A Stock Screen for Institutional Buying, Turnover, and Recent Gains

Summary

This proposed equity screen looks for stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and evidence of institutional buying. The rationale is to combine recent price behavior and trading activity with institutional ownership as a possible indication that institutions are accumulating shares. The post also mentions valuation and price-volume measures as potential supplementary filters.

It cautions that institutional accumulation may reflect a long-term view and may not produce a prompt short-term price response, making the screen's timing uncertain. Although example code is included, the post provides no backtest, benchmark, or performance evidence. Its code describes a particular date-based data query and institutional holdings proxy, so the implementation may not capture the stated concept consistently or generalize beyond that data setup.

Key ideas

• The proposed screen combines turnover from 3% to 12%, a positive 10-day gain below 35%, and institutional buying evidence.
• Institutional ownership is used as a proxy for accumulation that may precede a reversal.
• Institutional buying may reflect a longer horizon and may not lead to an immediate price response.
• Valuation and price-volume measures are suggested as additional selection criteria.
• The post reports no backtest or performance evidence for the screen.

Tags

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