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Gap and Go

 
US

This list shows NYSE and Nasdaq stocks that opened more than 4% above yesterday's close, have not traded back below that close, are trading above today's open and show relative volume above 1.5, excluding penny stocks and illiquid names. Gap and go traders buy strength in gaps that keep attracting buyers after the open, typically with a stop below the opening range low or the day's low. Gaps that fill or fall below the open drop out of the list.

Screening formula:
exch(nyse,nasdaq) and type(stock) and price > 1 and advol(21) > 1 and gapup > 4 and l > c[1] and c > o and rvol(21) > 1.5 and sortby(gapup, desc) and show(gapup as gap, rvol(21) as rvol)
 
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