← Outlytic
Extreme Z Scanner
Find S&P 500 stocks making a new Z-score record or currently beyond ±2. Use the original all-history ThinkScript logic or a rolling X-trading-day window.
252-day mode computes each rolling 252-day Z-score. Record-break filters compare today with the prior 252 rolling Z readings; the ±2 filters apply directly to today's 252-day Z.
Mode
252-DAY
Processed
503
New highest
0
New lowest
22
Z ≥ +2
20
Z ≤ −2
46
All Matches
Highest / Lowest Only
Highest / Lowest Only & Z ±2
New Highest
New Lowest
Z ±2 Only
Z ±1.5 Only
Z ≥ +2
Z ≤ −2
Combined views: Highest / Lowest Only shows either record-break signal; Highest / Lowest Only & Z ±2 requires both a record-break signal and |Z| ≥ 2; Z ±2 Only shows |Z| ≥ 2; Z ±1.5 Only shows |Z| ≥ 1.5. A ticker can appear in multiple combined views when it satisfies multiple criteria.
| Ticker | Z-Score | Matched screen(s) | Price | Prior extreme | Record break | As of | Window | Bars loaded |
|---|---|---|---|---|---|---|---|---|
| MRNA Moderna |
+3.8883 |
Z ≥ +2
|
$199.26 | +7.8970 | — | 2026-09-25 | 252 | 1255 |
| PEG Public Service Enterprise Group |
-3.6198 |
Z ≤ −2
|
$66.48 | -3.7096 | — | 2026-09-25 | 252 | 1255 |
| XEL Xcel Energy |
-3.3871 |
NEW LOWEST
Z ≤ −2
|
$69.00 | -3.2762 | -0.1109 | 2026-09-25 | 252 | 1255 |
| RVTY Revvity |
+3.3688 |
Z ≥ +2
|
$148.97 | +3.7414 | — | 2026-09-25 | 252 | 1255 |
| P Everpure |
+3.3496 |
Z ≥ +2
|
$126.35 | +3.8093 | — | 2026-09-25 | 252 | 1255 |
| SRE Sempra |
-3.2842 |
NEW LOWEST
Z ≤ −2
|
$77.40 | -3.2766 | -0.0076 | 2026-09-25 | 252 | 1255 |
| ILMN Illumina, Inc. |
+3.2655 |
Z ≥ +2
|
$274.53 | +3.3257 | — | 2026-09-25 | 252 | 1255 |
| PCG PG&E Corporation |
-3.2407 |
Z ≤ −2
|
$12.25 | -3.2502 | — | 2026-09-25 | 252 | 1255 |
| CMS CMS Energy |
-3.2212 |
Z ≤ −2
|
$62.62 | -3.2520 | — | 2026-09-25 | 252 | 1255 |
| EXC Exelon |
-3.0347 |
NEW LOWEST
Z ≤ −2
|
$39.92 | -2.9497 | -0.0850 | 2026-09-25 | 252 | 1255 |
| AON Aon plc |
-3.0242 |
Z ≤ −2
|
$280.16 | -3.3130 | — | 2026-09-25 | 252 | 1255 |
| PPL PPL Corporation |
-2.9607 |
NEW LOWEST
Z ≤ −2
|
$31.74 | -2.8687 | -0.0919 | 2026-09-25 | 252 | 1255 |
| WY Weyerhaeuser |
-2.8848 |
Z ≤ −2
|
$20.14 | -2.9480 | — | 2026-09-25 | 252 | 1255 |
| DTE DTE Energy |
-2.8336 |
NEW LOWEST
Z ≤ −2
|
$120.72 | -2.8231 | -0.0105 | 2026-09-25 | 252 | 1255 |
| MAA Mid-America Apartment Communities |
-2.8276 |
Z ≤ −2
|
$117.77 | -2.9786 | — | 2026-09-25 | 252 | 1255 |
| A Agilent Technologies |
+2.7393 |
Z ≥ +2
|
$172.72 | +2.8010 | — | 2026-09-25 | 252 | 1255 |
