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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
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
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
ILMN
Illumina, Inc.
+3.2655
Z ≥ +2
$274.53 +3.3257 — 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
CRWD
CrowdStrike
+2.5530
Z ≥ +2
$255.51 +5.0810 — 2026-09-25 252 1255
ANET
Arista Networks
+2.2783
Z ≥ +2
$208.25 +3.5119 — 2026-09-25 252 1255
HPE
Hewlett Packard Enterprise
+2.2689
Z ≥ +2
$63.65 +7.1215 — 2026-09-25 252 1255
TMO
Thermo Fisher Scientific
+2.2539
Z ≥ +2
$671.42 +2.4069 — 2026-09-25 252 1255
ZBRA
Zebra Technologies
+2.2391
Z ≥ +2
$370.34 +3.3037 — 2026-09-25 252 1255
CRL
Charles River Laboratories
+2.2225
Z ≥ +2
$291.23 +3.6370 — 2026-09-25 252 1255
META
Meta Platforms
+2.2037
Z ≥ +2
$748.87 +2.7617 — 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
VLO
Valero Energy
+2.0733
Z ≥ +2
$373.85 +3.3128 — 2026-09-25 252 1255
IQV
IQVIA
+2.0319
Z ≥ +2
$271.99 +2.4346 — 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