Next-Day Movers: each trading day, the US equities a volatility model ranks most likely to make an outsized price move in the next session. Rows carry the ticker, the list date, and -- once the next session has traded -- the realized outcome (return = signed next-day return, absolute_move = unsigned magnitude), so the dataset doubles as its own scorecard.

Use it to focus long-gamma / straddle / breakout attention on a short daily list, or to backtest the signal against realized moves over a date range.

Requires an Alphanume Pro API key. A 403 PRO_SUBSCRIPTION_REQUIRED or DATE_RANGE_RESTRICTED error means the key's plan does not cover the request -- it does not mean the data is missing.