| SWKS Skyworks Solutions |
+2.6884 |
Z ≥ +2
|
$89.79 | +3.0762 | — | 2026-09-25 | 252 | 1255 |
| VICI Vici Properties |
-2.6052 |
Z ≤ −2
|
$23.40 | -2.7065 | — | 2026-09-25 | 252 | 1255 |
| SO Southern Company |
-2.5807 |
NEW LOWEST
Z ≤ −2
|
$82.42 | -2.5035 | -0.0772 | 2026-09-25 | 252 | 1255 |
| WEC WEC Energy Group |
-2.5787 |
NEW LOWEST
Z ≤ −2
|
$100.69 | -2.5741 | -0.0046 | 2026-09-25 | 252 | 1255 |
| CRWD CrowdStrike |
+2.5530 |
Z ≥ +2
|
$255.51 | +5.0810 | — | 2026-09-25 | 252 | 1255 |
| MCD McDonald's |
-2.5250 |
Z ≤ −2
|
$237.20 | -3.0084 | — | 2026-09-25 | 252 | 1255 |
| CCI Crown Castle |
-2.5214 |
Z ≤ −2
|
$67.83 | -2.7681 | — | 2026-09-25 | 252 | 1255 |
| ES Eversource Energy |
-2.5064 |
NEW LOWEST
Z ≤ −2
|
$63.42 | -2.4057 | -0.1008 | 2026-09-25 | 252 | 1255 |
| ATO Atmos Energy |
-2.4986 |
Z ≤ −2
|
$156.01 | -2.5289 | — | 2026-09-25 | 252 | 1255 |
| VMC Vulcan Materials Company |
-2.4487 |
Z ≤ −2
|
$245.77 | -2.9851 | — | 2026-09-25 | 252 | 1255 |
| DUK Duke Energy |
-2.4479 |
NEW LOWEST
Z ≤ −2
|
$112.84 | -2.4006 | -0.0472 | 2026-09-25 | 252 | 1255 |
| NRG NRG Energy |
-2.4338 |
Z ≤ −2
|
$99.38 | -3.4677 | — | 2026-09-25 | 252 | 1255 |
| STZ Constellation Brands |
-2.4285 |
Z ≤ −2
|
$114.30 | -2.4690 | — | 2026-09-25 | 252 | 1255 |
| MLM Martin Marietta Materials |
-2.3798 |
Z ≤ −2
|
$486.33 | -2.6521 | — | 2026-09-25 | 252 | 1255 |
| ROL Rollins, Inc. |
-2.3681 |
Z ≤ −2
|
$29.92 | -4.0021 | — | 2026-09-25 | 252 | 1255 |
| HRL Hormel Foods |
-2.3550 |
Z ≤ −2
|
$19.50 | -3.1942 | — | 2026-09-25 | 252 | 1255 |
| ANET Arista Networks |
+2.2783 |
Z ≥ +2
|
$208.25 | +3.5119 | — | 2026-09-25 | 252 | 1255 |
| CRH CRH plc |
-2.2753 |
Z ≤ −2
|
$85.37 | -2.4467 | — | 2026-09-25 | 252 | 1255 |
| TJX TJX Companies |
-2.2742 |
Z ≤ −2
|
$130.64 | -3.3465 | — | 2026-09-25 | 252 | 1255 |
| HPE Hewlett Packard Enterprise |
+2.2689 |
Z ≥ +2
|
$63.65 | +7.1215 | — | 2026-09-25 | 252 | 1255 |
| LII Lennox International |
-2.2592 |
Z ≤ −2
|
$375.74 | -3.0419 | — | 2026-09-25 | 252 | 1255 |
| TMO Thermo Fisher Scientific |
+2.2539 |
Z ≥ +2
|
$671.42 | +2.4069 | — | 2026-09-25 | 252 | 1255 |
| WYNN Wynn Resorts |
-2.2431 |
Z ≤ −2
|
$81.14 | -2.3505 | — | 2026-09-25 | 252 | 1255 |
| ZBRA Zebra Technologies |
+2.2391 |
Z ≥ +2
|
$370.34 | +3.3037 | — | 2026-09-25 | 252 | 1255 |
| SYK Stryker Corporation |
-2.2373 |
Z ≤ −2
|
$275.11 | -3.8228 | — | 2026-09-25 | 252 | 1255 |
| CRL Charles River Laboratories |
+2.2225 |
Z ≥ +2
|
$291.23 | +3.6370 | — | 2026-09-25 | 252 | 1255 |
