ANOMALY SCREENER
FREERun the Iron Condor Scalper Screener directly in your browser. Analyze any stock for volatility patterns around ex-dividend dates and backtest iron condor strategies.
HOW THE SCREENER WORKS
1
Data Collection
Fetches historical price and dividend data for each ticker using market APIs. Calculates 20-day rolling historical volatility.
2
Anomaly Detection
Compares volatility on ex-dividend dates to baseline (10 days prior). Spikes above 50% are classified as anomalies.
3
Backtest & Classify
Simulates iron condor trades around each dividend date. Stocks with 75%+ anomaly frequency and 85%+ avg spike are classified as "Strong."