Screens / Unusual Volume
Unusual Volume stock screeners, backtested
Unusual-volume screens surface stocks trading far above their normal volume, a sign of new information or institutional activity. We tested 3 unusual volume screens on 518 S&P 500 and Nasdaq-100 stocks from 2021-10-13 to 2026-10-12: 49,783 signals in total. Ranked by 5-day hit rate; compare against SPY's average move on the same days.
Unusual Volume screens ranked
| # | Screen | Hit rate | Avg 5d | SPY 5d | Max DD | Signals |
|---|---|---|---|---|---|---|
| 1 | Unusual Volume Selloff Unusual Volume | 52.8% | +0.50% | +0.56% | -33.6% | 2,445 |
| 2 | Pocket Pivot Unusual Volume | 52.2% | +0.26% | +0.19% | -25.4% | 45,525 |
| 3 | Unusual Volume Up Day Unusual Volume | 52.1% | +0.66% | +0.37% | -49.6% | 1,813 |
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Simulated daily-bar backtest; no fees or slippage; survivorship-biased universe. See methodology. Not financial advice.