| NEE NextEra Energy |
-2.2085 |
Z ≤ −2
|
$75.81 | -2.2361 | — | 2026-09-25 | 252 | 1255 |
| META Meta Platforms |
+2.2037 |
Z ≥ +2
|
$748.87 | +2.7617 | — | 2026-09-25 | 252 | 1255 |
| NI NiSource |
-2.1654 |
Z ≤ −2
|
$39.22 | -2.2309 | — | 2026-09-25 | 252 | 1255 |
| PEP PepsiCo |
-2.1646 |
Z ≤ −2
|
$128.22 | -2.1976 | — | 2026-09-25 | 252 | 1255 |
| AAPL Apple Inc. |
+2.1478 |
Z ≥ +2
|
$339.50 | +2.6871 | — | 2026-09-25 | 252 | 1255 |
| MPC Marathon Petroleum |
+2.1381 |
Z ≥ +2
|
$384.52 | +3.1691 | — | 2026-09-25 | 252 | 1255 |
| DELL Dell Technologies |
+2.1316 |
Z ≥ +2
|
$566.26 | +6.8218 | — | 2026-09-25 | 252 | 1255 |
| AMD Advanced Micro Devices |
+2.1134 |
Z ≥ +2
|
$631.41 | +4.4768 | — | 2026-09-25 | 252 | 1255 |
| PSX Phillips 66 |
+2.1076 |
Z ≥ +2
|
$251.14 | +3.2132 | — | 2026-09-25 | 252 | 1255 |
| COO Cooper Companies (The) |
-2.0866 |
Z ≤ −2
|
$56.10 | -2.7096 | — | 2026-09-25 | 252 | 1255 |
| FE FirstEnergy |
-2.0830 |
NEW LOWEST
Z ≤ −2
|
$43.01 | -2.0059 | -0.0770 | 2026-09-25 | 252 | 1255 |
| CNP CenterPoint Energy |
-2.0739 |
NEW LOWEST
Z ≤ −2
|
$36.60 | -1.9851 | -0.0888 | 2026-09-25 | 252 | 1255 |
| VLO Valero Energy |
+2.0733 |
Z ≥ +2
|
$373.85 | +3.3128 | — | 2026-09-25 | 252 | 1255 |
| O Realty Income |
-2.0668 |
NEW LOWEST
Z ≤ −2
|
$55.19 | -2.0155 | -0.0513 | 2026-09-25 | 252 | 1255 |
| LNT Alliant Energy |
-2.0640 |
NEW LOWEST
Z ≤ −2
|
$62.93 | -1.9625 | -0.1015 | 2026-09-25 | 252 | 1255 |
| SBAC SBA Communications |
-2.0631 |
Z ≤ −2
|
$167.19 | -2.2235 | — | 2026-09-25 | 252 | 1255 |
| HIG Hartford (The) |
-2.0516 |
NEW LOWEST
Z ≤ −2
|
$124.78 | -1.8877 | -0.1639 | 2026-09-25 | 252 | 1255 |
| YUM Yum! Brands |
-2.0515 |
Z ≤ −2
|
$139.32 | -2.7544 | — | 2026-09-25 | 252 | 1255 |
| TXT Textron |
-2.0506 |
Z ≤ −2
|
$77.13 | -2.2731 | — | 2026-09-25 | 252 | 1255 |
| IQV IQVIA |
+2.0319 |
Z ≥ +2
|
$271.99 | +2.4346 | — | 2026-09-25 | 252 | 1255 |
| LVS Las Vegas Sands |
-2.0312 |
Z ≤ −2
|
$38.89 | -2.0886 | — | 2026-09-25 | 252 | 1255 |
| CCL Carnival Corporation |
-2.0221 |
Z ≤ −2
|
$22.36 | -2.3690 | — | 2026-09-25 | 252 | 1255 |
| LHX L3Harris |
-2.0154 |
Z ≤ −2
|
$240.79 | -2.1191 | — | 2026-09-25 | 252 | 1255 |
| CLX Clorox |
-2.0146 |
Z ≤ −2
|
$82.71 | -2.6446 | — | 2026-09-25 | 252 | 1255 |
| LOW Lowe's |
-1.9785 |
Z ≤ −1.5
|
$189.79 | -2.0598 | — | 2026-09-25 | 252 | 1255 |
| DECK Deckers Brands |
-1.9674 |
Z ≤ −1.5
|
$79.53 | -2.3542 | — | 2026-09-25 | 252 | 1255 |
| CMCSA Comcast |
-1.9614 |
Z ≤ −1.5
|
