A Stock Screen for Range, Main-Player Control, and Ten-Day Gains

Summary

This stock screen combines a daily price-range condition with a claimed indicator of main-player control and a positive but capped ten-day price gain. The document interprets the range as a sign of volatility, the control measure as an indication of large-player interest, and the recent return as a gauge of near-term direction. It gives a formula-style description and sample Python logic for applying the conditions to stock data.

The source cautions that price action may not reflect fundamentals and that a short-term return filter can capture crowded or temporary themes. It recommends adding fundamental measures and revisiting the criteria as market conditions change. No backtest, sample definition, or performance evidence is presented. The control concept and sample implementation are not fully specified or validated, so the screen’s signals should be treated as hypotheses rather than established predictors.

Key ideas

• The screen combines a daily range filter, a main-player-control indicator, and a bounded positive ten-day return.
• The document treats range as a volatility measure and recent returns as a signal of short-term price direction.
• The source warns that the screen may select short-lived themes and that price performance can diverge from fundamentals.
• It offers no backtest or performance results, and the control indicator’s interpretation is not established.

Tags

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