VCP Screener — Volatility Contraction Pattern
Scans US stocks daily for Minervini-style VCP setups: market cap $2B–$100B, price above 12-month / 200-day / 150-day SMAs, P/E trending up, VCP chart pattern (higher lows + flat ceiling + contracting volatility), insiders holding, free cash flow trending up, and EPS trending up. Inspired by Mark Minervini's methodology. Not financial advice.
The 12 rules (from the strategy)
- Market cap $2B–$100B
- Sweet spot for explosive percent moves. Above $1T = no explosive moves; below $2B = too volatile.
- Cash flow > 0
- The business whose entire point is to make money, is making money. (Proxy: free cash flow > 0.)
- Price > 12-mo SMA
- Long-term macro uptrend confirmed — "wind in your sails." Below = wind blowing in your face.
- Price > $10
- Harder to get institutional money into sub-$10 stocks.
- Employees > 20
- Weed out shell companies and sheds in Nevada.
- Price > 200-day SMA
- Confirmed long-term uptrend.
- Price > 150-day SMA
- No local consolidation zone (price can be above 200 but below 150 = consolidation, avoid).
- P/E trending up
- Don't care about the actual value, just want to see P/E generally trending upwards.
- VCP pattern
- Volatility Contraction Pattern: higher lows + flat price ceiling + each contraction wave smaller than the prior. 85% odds of winning.
- Insiders holding
- Free float < 70% or closely held > 20%. If insiders dumped, it's a negative variable.
- FCF trending up
- Free cash flow making more and more money every quarter and every year.
- EPS trending up
- Earnings per share trending upwards — greedy shareholders making more money.
Score = rules passed + VCP quality bonus (contractions × 2 + (1 − volatility ratio) × 3). Sorted by score. Fundamentals from Yahoo Finance. Employee count from stockanalysis.com. Click a symbol to view it on Seeking Alpha. Click any column header to sort. Thresholds are constants in src/screener2.ts.
Full hit log
Every result, every day (append-only). Scroll to browse.