuation Gap | 53.9% | +1.47% | +0.45% | -33.8% | 2,271 |
| 7 | RSI(2) Oversold Bounce Mean Reversion | 53.9% | +0.41% | +0.32% | -22.8% | 34,000 |
| 8 | Hammer at 20-Day Low Mean Reversion | 53.6% | +0.38% | +0.30% | -24.1% | 6,814 |
| 9 | Three Down Days Above 200 SMA Mean Reversion | 53.5% | +0.42% | +0.31% | -24.0% | 33,176 |
| 10 | Inside Day in Uptrend Breakout | 52.8% | +0.25% | +0.21% | -28.1% | 41,269 |
| 11 | Unusual Volume Selloff Unusual Volume | 52.8% | +0.50% | +0.56% | -33.6% | 2,445 |
| 12 | 52-Week High Breakout Breakout | 52.3% | +0.47% | +0.17% | -39.4% | 3,958 |
| 13 | EMA Stack Trend Momentum | 52.3% | +0.20% | +0.21% | -24.1% | 21,332 |
| 14 | NR7 Breakout Breakout | 52.3% | +0.10% | +0.14% | -25.0% | 32,672 |
| 15 | Pocket Pivot Unusual Volume | 52.2% | +0.26% | +0.19% | -25.4% | 45,525 |
| 16 | Unusual Volume Up Day Unusual Volume | 52.1% | +0.66% | +0.37% | -49.6% | 1,813 |
| 17 | 3-Month Momentum Leaders Momentum | 51.9% | +0.41% | +0.23% | -30.0% | 59,212 |
| 18 | Golden Cross Momentum | 51.9% | +0.22% | +0.23% | -29.0% | 1,932 |
| 19 | RSI(14) Overbought Momentum | 51.8% | +0.22% | +0.07% | -37.6% | 44,280 |
| 20 | 20-Day Donchian Breakout Breakout | 51.8% | +0.16% | +0.17% | -22.0% | 48,592 |
| 21 | Bollinger Squeeze Breakout Breakout | 51.5% | +0.16% | +0.23% | -46.4% | 2,456 |
| 22 | Relative Strength vs SPY Momentum | 51.3% | +0.33% | +0.18% | -30.6% | 24,211 |
| 23 | MACD Bullish Cross Above Zero Momentum | 50.5% | +0.04% | +0.17% | -26.2% | 10,554 |
| 24 | Big Up Day (+5%) Momentum | 50.5% | +0.39% | +0.19% | -46.0% | 11,615 |
| 25 | Gap Up on Volume Gap | 50.3% | +0.50% | +0.39% | -34.9% | 1,218 |
Using end-of-day screens for day trading
These screens are evaluated on the daily close, so run them after the bell and use the results as the next session's watchlist. Gap and unusual-volume screens are the most intraday-flavored; trend and mean-reversion screens fit swing holds that match the 5-day test window.
Browse by category
FAQ
What is the best stock screener for day trading?
No screen is best for everyone. In our 2021–2026 backtest the highest 5-day hit rate was RSI(14) Oversold at 57.9%, but these are end-of-day screens, so for day trading they work best as a next-morning watchlist rather than intraday signals.
How were these stock screeners ranked?
Each screen was run on daily bars for 518 current S&P 500 and Nasdaq-100 stocks from 2021-10-13 to 2026-10-12. We rank by hit rate: the share of signals that closed higher 5 trading days later.
Which screeners beat the market?
17 of 25 screens had an average 5-day move above SPY's average over the same days. Fees, slippage and survivorship bias are not included, so real results would be lower.
Can I use these screens in TradingView, Finviz or ThinkorSwim?
Yes. SetupHits Pro ($39/mo) includes exact copyable settings for every screen on the platforms that support it, delivered by email.
Simulated results; no commissions, slippage or taxes; survivorship-biased universe of current index members. Read the methodology. Not financial advice.