01
The Scan
Twelve thousand tickers, before sunrise.
Every trading morning, Prismo pulls grouped daily bars for 12,000+ US equities via Polygon.io and compares them against the prior session to find gap-ups — stocks that opened materially higher than yesterday's close.
An automatic fallback chain tries three data strategies in sequence: all-tickers snapshot, gainers endpoint, grouped daily comparison. Scans run reliably regardless of API tier.
02
The Score
A hybrid scorer, tilting toward the model.
Each candidate is scored 0–100 by a hybrid engine: a rule-based static scorer provides the baseline, while a Gradient Boosted Trees classifier overlays probability-weighted predictions. As the model proves itself, its influence ramps from 0% to 70% via an adaptive alpha.
Bonus points for volume-gap synergy, dollar volume, 52-week breakouts, and sector-wide momentum.
03
Self-Learning
A model that upgrades itself.
After every close, the accuracy tracker reconciles each alert against actual closing prices and writes a label — win or loss — onto a 21-feature vector. Saturday's batch retrains on the freshly accumulated ground truth.
The model class auto-progresses with sample size: Logistic Regression at 50, Gradient Boosted Trees at 200, an Ensemble at 500+.
04
Prediction Engine
Six multipliers, institutionally calibrated.
Expected price isn't a guess — it's a function of institutional-grade momentum curves. Decades of market data say 5–10% gaps follow through ~55% of the time; 10–20% gaps, ~65% with +8–15% avg continuation.
Six multipliers refine each forecast: volume confirmation, dollar volume, float rotation, ATR-relative gap, ticker history, and score-based confidence.
05
Top Indicators
The features doing the heavy lifting.
Out of twenty-one engineered features, six explain most of the model's lift. Each weight below is the model's relative reliance on that feature.
Gap-Up %46.3%
Price Level13.7%
ATR-Relative Gap12.4%
Prev Day Range11.3%
Volume Acceleration6.4%
Relative Volume4.8%
06
Stop-Loss
Tuned to the stock's own volatility.
A stop-loss isn't a fixed percentage — it's set from ATR (Average True Range): at least 1.5× the daily range below entry, capped at 8%. The stop respects the volatility regime the stock is already living in, instead of imposing one.
Wide-range stocks get wide stops. Quiet stocks get tight ones. Either way, the trade isn't stopped out by ordinary noise.
07
Target Levels
A realistic close, and a stretch.
Two targets per trade: a conservative target at the expected close from the momentum curve, and a stretch target at 1.8× the expected gain — capped at the gap-range upside.
As the engine accumulates outcomes, self-calibration blends 60% model with 40% historical actuals per score-bucket. Predictions get sharper without manual tuning.
08
Re-Entry Zone
The second-chance price level.
If a stock gaps up $10 and pulls back $4, that 40% retracement is statistically the cleanest re-entry. Momentum stocks that hold their re-entry zones typically resume the move; the ones that don't, weren't really momentum trades.
The re-entry is published with every alert — so a missed open isn't a missed trade.
09
The Pipeline
Four cron jobs, five days a week.
06:00 — pre-market continuation watch. 08:00 — main 12,000-ticker scan. 14:00 — intraday top-mover refresh. 16:30 — accuracy tracking against the close.
Mon–Fri, US holidays excluded. By the time you wake up, the day's verdict is typeset.
10
By The Numbers
A platform that grades itself.
Every prediction is reconciled. Every win and loss is logged. Every weekend, the model is rebuilt against the new ground truth. Below: the current state of play.
- ML accuracy
- 80.3%
- Validated win rate
- 71.5%
- Trades reconciled
- 414
- Backtested P&L
- $8,212