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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
12
New lowest
13
Z ≥ +2
44
Z ≤ −2
7
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
GEN
Gen Digital
+1.8581
NEW HIGHEST Z ≥ +1.5
$31.02 +1.6937 +0.1644 2026-08-28 252 1255
ADP
Automatic Data Processing
+1.3586
NEW HIGHEST
$287.48 +1.2600 +0.0986 2026-08-28 252 1255
PAYX
Paychex
+1.3525
NEW HIGHEST
$127.04 +1.3005 +0.0519 2026-08-28 252 1255
CRM
Salesforce
+1.3355
NEW HIGHEST
$256.00 +1.2224 +0.1131 2026-08-28 252 1255
FDS
FactSet
+1.2060
NEW HIGHEST
$308.98 +1.0722 +0.1338 2026-08-28 252 1255
CMG
Chipotle Mexican Grill
+0.6972
NEW HIGHEST
$38.03 +0.6493 +0.0479 2026-08-28 252 1255
WDAY
Workday, Inc.
+0.6412
NEW HIGHEST
$204.72 +0.6370 +0.0042 2026-08-28 252 1255
ROP
Roper Technologies
+0.3959
NEW HIGHEST
$426.20 +0.3307 +0.0652 2026-08-28 252 1255
NOW
ServiceNow
+0.3553
NEW HIGHEST
$144.71 +0.1667 +0.1887 2026-08-28 252 1255
TYL
Tyler Technologies
-0.1682
NEW HIGHEST
$377.94 -0.2708 +0.1026 2026-08-28 252 1255
ADBE
Adobe Inc.
+0.1229
NEW HIGHEST
$291.52 +0.0695 +0.0533 2026-08-28 252 1255
GIS
General Mills
-0.0606
NEW HIGHEST
$41.55 -0.1889 +0.1283 2026-08-28 252 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