diff --git a/src/screener/t_sunnyband.py b/src/screener/t_sunnyband.py
index de02bfa..4ceba69 100644
--- a/src/screener/t_sunnyband.py
+++ b/src/screener/t_sunnyband.py
@@ -118,14 +118,13 @@ def get_valid_tickers(min_price: float, max_price: float, min_volume: int, inter
     
     # Get the most recent trading day
     today = datetime.now().date()
-    if today.weekday() >= 5:  # If it's weekend
-        today = today - timedelta(days=today.weekday() - 4)  # Go back to Friday
+    yesterday = today - timedelta(days=1)
     
     # First get valid tickers from daily data
     daily_query = f"""
         SELECT DISTINCT ticker
         FROM stock_db.stock_prices_daily
-        WHERE date = '{today}'
+        WHERE date = '{yesterday}'
         AND close BETWEEN {min_price} AND {max_price}
         AND volume >= {min_volume}
         ORDER BY ticker ASC
@@ -135,36 +134,21 @@ def get_valid_tickers(min_price: float, max_price: float, min_volume: int, inter
         result = client.query(daily_query)
         tickers = [row[0] for row in result.result_rows]
         
-        if not tickers:  # If no data for today, try yesterday
-            yesterday = today - timedelta(days=1)
-            if yesterday.weekday() >= 5:  # If yesterday was weekend
-                yesterday = yesterday - timedelta(days=yesterday.weekday() - 4)  # Go back to Friday
-                
-            daily_query = f"""
-                SELECT DISTINCT ticker
-                FROM stock_db.stock_prices_daily
-                WHERE date = '{yesterday}'
-                AND close BETWEEN {min_price} AND {max_price}
-                AND volume >= {min_volume}
-                ORDER BY ticker ASC
-            """
-            result = client.query(daily_query)
-            tickers = [row[0] for row in result.result_rows]
-        
         print(f"\nFound {len(tickers)} stocks matching price and volume criteria")
         
         if interval != "daily":
             # Now verify these tickers have intraday data
-            market_open = int(datetime.combine(today, datetime.strptime("09:30", "%H:%M").time()).timestamp() * 1000000000)
-            market_close = int(datetime.combine(today, datetime.strptime("16:00", "%H:%M").time()).timestamp() * 1000000000)
+            # Convert to Unix timestamp in nanoseconds
+            start_ts = int(datetime.combine(yesterday, datetime.strptime("09:30", "%H:%M").time()).timestamp() * 1000000000)
+            end_ts = int(datetime.combine(yesterday, datetime.strptime("16:00", "%H:%M").time()).timestamp() * 1000000000)
             
             intraday_query = f"""
                 SELECT DISTINCT ticker
                 FROM stock_db.stock_prices
                 WHERE ticker IN ({','.join([f"'{t}'" for t in tickers])})
-                AND window_start BETWEEN {market_open - 86400000000000} AND {market_close}  -- Include last 24 hours
+                AND window_start BETWEEN {start_ts} AND {end_ts}
                 GROUP BY ticker
-                HAVING count() >= 10  -- Ensure we have enough data points
+                HAVING count() >= 50  -- Ensure we have enough data points for the indicator
             """
             
             result = client.query(intraday_query)
@@ -292,11 +276,13 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int) -> No
     # Get user's preferred interval
     interval = get_interval_choice()
     
-    # Set date range to 60 days for proper DMA calculation
+    # Set date range to look back from current time
     end_date = datetime.now()
-    start_date = end_date - timedelta(days=60)
+    start_date = end_date - timedelta(days=1)  # Look at last trading day for signals
+    lookback_start = end_date - timedelta(days=60)  # For DMA calculation
     
-    print(f"\nAnalyzing data from {start_date.date()} to {end_date.date()}")
+    print(f"\nAnalyzing data from {lookback_start.date()} to {end_date.date()}")
+    print(f"Looking for signals in the last trading day")
     
     # Get valid tickers
     print("\nFetching qualified stocks...")