A Stock Screen Combining Intraday Range, Large-Order Inflow, and Opening Gain

Summary

This stock-selection proposal combines three filters: daily amplitude above one percent, a proxy for afternoon large-order net inflow, and a gain below six percent at the 9:25 observation. The stated aim is to find shares with notable movement and buying support while avoiding stocks that have already risen sharply in the very short term. It supplies indicator expressions and a sample screening workflow, but does not report a backtest, portfolio results, or evidence that the combination predicts returns.

The author flags the possibility of selecting shares with inflated circulating market value and notes that modest short-term appreciation may not produce sufficient returns. The post recommends adding valuation and financial measures, then reviewing candidates with fundamental, technical, and policy analysis alongside risk and capital management. The supplied example has implementation and definition ambiguities, including how the price-change condition maps to the 9:25 signal and how order flow is represented, so the screen needs careful validation before use.

Key ideas

• The screen selects for daily amplitude above one percent, afternoon large-order inflow, and a 9:25 gain below six percent.
• The proposal frames these conditions as a way to combine volatility, buying support, and limited recent appreciation.
• The post provides indicator expressions and a sample implementation, but no performance evidence.
• The author recommends adding valuation and financial filters and assessing candidates across multiple dimensions.
• Signal definitions and the example implementation should be checked for consistency before testing.

Tags

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