The presets, published: settings, reasoning, and what slips through.
These four templates are the scanner engine's working presets, not marketing abstractions. Every threshold has its reason next to it, and every template lists the false positives it admits, because a filter you can't argue with is a filter you can't trust.
Premarket gap + participation
Names gapping on fresh news with enough premarket dollar volume to actually trade.
The workhorse. A gap list on its own is mostly noise: thin quotes marked up on no volume. This template demands the gap and the participation and the catalyst, which is why it usually holds seven names, not seventy.
- A real catalyst that is fully priced by 9:25: the filter measures attention, not remaining upside.
- Biotech partial data: the headline reads clean, the detail gaps it back down at 10 am. The filter cannot read a p-value; you have to.
- Sympathy gappers riding a sector story with no news of their own: they pass on volume and fail on catalyst, but a vague company PR can sneak one through.
Leave an email and this template is saved against it: the day your workspace opens, it's already in there, thresholds set, ready to argue with.
Relative volume, adjusted
Names trading far above their own normal participation for this exact time of day.
RVOL is the single most misconfigured filter in retail scanning. Divided by a full average day it reads 0.4 for everything at 8 am and lights up garbage at 3:55 pm. Compared against the same clock window, it becomes the cleanest "is anyone here?" measure there is.
- Rebalance and expiry days, when the whole tape's baseline shifts: expect the board to be crowded and trust it less.
- A single sweep printing into a quiet name. One participant is not a crowd; check whether volume builds in the next windows.
- Post-halt resumptions mechanically spike windowed RVOL. That can be exactly the trade, but the number is describing the halt, not fresh discovery.
Leave an email and this template is saved against it: the day your workspace opens, it's already in there, thresholds set, ready to argue with.
Low float + fresh catalyst
Sub-10M floats with news that broke since the close and structure that can actually squeeze.
Float is the fuel tank; the catalyst is the spark. This template pairs them and then does the work most scanners skip: it checks the float against the filing that last changed it, and the catalyst against the freshness of its first publication, because both numbers lie when they're stale.
- Floats that changed yesterday. We date every figure, but a filing can be minutes old. The number on any screen, including ours, trails the truth.
- "Strategic review" and "exploring alternatives" headlines: technically fresh, historically weak. The base-rate table on the calendar is the antidote.
- Names where the catalyst is real but the float is concentrated in one holder who is exiting into the pop. No public feed shows this cleanly; the tape does.
Leave an email and this template is saved against it: the day your workspace opens, it's already in there, thresholds set, ready to argue with.
High-of-day momentum
Names breaking their session high with volume confirming, after the open has settled.
The intraday continuation tool. A high-of-day break is the most-watched level on any momentum name, which makes it both the cleanest trigger and the most crowded fakeout. The template's job is to tell those apart before you do it with money.
- Stop-run pokes: a level swept by a few hundred shares, then instant reclaim. The volume gate catches most, not all.
- Lunch-hour breaks on thin tape, where 2× the prior five minutes is still nothing. Respect the clock.
- Halted names reopening through their high mechanically: that is a reopen trade with its own rules, not a breakout.
Leave an email and this template is saved against it: the day your workspace opens, it's already in there, thresholds set, ready to argue with.
These templates are starting points, deliberately conservative. The settings that matter are the ones you change after your journal shows you why, which is the actual product: the scanner, the Morning Board it feeds, and the journal that closes the loop are one system on one dataset.
The founding cohort is 1,000 seats.
We admit 1,000 traders at a time because that is the largest number whose feedback on radar accuracy we can actually work through before opening the next batch. Applications are admitted in order; the intake asks what you trade, and answering it moves you up.
No card at application. Founding price locked for the life of your account. The full intake asks what you trade and moves you up the queue.
Admitted in order of application · momentum traders who complete the intake go first · founding price locked for the life of your account
