Screening for Large-Order Net Buying and Elevated Stock Amplitude

Summary

This post describes a stock screen based on price amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days. It also adds a condition that stocks showed positive price changes during 2021. The article includes example Python code that calculates an amplitude measure, sums net volume over a three-day window, and filters dates and percentage changes.

The claimed rationale is to combine active trading with recent positive performance, but the post supplies no quantified backtest results or details about the sample period beyond its reference to 2021. It cautions that relying on short-term results can exclude longer-term opportunities and that past performance does not establish future returns. Its sample calculations and stated conditions are not fully aligned, so the amplitude and rolling-volume definitions should be checked before treating the code as a faithful or reproducible strategy.

Key ideas

• The stated screen requires amplitude above 1 and large-order net volume above 0.05 for three or more days.
• It adds positive performance during 2021 as a selection condition.
• The post offers code examples but no quantified test results.
• Short-term performance filters can overlook stocks with longer-term potential, and historical performance may not persist.

Tags

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