The DSMarketLearning scanner is the site's central tool: every business day it scans a group of NYSE and NASDAQ stocks and calculates a set of technical and fundamental signals to rank them from highest to lowest "score." This guide explains how to get the most out of it, without assuming you already know what each indicator is.
The screening table
This is the main panel. Each row is a stock with its price, RSI, relative volume, whether it broke its 20-period range, its trend relative to the 200-day moving average, relative strength versus the S&P 500, and fundamental data like market cap, P/E, PEG, and debt/equity. The "score" (green/orange/red column) combines several of these signals into a single number from 0 to 100 — the higher it is, the more favorable technical criteria the stock meets that day. It's not a grade for "how good the company is," it's a grade for "how many short-term momentum signals it's showing today."
Selecting a stock
Click the selection circle (or anywhere on the row) and the panels below — chart and indicators — update automatically for that stock, without reloading the page. The chart shows Japanese candlesticks with RSI and volume, and you can change the period (from 1 minute to monthly) using the buttons above it.
Advanced filters
Above the table you can open "Advanced filters" to narrow the universe: by price, RSI, relative volume, range breakout, trend, relative strength, target price, minimum score, and fundamental data like market cap, P/E, PEG, debt/equity, and exchange. They're cumulative — you can combine several at once, for example "price under $50 + P/E under 20 + uptrend."
Reference indices
The "Indices & alerts" panel shows the Nasdaq, S&P 500, Dow Jones, gold, and oil with a traffic-light indicator based on how strong the day's move was — useful for getting context on whether the overall market is having a quiet or a volatile day before you look at individual stocks.
This article is educational content, not personalized investment advice. Before making decisions, read our disclaimer.