Mainboard Stock Screening with Turnover, Daily Gains, and Large-Order Flow

Summary

This stock-screening idea targets mainboard equities with turnover between 3% and 12%, a daily gain above 1%, and large-order net volume above 0.05 for at least three consecutive days. It combines trading activity, recent price strength, and a measure of capital flows to identify shares with moderate turnover and apparent buying interest.

The document explains that these filters may improve selection stability, but provides no backtest, performance evidence, or implementation details; its formula and Python examples are left blank. It also cautions that the screen omits company fundamentals and that large-order net volume does not establish that buyers are accumulating shares, since the measure may reflect sellers exiting. It suggests adding fundamental, industry, and policy information and checking signals over a defined time window. The criteria are a screening concept, not evidence of future returns.

Key ideas

• The screen requires mainboard stocks to have turnover between 3% and 12% and a daily gain above 1%.
• It also requires large-order net volume above 0.05 for at least three consecutive days.
• The document offers no performance results or completed implementation code.
• Large-order flow may not reliably distinguish buying from sellers liquidating positions.
• Fundamental and industry context could complement the market-based filters.

Tags

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