Price decreased by at least 5% in the last bar.
Stocks matching this pattern right now appear in the list. Select one to see its chart and backtested strategy performance.
The filter compares the daily closing price to the prior session's close and requires a decline exceeding 5%. This is a daily close-to-close calculation — a stock that dropped 5% intraday but recovered to close down only 3% does not qualify. The daily close is more meaningful than an intraday low because it represents the final consensus between buyers and sellers for the session. A 5%+ daily close-to-close drop for a top-100 US equity is statistically exceptional — it places the day in roughly the bottom 2-3% of that stock's historical daily return distribution. No volume, trend, or indicator qualifier is applied.
The behavior after a 5%+ daily drop splits sharply based on catalyst type. Earnings-driven drops often see a dead-cat bounce in the first 1-2 sessions after the initial move, followed by continued selling as analysts revise estimates. Macro or sector-driven drops tend to cluster — if multiple stocks trigger this screen on the same day, it often signals a broad market stress event rather than stock-specific weakness. Failure modes for short sellers: (1) the stock was already deeply oversold before the drop and the 5% day exhausts sellers — sharp reversal follows; (2) M&A or buyout speculation drives a short squeeze the day after the drop. Failure modes for bounce buyers: (1) the decline is fundamental — the stock reprices lower permanently; (2) the catalyst is ongoing (multi-day news event) and the stock continues lower. Gap Down 1%+ often captures the open-based component of this signal. Drop > 2% on the Daily timeframe shows the intraday progression within a 5%+ daily session.
Educational references. Videos may not match this screen's exact filters.
This screen identifies stocks that declined more than 5% on the most recent daily bar relative to the prior day's close. A single-session 5% decline is a rare, high-magnitude event for large-cap US equities — it nearly always has a catalyst: earnings miss, analyst downgrade, sector collapse, or macro shock. Currently 4 stocks match. Traders use this screen to find potential short continuation setups, oversold bounce candidates, or stocks undergoing fundamental repricing. Search phrases: stock down 5 percent today, stocks dropping hard today, big losers daily screener. Related screens: Gap Down 1%+, Drop > 2%.
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