$21.83 | -2.3519 | — | 2026-09-25 | 252 | 1255 |
| NCLH Norwegian Cruise Line Holdings |
-1.9556 |
Z ≤ −1.5
|
$14.61 | -2.4256 | — | 2026-09-25 | 252 | 1255 |
| NTAP NetApp |
+1.9435 |
Z ≥ +1.5
|
$198.65 | +6.8283 | — | 2026-09-25 | 252 | 1255 |
| ABBV AbbVie |
+1.9157 |
Z ≥ +1.5
|
$263.69 | +3.6084 | — | 2026-09-25 | 252 | 1255 |
| EMR Emerson Electric |
+1.9142 |
Z ≥ +1.5
|
$159.37 | +3.1434 | — | 2026-09-25 | 252 | 1255 |
| TDG TransDigm Group |
-1.9100 |
Z ≤ −1.5
|
$1113.81 | -2.5712 | — | 2026-09-25 | 252 | 1255 |
| BIIB Biogen |
+1.9074 |
Z ≥ +1.5
|
$226.02 | +3.3039 | — | 2026-09-25 | 252 | 1255 |
| HD Home Depot (The) |
-1.9050 |
Z ≤ −1.5
|
$296.52 | -2.6465 | — | 2026-09-25 | 252 | 1255 |
| WAT Waters Corporation |
+1.9002 |
Z ≥ +1.5
|
$433.12 | +1.9030 | — | 2026-09-25 | 252 | 1255 |
| TMUS T-Mobile US |
-1.8984 |
Z ≤ −1.5
|
$165.79 | -2.5501 | — | 2026-09-25 | 252 | 1255 |
| PNR Pentair |
-1.8832 |
Z ≤ −1.5
|
$54.08 | -3.2661 | — | 2026-09-25 | 252 | 1255 |
| DXCM Dexcom |
+1.8758 |
Z ≥ +1.5
|
$87.39 | +3.2913 | — | 2026-09-25 | 252 | 1255 |
| FFIV F5, Inc. |
+1.8730 |
Z ≥ +1.5
|
$447.64 | +3.2263 | — | 2026-09-25 | 252 | 1255 |
| PANW Palo Alto Networks |
+1.8633 |
Z ≥ +1.5
|
$377.91 | +4.6715 | — | 2026-09-25 | 252 | 1255 |
| DE Deere & Company |
+1.8555 |
Z ≥ +1.5
|
$686.80 | +5.2482 | — | 2026-09-25 | 252 | 1255 |
| MET MetLife |
+1.8545 |
Z ≥ +1.5
|
$97.95 | +3.2897 | — | 2026-09-25 | 252 | 1255 |
| MRK Merck & Co. |
+1.8531 |
Z ≥ +1.5
|
$147.94 | +3.2071 | — | 2026-09-25 | 252 | 1255 |
| WST West Pharmaceutical Services |
+1.8429 |
Z ≥ +1.5
|
$371.12 | +3.1561 | — | 2026-09-25 | 252 | 1255 |
| AEE Ameren |
-1.8429 |
NEW LOWEST
Z ≤ −1.5
|
$98.75 | -1.7478 | -0.0951 | 2026-09-25 | 252 | 1255 |
| GRMN Garmin |
+1.8338 |
Z ≥ +1.5
|
$295.51 | +3.4868 | — | 2026-09-25 | 252 | 1255 |
| CPT Camden Property Trust |
-1.8308 |
Z ≤ −1.5
|
$97.86 | -2.7787 | — | 2026-09-25 | 252 | 1255 |
| FTNT Fortinet |
+1.8235 |
Z ≥ +1.5
|
$174.21 | +4.3426 | — | 2026-09-25 | 252 | 1255 |
| EFX Equifax |
-1.8156 |
Z ≤ −1.5
|
$148.48 | -3.1103 | — | 2026-09-25 | 252 | 1255 |
| UDR UDR, Inc. |
-1.8138 |
Z ≤ −1.5
|
$33.60 | -2.8530 | — | 2026-09-25 | 252 | 1255 |
| DGX Quest Diagnostics |
+1.8008 |
Z ≥ +1.5
|
$237.03 | +4.2907 | — | 2026-09-25 | 252 | 1255 |
| PFE Pfizer |
+1.8007 |
Z ≥ +1.5
|
$28.30 | +2.6342 | — | 2026-09-25 | 252 | 1255 |
| NDSN Nordson Corporation |
+1.8004 |
Z ≥ +1.5
|
$326.09 | +3.1971 | — | 2026-09-25 | 252 | 1255 |
| HPQ HP Inc. |
+1.7962 |
Z ≥ +1.5
|
$31.58 | +2.9998 | — | 2026-09-25 | 252 | 1255 |
