← 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
12
New lowest
13
Z ≥ +2
44
Z ≤ −2
7
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 |
|---|---|---|---|---|---|---|---|---|
| PEG Public Service Enterprise Group |
-2.7825 |
Z ≤ −2
|
$73.19 | -3.2916 | — | 2026-08-28 | 252 | 1255 |
| LII Lennox International |
-2.7655 |
Z ≤ −2
|
$393.39 | -3.0263 | — | 2026-08-28 | 252 | 1255 |
| NRG NRG Energy |
-2.4337 |
Z ≤ −2
|
$111.12 | -3.4677 | — | 2026-08-28 | 252 | 1255 |
| MNST Monster Beverage |
-2.3419 |
Z ≤ −2
|
$46.86 | -2.8702 | — | 2026-08-28 | 252 | 1254 |
| TJX TJX Companies |
-2.3019 |
Z ≤ −2
|
$135.12 | -2.4296 | — | 2026-08-28 | 252 | 1255 |
| ROL Rollins, Inc. |
-2.2239 |
Z ≤ −2
|
$36.38 | -4.0021 | — | 2026-08-28 | 252 | 1255 |
| APTV Aptiv |
-2.0926 |
Z ≤ −2
|
$45.75 | -2.4899 | — | 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