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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
4
New lowest
8
Z ≥ +2
23
Z ≤ −2
19
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
TKO
TKO Group Holdings
-1.9905
NEW LOWEST Z ≤ −1.5
$173.45 -1.8902 -0.1003 2026-10-12 252 1254
PHM
PulteGroup
-1.8625
NEW LOWEST Z ≤ −1.5
$111.14 -1.7401 -0.1223 2026-10-12 252 1254
MSFT
Microsoft
+1.8085
NEW HIGHEST Z ≥ +1.5
$541.15 +1.7906 +0.0179 2026-10-12 252 1254
PTC
PTC Inc.
+1.7866
NEW HIGHEST Z ≥ +1.5
$194.39 +1.7835 +0.0031 2026-10-12 252 1254
ALB
Albemarle Corporation
-1.5142
NEW LOWEST Z ≤ −1.5
$98.51 -1.4251 -0.0891 2026-10-12 252 1254
F
Ford Motor Company
-1.3058
NEW LOWEST
$12.00 -1.2418 -0.0640 2026-10-12 252 1254
AMT
American Tower
+0.6636
NEW HIGHEST
$182.56 +0.6169 +0.0467 2026-10-12 252 1254
STX
Seagate Technology
+0.6391
NEW LOWEST
$753.25 +0.7322 -0.0932 2026-10-12 252 1254
HWM
Howmet Aerospace
-0.6225
NEW LOWEST
$220.81 -0.5479 -0.0746 2026-10-12 252 1254
WDC
Western Digital
+0.2095
NEW LOWEST
$386.94 +0.2622 -0.0527 2026-10-12 252 1254
ACN
Accenture
+0.2042
NEW HIGHEST
$214.87 +0.1130 +0.0912 2026-10-12 252 1254
VRT
Vertiv
-0.1542
NEW LOWEST
$239.36 -0.1005 -0.0537 2026-10-12 252 1254
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