| NVDA Nvidia |
+1.7917 |
Z ≥ +1.5
|
$225.59 | +3.1407 | — | 2026-09-25 | 252 | 1255 |
| DDOG Datadog |
+1.7902 |
Z ≥ +1.5
|
$272.39 | +5.0818 | — | 2026-09-25 | 252 | 1255 |
| FAST Fastenal |
+1.7839 |
Z ≥ +1.5
|
$50.86 | +2.5483 | — | 2026-09-25 | 252 | 1255 |
| APH Amphenol |
+1.7773 |
Z ≥ +1.5
|
$84.42 | +2.6731 | — | 2026-09-25 | 252 | 1255 |
| FSLR First Solar |
-1.7762 |
Z ≤ −1.5
|
$179.95 | -2.0680 | — | 2026-09-25 | 252 | 1255 |
| BBY Best Buy |
+1.7752 |
Z ≥ +1.5
|
$90.70 | +2.5527 | — | 2026-09-25 | 252 | 1255 |
| DPZ Domino's |
-1.7662 |
Z ≤ −1.5
|
$290.24 | -2.8883 | — | 2026-09-25 | 252 | 1255 |
| BDX Becton Dickinson |
+1.7660 |
Z ≥ +1.5
|
$182.68 | +3.3572 | — | 2026-09-25 | 252 | 1255 |
| APTV Aptiv |
-1.7576 |
Z ≤ −1.5
|
$44.69 | -2.4899 | — | 2026-09-25 | 252 | 1255 |
| ETN Eaton Corporation |
+1.7541 |
Z ≥ +1.5
|
$441.92 | +2.9721 | — | 2026-09-25 | 252 | 1255 |
| RCL Royal Caribbean Group |
-1.7437 |
Z ≤ −1.5
|
$244.51 | -2.3626 | — | 2026-09-25 | 252 | 1255 |
| IFF International Flavors & Fragrances |
+1.7075 |
Z ≥ +1.5
|
$86.05 | +2.8580 | — | 2026-09-25 | 252 | 1255 |
| INCY Incyte |
+1.7044 |
Z ≥ +1.5
|
$124.09 | +3.3782 | — | 2026-09-25 | 252 | 1255 |
| FICO Fair Isaac |
-1.7007 |
Z ≤ −1.5
|
$864.50 | -2.8183 | — | 2026-09-25 | 252 | 1255 |
| EIX Edison International |
-1.6944 |
Z ≤ −1.5
|
$52.81 | -1.7336 | — | 2026-09-25 | 252 | 1255 |
| TSN Tyson Foods |
-1.6873 |
Z ≤ −1.5
|
$51.08 | -2.0578 | — | 2026-09-25 | 252 | 1255 |
| TGT Target Corporation |
+1.6865 |
Z ≥ +1.5
|
$157.57 | +2.9256 | — | 2026-09-25 | 252 | 1255 |
| XYL Xylem Inc. |
-1.6803 |
Z ≤ −1.5
|
$103.53 | -2.6962 | — | 2026-09-25 | 252 | 1255 |
| OTIS Otis Worldwide |
-1.6788 |
Z ≤ −1.5
|
$66.68 | -3.0120 | — | 2026-09-25 | 252 | 1255 |
| CHTR Charter Communications |
-1.6680 |
Z ≤ −1.5
|
$115.46 | -2.3291 | — | 2026-09-25 | 252 | 1255 |
| CPAY Corpay |
+1.6667 |
Z ≥ +1.5
|
$401.30 | +3.3456 | — | 2026-09-25 | 252 | 1255 |
| MTD Mettler Toledo |
+1.6597 |
Z ≥ +1.5
|
$1507.79 | +2.5936 | — | 2026-09-25 | 252 | 1255 |
| SOLV Solventum |
+1.6434 |
Z ≥ +1.5
|
$89.24 | +3.5819 | — | 2026-09-25 | 252 | 628 |
| MRVL Marvell Technology |
+1.6390 |
Z ≥ +1.5
|
$264.89 | +5.6067 | — | 2026-09-25 | 252 | 1255 |
| EXE Expand Energy |
-1.6306 |
Z ≤ −1.5
|
$86.74 | -2.2504 | — | 2026-09-25 | 252 | 1255 |
| VRTX Vertex Pharmaceuticals |
+1.6292 |
Z ≥ +1.5
|
$521.66 | +3.1167 | — | 2026-09-25 | 252 | 1255 |
| HUM Humana |
+1.6238 |
Z ≥ +1.5
|
$410.41 | +2.9355 | — | 2026-09-25 | 252 | 1255 |
