Screening Main Board Stocks for Volatility, Institutional Activity, and Gains
Summary
The post proposes screening main-board stocks for a price amplitude above a threshold, institutional participation above 25% over a 15-day period, and a current-session gain greater than 1%. It frames the combination as a way to identify volatile stocks showing institutional interest and positive near-term momentum. Formula examples and sample code are included, though the implementation details are not fully coherent: for example, the sample code uses a stock-name text match to identify main-board listings.
No backtest, historical return evidence, or evaluation of the institutional participation signal is given. The author notes that the screen emphasizes short-term price behavior and institutional interest, which may fail to capture future growth or long-term value. Suggested improvements include adding longer-term technical and fundamental measures, broader macro data, risk controls, and diversification. The conditions are presented as a screening idea rather than a validated trading strategy.
Key ideas
- The proposed screen combines price amplitude, institutional participation, and a positive current-session move.
- Institutional participation is defined in the stated rule as exceeding 25% over 15 days.
- The document supplies example formulas and code but no tested performance results.
- It cautions that short-term signals may not reflect long-term value and recommends broader analysis and risk controls.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.