None means "any". E.g. None / Bull / 1H = any bullish state on 1H, regardless of pattern. Kicker / None / 1D = any 1D kicker, bull or bear.

Keeps tickers where the selected TF's K is in [min, max]. e.g. 25–80 = mid zone with headroom.

0 bars ago = the last CLOSED candle — intraday on 1D that is yesterday, not today. 1D · Open→Close · 0 · Up · 0 = "yesterday was green". Body % is unsigned, so direction is ignored there. Days before 2026-09-17 carry no candle history and are hidden.

Blank = unbounded. ≤ -300 = deep oversold; -200…200 = NOT extreme. The fixed |CCI|>200 chip stays under ＋ Filter → Pattern.

Keeps tickers where the selected TF's stoch is bull (K>D) or bear (K<D). Stack TFs to require several at once.

Keeps tickers where confidence is in [min, max]. Pick a preset or type custom values 0–10.

Filters on the live share price. Options rule of thumb: one near-the-money ~1-month call ≈ 3–4× the share price (premium ~2–5% × 100). A $400 budget ≈ shares under ~$400 or one contract on stocks under ~$100.

Filters on market cap (both bounds in $ billions — 0.3 = $300M). Classic tiers: mega ≥ $200B, large ≥ $10B, mid $2–10B, small $300M–2B. Cap data warms in the background — a just-loaded board may briefly hide names whose cap hasn't resolved yet.

Keeps tickers whose near-money ~1–2wk call quotes tighter than this (bid/ask as % of mid) — the friction that decides if a chain is tradeable. SPY ≈ 0.3%, liquid mega-caps 1–3%, most names 3–5%+. No option data → hidden.

$ per contract (mid × 100) of the same near-money ~1–2wk call the Spread filter reads — the small-account affordability band. The min doubles as the "mid ≥ $0.50" floor ($50): far-OTM pennies pass a spread-% check on paper, but a 1¢ spread on a 2¢ contract is 50%. No option data → hidden.

Open interest on the same near-money ~1–2wk call (a daily figure, captured at the day's contract pick). ≥500–1,000 is the classic liquidity floor — below it, exits get hard even when the quoted spread looks fine. No option data → hidden.

HV = the stock's own realized volatility, annualized from the last 252 trading days of returns. "✅ cheap" additionally requires HV > the near-money call's IV — the Goyal-Saretto gate: you pay less for movement than the name has actually delivered (backtested +34-36pp on the passing call sleeves). Info-grade, not a direction signal. No data → hidden.

Today's range budget at this point in time. ATR(14) yardstick: used = the day's gap-aware true range (max of H−L and the gap legs vs yesterday's close). ADR(20) yardstick: used = today's plain H−L — the day-trader room-in-the-day read that IGNORES the gap (a pure gap day prints ATR-used >100% but ADR-used ~0). left = the yardstick minus used, floored at 0. "% of range" normalizes across tickers; $ is the same in dollars. Off-session it reads the last completed day. Leave max blank for one-sided ≥. No data → hidden.

The stock's average daily range as a % of price — how much it normally moves in a day, NOT how much of today it has used (that is ⛽). ATR(14) is gap-aware (true range); ADR(20) is plain H−L. Measured 2026-09-20: names with a prior-day range ≥4% gapped ≥2% pre-market 39.6% of the time vs 5.6% for ranges under 2% — volatility predicts WHETHER a name gaps, never which way. ≥4% ≈ the top 40% of the watchlist. Carries into alerts as the 🌡 ATR % / ADR % gate. No data → hidden.

"Away" hides names reporting inside the window — buying short-dated premium into a print means paying peak event IV (unknown earnings dates pass). "Within" flips it to SHOW only names reporting soon, for earnings plays (unknown dates hidden).