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Scanner Improvements Design

Date: 2026-02-18 Status: Approved

Problem

Most scanners produce weak or broken signals:

Insider buying drops transaction details (name, title, value)
Options flow ignores its own premium filter, only checks nearest expiration
Volume accumulation can't distinguish buying from selling
Reddit DD scores posts with an LLM then ignores the score
Semantic news is just regex extraction, not semantic
Market movers finds stocks after they moved
ML signal threshold (35%) is worse than a coin flip

Three useful scanner types are missing entirely: analyst upgrades, technical breakouts, sector rotation.

Phase 1: Fix Existing Scanners

1. Insider Buying

Preserve insider_name, title, transaction_value, shares from scraper
Priority by significance: CEO/CFO >$100K = CRITICAL, director >$50K = HIGH, other = MEDIUM
Cluster detection: 2+ insiders buying same stock within 14 days = CRITICAL
Rich context: "CFO Jane Smith purchased $250K of shares"

2. Options Flow

Apply the existing min_premium threshold ($25K) — currently configured but never checked
Scan up to 3 nearest expirations instead of 1
Classify moneyness: ITM call buying (conviction) > OTM (speculative)
Weight by expiration: 30+ DTE scored higher than weeklies

3. Volume Accumulation

Price-change filter: volume >2x AND absolute price change <3% (quiet accumulation only)
Multi-day mode: 3 of last 5 days >1.5x average = sustained accumulation
Exclude distribution: high volume + big price drop = skip

4. Reddit DD

Use LLM quality score for priority: 80+ = HIGH, 60-79 = MEDIUM, <60 = skip
Subreddit weighting: r/investing bonus, r/pennystocks penalty
Include post title and LLM score in context

Add mention count to context: "47 mentions in 6hrs"
Priority by volume: 50+ = HIGH, 20-49 = MEDIUM
Basic sentiment check from available data

6. Semantic News

Include actual headline text in context (not just "Mentioned in recent market news")
Catalyst classification from headline keywords: upgrade/FDA/acquisition/earnings
Priority based on catalyst type

7. Earnings Calendar

Add historical earnings reaction via get_pre_earnings_accumulation_signal()
Include EPS/revenue estimates from get_ticker_earnings_estimate()
Priority: proximity + accumulation signal = CRITICAL

8. Market Movers

Market cap filter: exclude <$300M
Volume validation: require avg volume >500K
Include change percentage in context
Cross-reference with news for catalyst attribution

9. ML Signal

Raise min_win_prob default from 0.35 to 0.50
Log model metadata (version, training date) if available
Add feature importances to context when model exposes them

Phase 2: New Scanners

10. Analyst Upgrades Scanner

Uses existing get_analyst_rating_changes() from alpha_vantage_analysts.py
Filters for upgrades, initiations, price target increases from last 3 days
Priority: upgrade with >20% target increase = HIGH, initiation = MEDIUM
Strategy: analyst_upgrade

11. Technical Breakout Scanner

Uses yfinance OHLCV data (no new APIs)
Detects: volume-confirmed breakout above 20-day high, or 52-week high on 2x+ volume
Priority: 3x+ volume at breakout = HIGH, 2x+ = MEDIUM
Strategy: momentum (reuses existing enum)

12. Sector Rotation Scanner

Compares sector ETF relative strength: 5-day vs 20-day periods
Flags individual stocks in accelerating sectors that haven't moved yet
Uses yfinance sector ETFs (XLK, XLF, XLE, etc.)
Strategy: new sector_rotation enum value

Data Sources

All improvements use existing APIs:

yfinance (free, no key)
Alpha Vantage (existing key)
Finnhub (existing key)
OpenInsider scraping (existing)
Reddit PRAW (existing)

No new API subscriptions required.

3.8 KiB Raw Blame History