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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.

Z / extreme 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

New lowest

Z ≥ +2

Z ≤ −2

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
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
AMT American Tower	+0.6636	NEW HIGHEST	$182.56	+0.6169	+0.0467	2026-10-12	252	1254
ACN Accenture	+0.2042	NEW HIGHEST	$214.87	+0.1130	+0.0912	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