Screening for Seven Losing Sessions, Moderate Turnover, and Rising Institutional Holdings

Summary

This stock-screening example combines three conditions: turnover between 3% and 12%, a closing price decline on each of the previous seven sessions, and an increase in the institutional-holdings proxy used by the source. The post presents the rules as a way to identify stocks after a sustained decline while considering trading activity and institutional movement. It also includes formula and Python-style examples for applying the conditions to data.

The source warns that institutional data may lag and that the screen could be overly conservative, potentially missing attractive stocks. It suggests adding technical measures such as relative strength or RSI and fundamentals such as valuation ratios, while checking data freshness and reliability. The proxy described as IOPV may not represent institutional ownership as such, and no backtest, performance results, or validation of the proposed conditions is supplied.

Key ideas

• The screen requires turnover between 3% and 12% and declines across seven consecutive sessions.
• It also requires an increase in the source’s institutional-movement proxy.
• The author notes that institutional data may be delayed and the selection may be too restrictive.
• Additional technical and fundamental filters are suggested, but not tested in the document.
• No backtest or performance evidence is provided.

Tags

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