The stock must have traded for today. Additional Filters. Additional filtering (for U.S. and Canadian markets) can be performed based on Exchange or Market Cap. Market Cap. Large Cap - stocks with a market cap greater than or equal to $5B; Mid Cap - stocks with a market cap greater than or equal to $1B and less than $5B Gaps of more than 4% are good for Gap and Go! trading, Gaps of less than 4% are usually going to be filled but I don’t find them as interesting. Once I have found the stocks already moving I search for a catalyst. I use StockTwits, Market Watch, and Benzinga to hunt for news.