diff --git a/src/indicators/sunny_bands.py b/src/indicators/sunny_bands.py
index 2c566bc..d3b601e 100644
--- a/src/indicators/sunny_bands.py
+++ b/src/indicators/sunny_bands.py
@@ -23,6 +23,26 @@ class SunnyBands:
         tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
         return tr.rolling(window=self.length).mean()
 
+    def calculate_target(self, dma: float, upper_band: float) -> float:
+        """
+        Calculate a more aggressive price target
+        
+        Args:
+            dma (float): Current DMA value
+            upper_band (float): Current upper band value
+            
+        Returns:
+            float: Calculated target price
+        """
+        # Calculate band width
+        band_width = upper_band - dma
+        
+        # Target is 2-3x the band width above the upper band
+        target_multiple = 2.5  # Can be adjusted between 2-3x for different aggressiveness
+        target = upper_band + (band_width * target_multiple)
+        
+        return target
+
     def calculate(self, df: pd.DataFrame) -> pd.DataFrame:
         """
         Calculate SunnyBands indicator
@@ -44,6 +64,9 @@ class SunnyBands:
         upper_band = dma + (atr * self.atr_multiplier)
         lower_band = dma - (atr * self.atr_multiplier)
         
+        # Calculate targets for each row
+        targets = [self.calculate_target(d, u) for d, u in zip(dma, upper_band)]
+        
         # Generate signals
         bullish = (df['close'] > lower_band) & (df['close'].shift(1) <= lower_band)
         bearish = (df['close'] < upper_band) & (df['close'].shift(1) >= upper_band)
@@ -53,6 +76,7 @@ class SunnyBands:
             'dma': dma,
             'upper_band': upper_band,
             'lower_band': lower_band,
+            'target': targets,  # Add targets to results
             'bullish_signal': bullish,
             'bearish_signal': bearish
         })
diff --git a/src/screener/t_sunnyband.py b/src/screener/t_sunnyband.py
index df41769..0e92cb2 100644
--- a/src/screener/t_sunnyband.py
+++ b/src/screener/t_sunnyband.py
@@ -305,33 +305,26 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
             
             if results['bullish_signal'].iloc[-1]:
                 entry_price = last_day['close']
-                dma = results['dma'].iloc[-1]
-                upper_band = results['upper_band'].iloc[-1]
-                band_range = upper_band - dma
-                target_price = upper_band + band_range
-                
-                signal_data = {
-                    'ticker': ticker,
-                    'entry': entry_price,
-                    'target': target_price
-                }
+                target_price = results['target'].iloc[-1]  # Use the new target calculation
                 
                 if calculator:
                     position = calculator.calculate_position_size(entry_price, target_price)
-                    signal_data.update({
-                        'shares': position['shares'],
-                        'position_size': position['position_value'],
-                        'stop_loss': position['stop_loss'],
-                        'risk': position['potential_loss'],
-                        'reward': position['potential_profit'],
-                        'r_r': position['risk_reward_ratio']
-                    })
-                
-                bullish_signals.append(signal_data)
-                print(f"\n🟢 {ticker} Entry: ${entry_price:.2f} Target: ${target_price:.2f}")
-                if calculator:
-                    print(f"   Shares: {signal_data['shares']} | Risk: ${abs(signal_data['risk']):.2f} | "
-                          f"Reward: ${signal_data['reward']:.2f} | R/R: {signal_data['r_r']:.2f}")
+                    if position['shares'] > 0:
+                        signal_data = {
+                            'ticker': ticker,
+                            'entry': entry_price,
+                            'target': target_price,
+                            'shares': position['shares'],
+                            'position_size': position['position_value'],
+                            'stop_loss': position['stop_loss'],
+                            'risk': position['potential_loss'],
+                            'reward': position['potential_profit'],
+                            'r_r': position['risk_reward_ratio']
+                        }
+                        bullish_signals.append(signal_data)
+                        print(f"\n🟢 {ticker} Entry: ${entry_price:.2f} Target: ${target_price:.2f}")
+                        print(f"   Shares: {signal_data['shares']} | Risk: ${abs(signal_data['risk']):.2f} | "
+                              f"Reward: ${signal_data['reward']:.2f} | R/R: {signal_data['r_r']:.2f}")
             
             elif results['bearish_signal'].iloc[-1]:
                 bearish_signals.append({