Customizing a Small-Cap Stock Screening Strategy Template

Summary

This brief template note describes a stock-screening strategy that selects companies using natural-language queries. Its example combines a small-market-cap screen with recent net inflows from large investors, a prior period of contracting volume, and a positive earnings condition over a multiyear window. A separate query sorts candidates by recent trading volume, affecting the order in which purchases are made.

The note identifies adjustable controls for the maximum number of holdings, maximum holding duration, profit target, trailing drawdown exit, stop loss, excluded stocks, and time cutoff for buying. These settings provide a basic outline for adapting the strategy, but the document does not explain how the selection query is interpreted, how signals are calculated, or how orders and position sizes are managed in detail. It supplies no backtest results or evidence that the template is profitable, and its statement that the code can be used live is not accompanied by validation or risk discussion.

Key ideas

• The example stock screen combines small market capitalization, investor fund flows, contracting volume, and positive earnings.
• A recent-volume sorting condition determines the order in which candidate stocks are considered for purchase.
• The template exposes controls for holdings count, holding period, profit taking, drawdown exits, stop losses, exclusions, and purchase timing.
• The note provides no backtest evidence or detailed explanation of signal construction and execution.

Tags

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