Mean Reversion Screener

2026-08-06 19:05:04 CT · Universe: 507 stocks (SP500 + NASDAQ100)
BULL · Score: +14.54/14 · VIX: 15.2 · SPY: 769 · Breadth: 86%
4
Passed Phase 1
(Z<-2.0, RSI<30.0)
2
Passed Phase 2
(AVWAP<-15.0%, Hurst<0.7)
1
Top 5 Finalists
Ranked by MRO Score

Top 5 Candidates

RankTickerPriceZ-ScoreRSI CROHurstAVWAP DistChow HVMRO ScoreStop-LossRisk Note
#1 ROL $36.83 -2.73 23.9 55.6 0.66 -25.7% 0.02 38.7% 72.4 $33.81
-8.20%
Tight stop at $33.81 (-8.19% below entry)

Rationale

ROL — ROL is 2.7σ below its 252-day mean with weak mean-reversion signal (Hurst 0.66, Chow 0.02). At $36.83 it sits -25.7% below anchored VWAP; a snap-back toward $41.56 is probable within 5-15 sessions.

RSI-Oversold Watchlist (RSI < 30.0; top 20 by lowest RSI)

#TickerPriceZ-ScoreRSI AVWAP DistHurstHVPhase1Phase2
1DVA$180.670.6520.6-13.7%0.6360.8%FAILFAIL
2ROL$36.83-2.7323.9-25.7%0.6638.7%PASSPASS
3APTV$46.30-2.8424.5-25.4%0.6060.9%PASSPASS
4SRE$84.35-2.1926.5-8.2%0.6618.9%PASSFAIL
5EIX$67.230.1426.6-9.2%0.6130.8%FAILFAIL
6APP$335.67-1.9428.5-29.7%0.6693.4%FAILFAIL
7PEG$75.04-2.5129.2-6.7%0.5516.2%PASSFAIL
8CHRW$146.66-1.1229.3-10.9%0.6167.7%FAILFAIL