ORB Momentum Scanner

Daily pre-market scan for Opening Range Breakout candidates. Stocks are scored by gap%, relative volume, liquidity, and news catalysts.

Symbol Dir Gap% RVOL Avg Vol Score News OR High OR Low Breakout
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Scoring Formula
Gap (0-30 pts)min(|gap%| × 10, 30)
RVOL (0-30 pts)min(relative_volume × 10, 30)
Volume (0-10 pts)10 if avg > 1M, 5 if avg > 500K
News (0-20 pts)+20 if catalyst headline < 24h
Direction (0-10 pts)+10 if gap ≥ 1.5% and RVOL ≥ 1.5x

Minimum filters: avg volume ≥ 500K, |gap| ≥ 1%. Top 20 candidates kept.