A limited snapshot of past price changes
This tool intersects two provider responses: positive daily gainers and a limited US company screen. The company-pool limit is applied before that intersection, in the provider’s order. Results are not a full-market ranking, and an empty intersection does not establish that no matching stocks exist elsewhere.
Selected sector, exchange, market capitalization, price, and volume conditions remain in force even if fewer than five stocks match. Missing data required by a condition excludes that row. The initial draft uses a $1 billion market-cap minimum and a 20-company pool, with no volume minimum. Those are example settings, not a low-risk guarantee.
Create and inspect a snapshot
- Edit the draft filters, then select Apply and Refresh. Draft edits and Reset Draft do not change the displayed snapshot until applied.
- Review the applied-filter summary and UTC look-back anchor above the table. The gainer price stays fixed for the run; separate quote details do not overwrite the price used in return calculations.
- Expand a row to inspect its actual 1-, 3-, and 6-month baseline dates and any missing-history notice.
- After enrichment finishes, export the displayed rows as CSV. It includes baseline dates and percentage changes; this is a current research snapshot, not historical point-in-time evidence for a backtest.
How each price change is measured
The reference date is the UTC date when the run starts. For each look-back, subtract 1, 3, or 6 calendar months, clamping a month-end date to the last valid day of the target month. Choose the newest valid daily price on or before that target, no more than seven calendar days earlier. A later date is never used to fill a missing older history window.
Price change percent = 100 × (displayed gainer price / selected historical price − 1). For example, price 110 and baseline 100 give 10%. The gainer price can be intraday while the baseline is an end-of-day observation. Dividends, taxes, fees, and trading execution are not included. Verify corporate-action adjustments and source timing before using the comparison; it is not a total-return series.
The weighted score is not a probability
When all three periods exist, weighted change = 0.50 × one-month change + 0.30 × three-month change + 0.20 × six-month change. Changes of 10%, 20%, and −5% give a score of 10. This descriptive combination has no calibrated 0–100 scale, risk adjustment, or validated buy/sell threshold. A high value does not prove consistency, acceleration, or a sustainable trend.
If any period is missing, the score stays unavailable; the remaining weights are not silently rescaled. Complete scores sort first, from highest to lowest. Incomplete rows follow, retaining the initial daily-gainer order. New listings or stale/missing histories may have fewer than three usable periods.
Update timing and missing information
Requests run at page load or when filters are applied. There is no live stream or automatic polling. Pineify caches the gainer list and current historical-price requests for 15 minutes, the company screen for 2 minutes, and quote details for 30 seconds. Provider delays can add to these intervals. Refreshing the browser does not force the underlying data to update.
Quote details and histories are optional enrichment. A failed request leaves the relevant fields unavailable with a notice. A failed base request clears the current results. No account or payment is required for this public tool; separate Pineify App coding features require an eligible paid plan.
Data references: FMP biggest gainers and FMP daily price and volume. The weighted score and seven-day baseline tolerance are this calculator’s conventions, not provider recommendations.