Technical & Price Action
Volume Shockers is a Technical & Price Action screen. It checks every NSE-listed stock against 2 conditions computed from nightly data, after excluding heavily pledged promoters and very small market caps. This page explains the rule, each figure and its source. It lists no stocks and is not advice.
Extraordinary trading volume — five times or more the 30-day average in a single session — almost never happens by accident. It indicates that a significant market participant (an institution, a large HNI block deal, a foreign fund building a position) has entered the market in size. Volume is the footprint of smart money: unlike price, which can drift on low-volume days, a genuine volume spike cannot be faked. The smart money trades before news is public; the volume spike often precedes the price announcement. This screener surfaces these anomalies in real time, giving attentive investors the opportunity to research why the volume is occurring before the reason becomes widely known.
A stock must satisfy every condition below. Conditions are grouped under the pillar they test.
Volume Anomaly
Hard excludes
Ranked by Daily Volume ÷ 30-Day Average Volume, highest first.
Volume Ratio (Current vs 30-Day Average)
Today's trading volume divided by the 30-day average daily volume. This screener requires a ratio of at least 5× — today's volume must be at least 5 times the recent average.
High is better
Daily Price Change (%)
The percentage change in price for the current trading session.
Volume + positive price change is the bullish variant (smart money buying). Volume + negative price change could indicate institutional distribution (smart money selling). Both are significant — context matters. The screener surfaces both; direction must be interpreted.
High is better
Type hypothetical values to see which conditions they satisfy. These are not real stocks and nothing here is stored.
Enter values to begin
How many stocks pass if this threshold were set differently. Counts only; no stocks are named.
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We could not tell this screen's picks apart from the stocks it left out. That is an absence of evidence, not a finding that the screen is wrong; it is still a valid way to narrow a list by your own rules.
AI-generated plain-language explanation
In the past data we checked, the stocks this screen picked did worse than the ones it left out, by more than luck alone would explain. Each month, across the 64 months we have data for, we checked whether the stocks this screen picked did better, over the following month (21 trading days), than the stocks it didn't pick. We score that from -1 (the picks always did worse) to +1 (always did better); 0 means no pattern. This screen scored -0.0156. As a measurement, the score is very small, but clearly below zero. If the screen had no real edge, a score at least this far from zero would show up about 3 in 1,000 by luck alone. That does not mean the screen is wrong; it still works for narrowing a list of stocks by your own rules. This is a record of the past, not a prediction.
This content has been generated with the assistance of artificial intelligence tools by FINOME TECHNOLOGIES PVT LTD. It is for educational purposes only and does not constitute investment advice, a research report, or a recommendation under SEBI (Research Analysts) Regulations, 2014 or SEBI (Investment Advisers) Regulations, 2013. Not investment advice. Issued in compliance with SEBI circular SEBI/HO/MIRSD/MIRSD-SEC-5/P/CIR/2024/149.
In the past data we checked, the stocks this screen picked did worse than the ones it left out, by more than luck alone would explain. Each month, across the whole period we have data for, we checked whether the stocks this screen picked did better, over the following month (21 trading days), than the stocks it didn't pick. We score that from -1 (the picks always did worse) to +1 (always did better); 0 means no pattern. This screen scored -0.0156. As a measurement, the score is very small, but clearly below zero. If the screen had no real edge, a score at least this far from zero would show up about 3 in 1,000 by luck alone. That does not mean the screen is wrong; it still works for narrowing a list of stocks by your own rules.
This is a record of the past, not a prediction.
This is a historical, statistical measurement produced by FINOME TECHNOLOGIES PVT LTD's research harness on past data. It is not a prediction, and past results do not indicate future results. The universe is today's Nifty 500 constituents, so the sample is affected by survivorship bias. It describes how a screen's selections behaved in the past and does not constitute investment advice or a recommendation.
Rule version 1.0.0