Screener SystemThe Gabriel Quantitative Screener Series transforms the way traders approach technical and fundamental confluence.
Each filter was designed not just to identify market opportunities but to model institutional behavior, where volume, efficiency, and volatility compression merge into repeatable, high-conviction setups.
By mastering these tools, traders can adapt dynamically across multiple environments:
From high-growth rotations and momentum squeezes to value recoveries and fundamental leadership trends.
From swing trades that capture early rotations to short-term intra-day bursts driven by liquidity spikes.
Each screener operates independently, but together they provide a panoramic framework of market rhythm and capital flow dynamics—helping you trade in harmony with institutional footprints rather than noise.
⚙️ 1. Gabriel’s TTM Squeeze—Volatility Compression and Momentum Ignition
Credit to John Carter from Simpler Trading.
Concept:
The TTM Squeeze identifies moments when volatility contracts to its tightest levels, signaling a buildup of market energy before a potential breakout. Gabriel’s version refines this principle by combining EMA structure alignment, Stochastic crossovers, liquidity thresholds, and volatility gating to isolate high-probability expansion phases.
Core Technical Framework:
EMA (8), EMA (21), EMA (34), EMA (55), and EMA (89) create a layered exponential trend structure that reveals directional stacking.
Bullish alignment: EMAs stacked upward (momentum acceleration).
Bearish alignment: EMAs inverted (momentum exhaustion).
Bollinger Bands (20) within Keltner Channels (20)—defines volatility compression and the "squeeze" zone.
Stochastic (5,3,3), (8,3.3), (14,3,3)—ensures that it's ready and primed.
ADR > 2% & ATR (14) ≥ 0.5—ensures range expansion potential.
Volume ≥ 500K—confirms institutional-grade activity.
Market Cap ≥ $2B—eliminates illiquid small caps.
How It Works:
Detects volatility contraction as BBs narrow inside KCs.
Confirms directional alignment using multi-EMA structure and R.A.F. proxy.
Screens for expansion-ready setups where energy release often follows compression.
Ideal Use Case:
Perfect for swing and intraday traders who capitalize on volatility transitions. Best applied before earnings or major news catalysts when institutional positioning drives breakout volatility.
🚦2. Gabriel’s TRW Squeeze—Trend Rotation Wave Screener
Credit to Aayush Sharma from Stock Campus.
Description:
The Gabriel’s TRW Squeeze screener identifies trend rotation wave setups using volatility compression signals combined with multi-SMA alignment. It is designed to detect the moment when price, volatility, and structure synchronize—signaling a potential momentum release after a quiet consolidation phase.
While Gabriel’s TTM Squeeze focuses on exponential momentum acceleration, the TRW Squeeze emphasizes smoothed trend strength, ideal for swing traders and portfolio rotations.
Core Framework
🔹 Moving Average Structure
SMA(9), SMA(21), SMA(50), SMA(200) define the multi-horizon trend.
Alignment of these SMAs reveals institutional rotation and trend maturity.
Bullish Bias: price above SMA(9) > SMA(21) > SMA(50) > SMA(200).
Bearish Bias: reverse order or price below all SMAs.
🔹 Volatility Compression
Bollinger Bands (20) contracting inside Keltner Channels (20) marks the volatility “squeeze.”
This condition reflects a market equilibrium about to shift—the “coiling spring” pattern.
Once Bollinger Bands expand beyond the Keltner Channel, momentum is likely to surge.
🔹 Liquidity & Volatility Filters
Market Cap ≥ 2 B USD—avoids microcaps and ensures institutional-grade volume.
Volume ≥ 500 K—screens only actively traded stocks.
ATR(14) ≥ 0.5—ensures sufficient daily range for tradeable volatility.
ADR ≤ 2%—filters excessive overnight risk.
How It Works
Compression Detection—The screener finds assets where Bollinger Bands are inside the Keltner Channel, signaling low volatility.
Trend Alignment—SMA structure confirms the directional bias of the underlying trend.
Expansion Trigger—A breakout from the squeeze with aligned SMAs marks a high-probability trend continuation or reversal wave (TRW).
⚡ 3. Gabriel’s Low Float Mover—High-Volatility Momentum Screener
Credit to Ross Cameron from Warrior Trading.
Description:
Gabriel’s Low Float Mover is engineered to detect high-momentum, low-float stocks exhibiting abnormal volume surges, strong pre-market strength, and breakout behavior. It filters for equities within the $2.5–$25 range, making it ideal for traders targeting parabolic intraday and swing moves driven by speculative rotation, news catalysts, or short squeezes.
Core Filters
⚙️ Liquidity & Market Cap
Price: $2.50–$25 Focuses on the sweet spot for retail and small-float momentum plays.
Market Cap: $300M–$2B Captures low- to mid-float tickers with enough liquidity to run but small enough to move violently on volume.
🔥 Momentum & Volume Criteria
Relative Volume ≥ 5× Ensures today’s activity is at least 5× higher than normal—confirming crowd participation or news-based rotation.
