Equity Screening by Volume Ratio, Float Size, and 30-Day Trend

Summary

The proposed stock-selection process ranks shares by volume ratio and keeps the top 100, then filters for a stated maximum circulating share count and an upward 30-day moving-average condition. The post explains these as proxies for trading interest, smaller float, and positive price trend. It suggests adding valuation measures such as price-to-earnings and price-to-book ratios for broader assessment.

The article presents the rules as a screening idea, not a tested strategy: it gives no historical returns, benchmark comparison, or transaction-cost analysis. It also notes that the filters can exclude larger-float stocks, stocks with lower volume ratios, and shares outside the chosen trend condition. The descriptions of the indicators are not fully consistent—for example, the text alternates between circulating shares and circulating market value—so the intended data fields should be verified before implementation.

Key ideas

• The screen ranks stocks by volume ratio and selects the top 100 before applying additional filters.
• It combines a circulating-float threshold with an upward 30-day moving-average condition.
• The post proposes valuation ratios as supplementary filters but reports no tested results.
• The stated float measure is ambiguous and should be clarified before implementation.

Tags

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