| EXPD Expeditors International |
+1.6149 |
Z ≥ +1.5
|
$186.65 | +4.4308 | — | 2026-09-25 | 252 | 1255 |
| AMGN Amgen |
+1.6148 |
Z ≥ +1.5
|
$410.19 | +3.6205 | — | 2026-09-25 | 252 | 1255 |
| MU Micron Technology |
+1.6135 |
Z ≥ +1.5
|
$1079.72 | +3.9285 | — | 2026-09-25 | 252 | 1255 |
| INTC Intel |
+1.6079 |
Z ≥ +1.5
|
$124.12 | +5.3852 | — | 2026-09-25 | 252 | 1255 |
| AME Ametek |
+1.6039 |
Z ≥ +1.5
|
$252.30 | +3.0495 | — | 2026-09-25 | 252 | 1255 |
| APP AppLovin |
-1.5565 |
Z ≤ −1.5
|
$315.25 | -2.2086 | — | 2026-09-25 | 252 | 1255 |
| WBD Warner Bros. Discovery |
+1.5460 |
Z ≥ +1.5
|
$30.84 | +4.1612 | — | 2026-09-25 | 252 | 1255 |
| KO Coca-Cola Company (The) |
+1.5415 |
Z ≥ +1.5
|
$88.02 | +4.1350 | — | 2026-09-25 | 252 | 1255 |
| BE Bloom Energy |
+1.5374 |
Z ≥ +1.5
|
$292.13 | +4.2381 | — | 2026-09-25 | 252 | 1255 |
| WM Waste Management |
-1.5368 |
Z ≤ −1.5
|
$207.53 | -2.9032 | — | 2026-09-25 | 252 | 1255 |
| LULU Lululemon Athletica |
-1.5368 |
Z ≤ −1.5
|
$102.49 | -2.2960 | — | 2026-09-25 | 252 | 1255 |
| PFG Principal Financial Group |
+1.5264 |
Z ≥ +1.5
|
$115.01 | +2.9224 | — | 2026-09-25 | 252 | 1255 |
| JNJ Johnson & Johnson |
+1.5229 |
Z ≥ +1.5
|
$270.00 | +2.8603 | — | 2026-09-25 | 252 | 1255 |
| PLTR Palantir Technologies |
+1.5226 |
Z ≥ +1.5
|
$192.05 | +2.0712 | — | 2026-09-25 | 252 | 1255 |
| CPRT Copart |
-1.5200 |
Z ≤ −1.5
|
$27.83 | -2.0984 | — | 2026-09-25 | 252 | 1255 |
| NKE Nike, Inc. |
-1.5130 |
Z ≤ −1.5
|
$35.96 | -3.0217 | — | 2026-09-25 | 252 | 1255 |
| GILD Gilead Sciences |
+1.5090 |
Z ≥ +1.5
|
$149.08 | +4.0279 | — | 2026-09-25 | 252 | 1255 |
| TRV Travelers Companies (The) |
+1.5026 |
Z ≥ +1.5
|
$362.20 | +4.4194 | — | 2026-09-25 | 252 | 1255 |
Screen definitions
All History preserves your supplied ThinkScript series calculation exactly.
ALL HISTORY
barCount = cumulative number of bars
mean_t = TotalSum(close)_t / barCount_t
variance_t = TotalSum((close - mean)^2)_t / barCount_t
Z_t = (close_t - mean_t) / sqrt(variance_t)
NEW LOWEST if Z_t < every prior Z
NEW HIGHEST if Z_t > every prior Z
Z ≤ -2 if Z_t ≤ -2
Z ≥ +2 if Z_t ≥ +2
Rolling X uses the most recent X closes for each bar's mean/std. The ±2 filters use that same selected rolling Z.
ROLLING X
mean_t = mean(last X closes)
std_t = population std(last X closes)
Z_t = (close_t - mean_t) / std_t
NEW LOWEST if current Z < minimum(prior X rolling Z readings)
NEW HIGHEST if current Z > maximum(prior X rolling Z readings)
Z ≤ -2 if current Z ≤ -2
Z ≥ +2 if current Z ≥ +2