A Five-Day Price-High Stock Screen Ranked by Capital Flow

Summary

This proposed stock screen combines a price-range threshold, exclusion of stocks designated as special-treatment names, a five-day closing-price high condition, and ranking by a capital-flow measure from strongest to weakest. The article also says stocks should be selected before 10 a.m., although it does not explain how that timing changes the calculation or selection process. Its code sketch filters the supplied stock data, identifies closes equal to a rolling five-day maximum, and ranks candidates using a net-flow proxy.

The post gives no historical results, test design, or evidence that the filters predict future returns. It cautions that its capital-flow measure may miss candidates and that other company and financial factors are absent. It proposes adding volume-related indicators and fundamental or financial data. The code is illustrative, and the article does not define the named five-step limit-up method or establish that its calculations capture the intended trading rules.

Key ideas

• The screen excludes special-treatment stocks and selects closes at a rolling five-day high.
• Candidates are ranked by a net capital-flow proxy.
• The article specifies selection before 10 a.m. but does not explain its implementation.
• The method has no reported backtest or performance evidence.
• The post recommends adding volume-related and fundamental measures, while the named limit-up method remains undefined.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.