Screening Stocks by Amplitude, Large-Order Activity, and Recent Limit-Ups

Summary

The post proposes a short-term stock screen using daily amplitude above one percent, a large-order net-volume ranking, and more than two limit-up days in the past ten days. It presents these conditions as a way to find active shares with recent upward momentum. Example indicator logic and a Python outline are included, though the examples use trading activity measures as proxies for the stated large-order ranking.

No performance results or backtest are reported. The author notes that the screen focuses on recent price action and may select speculative or theme-driven stocks without regard to fundamentals or longer-term prospects. Suggested refinements include adding company and industry data and adjusting rules for broader market conditions. The sample conditions and data fields need verification, especially whether the volume and price rules accurately implement the intended large-order and limit-up definitions.

Key ideas

• The proposed screen combines amplitude above one percent, a large-order net-volume ranking, and more than two limit-up days within ten days.
• The strategy is intended to identify active shares with recent short-term strength.
• The examples provide screening logic but no performance evidence.
• The post warns that price-action filters can select speculative stocks and omit fundamental quality.

Tags

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