Screeners
Universe sources — what's a candidate today — kept separate from the strategies that trade them. A strategy names a screener instead of hard-coding a fixed list; one screener can feed several strategies, and a strategy can draw from several. Static lists sit at one end, live market scans at the other.
core
Static universe · unusedThe fixed, human-vetted equity universe. Deliberately not discovered: repeat observations of the same names make per-symbol stats meaningful, and dip-buying needs pre-vetted quality.
- Data
- Hand-maintained list in src/universe.ts · no API, no third party
- Used by
- none — equity strategies read UNIVERSE directly
- Schedule
- unused
- Last run
- never
- Next run
- —
pnpm screen core
movers
Live scan · unusedToday's biggest movers from Alpaca's live screener — how you'd source candidates for an opening-range or gap strategy. Filtered to tradable common stock; the raw list is mostly warrants and penny pumps. Live-only, so it can't drive a backtest.
- Data
- Alpaca screener · same venue we screen and trade on
- Filters
- ≥3% 24h move · ≥$5/share · top 25 by move
- Used by
- none yet
- Schedule
- unused
- Last run
- never
- Next run
- —
pnpm screen movers
crypto-liquid
Live scanThe deepest, most liquid coins Alpaca can trade, by dollar volume. For strategies that need a readable book and a cheap fill more than a big mover.
- Data
- Coinbase rankings → Alpaca tradability · orders at Alpaca
- Filters
- ≥$10M vol · spread ≤0.15% · top 12 by volume
- Used by
- crypto-tape-v1, crypto-trend-v1
- Schedule
- crypto-tape-trade (every 5 min), crypto-trade (cadence unknown)
- Last run
- 2 minutes ago · 8 candidates · crypto-tape-v1
- Next run
- in 3 minutes (approx)
pnpm screen crypto-liquid
crypto-movers
Live scanCoins actually going somewhere today, with a liquidity floor so the rank doesn't fill with untradeable microcaps. For breakout strategies, which need movement to break out of.
- Data
- Coinbase rankings → Alpaca tradability · orders at Alpaca
- Filters
- ≥3% 24h move · ≥$5M vol · spread ≤0.3% · top 10 by move
- Used by
- crypto-scalp-v1
- Schedule
- crypto-scalp-trade (cadence unknown)
- Last run
- 2 hours ago · 2 candidates · crypto-scalp-v1
- Next run
- —
pnpm screen crypto-movers
crypto-dippers
Live scanCoins that pulled back today — fallers only. The mirror of crypto-movers, because ranking on absolute move would hand a dip-buyer names that just ran up.
- Data
- Coinbase rankings → Alpaca tradability · orders at Alpaca
- Filters
- fallers only · ≥2% 24h move · ≥$5M vol · spread ≤0.3% · top 12 by move
- Used by
- crypto-revert-v1
- Schedule
- crypto-revert-trade (cadence unknown)
- Last run
- 8 hours ago · 8 candidates · crypto-revert-v1
- Next run
- —
pnpm screen crypto-dippers
wheel-candidates
Live scanStocks worth selling a cash-secured put on, re-tuned 2026-10-01 to the 10-year full-cycle wheel backtest (pnpm backtest:wheel — assigned shares' P&L counted). Gates: affordable (one 100-share contract = price × 100 of collateral, indivisibly — Max share price is the budget knob), above their own MA200, still rising over 6 months, realized volatility in the 25–55% band (≥80% names like MARA/COIN were the backtest's worst: rich premium, assignments that never recover), and liquid in dollar volume. Ranked by 6-month trend strength — the backtest's clearest driver of wheel returns. Has NO earnings gate — Alpaca provides no calendar.
- Data
- Alpaca daily bars, over the core universe UNIONED with yahoo-screener's quality-vetted names (Tier 1/2 or $50B+). Alpaca is both where we screen and where we trade; the sibling app contributes the name list only, never a price. Alpaca most-actives was rejected — volume-ranked, so it is mostly sub-$10 low-float names nobody should be assigned into. NO earnings calendar (see the module header).
- Filters
- ≥$5/share · top 20 by move
- Used by
- wheel-v1
- Schedule
- wheel-trade (every 15 min)
- Last run
- never
- Next run
- —
pnpm screen wheel-candidates
qsr-liquid
Live scanQSR's quality universe (the sibling yahoo-screener's Tier 1/2 and $50B+ names, ~320 tickers) narrowed to the 50 most liquid by 20-day average dollar volume, measured on completed sessions only. A quality list for dip-buyers that isn't a hand-picked set of past winners.
- Data
- Names from the sibling yahoo-screener app (its QSR-tracked quality list: Tier 1/2 or $50B+ caps; /api/qsr-chart-data, a ~6MB response, fine for a screen resolved a couple of times a day). Liquidity ranking from Alpaca daily bars — Alpaca is where every order goes; yahoo-screener supplies the list only, never a price.
- Filters
- top 50 by volume
- Used by
- rsi2-v1
- Schedule
- rsi2-trade (cadence unknown)
- Last run
- never
- Next run
- —
pnpm screen qsr-liquid