New High (1 Month) Filters for fresh breakouts or stocks reclaiming momentum from consolidation.
Pre-Market Change ≥ 2%— Detects early strength before the open, a key tell for potential runners.
⚖️ Risk Control
ADR ≥ 2% Limits overnight tracking error and ADR volatility, focusing on domestic tickers with cleaner price action.
How It Works
Identifies low-float, mid-cap stocks within the preferred retail volatility range.
Confirms momentum ignition using relative volume, recent highs, and pre-market confirmation.
Highlights tickers most likely to experience intraday breakouts, halts, or squeezes.
Use Case
Built for day traders, momentum scalpers, and swing traders who thrive in fast-moving markets. The screener surfaces potential runners before market open, allowing early preparation and pre-market watchlist building.
⚖️ 4. Gabriel’s VPC—Value-to-Price Compression Screener
Credit to Mark Minervini.
Concept:
The Value-to-Price Compression (VPC) model identifies stocks transitioning from deep value recovery to early momentum, trading between their 52-week extremes.
It captures the “middle zone” where institutional accumulation typically begins—not too oversold, not too overbought.
Core Framework:
Price ≥ 30% above 52W Low—signals strength recovery from a value base; the more the better, preferably higher than 100%.
Price ≤ 30% below 52W High—leaves headroom for continued upside; the closer to the 52-week high, the better.
SMA (50), SMA (150), and SMA (200) measure long-term compression and potential golden-cross structure.
Market Cap ≥ $300M, Volume ≥ 2M, ATR ≥ 0.5, ADR ≤ 2%—ensure clean, tradeable liquidity profiles.
How It Works:
Detects stocks recovering from lows but not yet overextended.
Confirms trend compression via SMA alignment.
Highlights candidates basing or consolidating before major continuation.
Ideal Use Case:
Best for swing and position traders aiming for sustained mid-cycle entries—the sweet spot between growth investing and technical momentum.
💹 5. Gabriel’s CANSLIM—Fundamental Growth & Institutional Leadership Screener
Credit to William O'Neil.
Description:
Gabriel’s CANSLIM identifies elite growth stocks that exhibit accelerating earnings, strong sales expansion, operational efficiency, and improving institutional interest—while still trading within 30% of their 52-week highs.
This screener merges O’Neil’s original CANSLIM principles with modern quantitative filters, designed to surface leaders emerging from consolidations with robust fundamentals and liquidity.
Core Framework
📈 C – Current Quarterly & Annual Earnings
EPS Growth (Quarterly YoY ≥ 25%)—highlights recent earnings acceleration.
EPS Growth (TTM YoY ≥ 15%)—confirms consistency across annual cycles.
Operating Margin (TTM ≥ 4.25%)—ensures profitable, scalable business models.
💰 A – Annual Earnings Growth
Revenue Growth (TTM YoY ≥ 25%)—sustained top-line expansion validates structural growth.
Net Margin (TTM ≥ 3%)—filters out low-quality revenue growth with poor conversion efficiency.
🧭 N – New Highs, Products, or Market Leadership
Price ≤ 30% below 52-week high—positions within breakout range of institutional accumulation.
ROCE (TTM ≥ 12%)—indicates strong capital efficiency and competitive advantage.
🏦 S / L / I / M – Supply, Leadership, Institutional Demand, Market Direction
Market Cap ≥ $300 M USD—ensures institutional-grade tradability.
Volume ≥ 5 M—screens for active institutional participation, the RS indicator.
Net Debt / EBITDA ≤ 17—avoids over-leveraged names that can’t scale efficiently.
ATR (14) ≥ 0.5 & ADR ≤ 2%—ensures both volatility for momentum and manageable risk.
How It Works
Filters fundamentally strong companies growing earnings and sales ≥ 20 % with efficient capital allocation.
Targets those near technical breakout zones—above institutional support but below euphoria.
Surfaces leaders capable of multi-quarter momentum continuation during strong market cycles.
💬 6. Gabriel’s Zulu Principle — Undervalued Growth with Technical Precision
Description:
Gabriel’s Zulu Principle is inspired by Jim Slater’s legendary small-cap investment philosophy — focusing on “niche growth at a reasonable price.” This screener merges the value discipline of fundamental analysis with technical alignment, surfacing emerging growth companies before institutional recognition.
It’s designed to identify small- and mid-cap stocks that are growing earnings rapidly yet remain undervalued by traditional metrics, sitting quietly in volatility contraction zones — the perfect setup for asymmetric upside.
🔥7. Stocks In Play, ORB — Opening Range Breakout Momentum Screener
Description:
“Stocks In Play, ORB” is a high-momentum liquidity screener built to identify intraday breakout candidates showing explosive activity around the Opening Range Breakout (ORB) window.
It focuses on high relative volume, strong ATR expansion, and clean volatility structure to surface equities with enough participation and range for active day trading.
This is your go-to pre-market and intraday watchlist generator for finding the tickers that matter today.
