Find ETFs that are down 20% premarket

Screening Filters

1. pre_market_price_change: max = -20
   • Purpose: Find securities whose premarket price change is at or below -20%.
   • Rationale: The user asked for ETFs that are down 20% in premarket trading. This filter directly targets that condition by screening for securities showing a decline of 20% or more before the market opens.

Why Results Match:

• This filter aligns closely with the user’s request because it captures ETFs with a premarket drop of 20% or greater.
• It helps isolate the most relevant candidates among all ETFs by focusing specifically on the magnitude of the premarket decline.
• If the screen is limited to ETFs elsewhere in the search setup, then the result set should consist of ETFs meeting the requested premarket loss threshold.

Filter Match Check:

• The filter used matches the user’s request in substance.
• One note: this setup only addresses the price change threshold in premarket trading. It does not independently verify that the instruments are ETFs unless the broader screener is already constrained to ETFs. If ETF-only filtering is not applied elsewhere, that would need an additional instrument-type filter.