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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
P
Everpure
+3.8418
Z ≥ +2
$155.31 +4.0955 — 2026-10-12 252 1254
MRNA
Moderna
+3.2274
Z ≥ +2
$213.74 +7.8970 — 2026-10-12 252 1254
RVTY
Revvity
+2.9746
Z ≥ +2
$155.61 +3.7414 — 2026-10-12 252 1254
MPC
Marathon Petroleum
+2.7236
Z ≥ +2
$458.81 +3.1691 — 2026-10-12 252 1254
ILMN
Illumina, Inc.
+2.6996
Z ≥ +2
$276.67 +3.3430 — 2026-10-12 252 1254
NTAP
NetApp
+2.6299
Z ≥ +2
$239.18 +6.8283 — 2026-10-12 252 1254
ABBV
AbbVie
+2.5745
Z ≥ +2
$281.12 +3.1485 — 2026-10-12 252 1254
VLO
Valero Energy
+2.5565
Z ≥ +2
$436.00 +2.9124 — 2026-10-12 252 1254
PSX
Phillips 66
+2.4952
Z ≥ +2
$281.47 +3.2132 — 2026-10-12 252 1254
HPE
Hewlett Packard Enterprise
+2.3426
Z ≥ +2
$70.33 +7.1215 — 2026-10-12 252 1254
V
Visa Inc.
+2.3121
Z ≥ +2
$389.27 +2.7215 — 2026-10-12 252 1254
ZBRA
Zebra Technologies
+2.2936
Z ≥ +2
$388.12 +3.3037 — 2026-10-12 252 1254
CRWD
CrowdStrike
+2.2511
Z ≥ +2
$263.01 +5.0810 — 2026-10-12 252 1254
A
Agilent Technologies
+2.2435
Z ≥ +2
$171.33 +2.8593 — 2026-10-12 252 1254
PLTR
Palantir Technologies
+2.1773
Z ≥ +2
$209.00 +2.1983 — 2026-10-12 252 1254
TWLO
Twilio
+2.1587
Z ≥ +2
$282.66 +5.2741 — 2026-10-12 252 1254
CRL
Charles River Laboratories
+2.1417
Z ≥ +2
$301.86 +3.6370 — 2026-10-12 252 1254
META
Meta Platforms
+2.0830
Z ≥ +2
$742.96 +2.7617 — 2026-10-12 252 1254
FTNT
Fortinet
+2.0673
Z ≥ +2
$192.94 +4.3426 — 2026-10-12 252 1254
ANET
Arista Networks
+2.0637
Z ≥ +2
$210.88 +3.5119 — 2026-10-12 252 1254
BDX
Becton Dickinson
+2.0351
Z ≥ +2
$188.89 +3.3572 — 2026-10-12 252 1254
FFIV
F5, Inc.
+2.0225
Z ≥ +2
$473.49 +3.2263 — 2026-10-12 252 1254
EMR
Emerson Electric
+2.0148
Z ≥ +2
$162.46 +3.1434 — 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