Screening Stocks by Institutional Activity, Capital Inflows, and Momentum

Summary

This stock screen combines a current-day holdings increase above 5%, positive institutional activity, and a 10-day price gain greater than zero but below 35%. The note presents these as measures of capital inflow, institutional positioning, and positive but bounded recent momentum. Its example expresses the three conditions as a combined filter and identifies data inputs needed for each signal.

The document cautions that flows and institutional behavior can change with sentiment or policy, while price gains may not persist amid company, industry, or regulatory developments. It recommends supplementing the screen with financial and profitability data and technical indicators such as moving averages or MACD. No backtest or return evidence is reported, and the note does not define how its activity measures are constructed, how often the screen is rebalanced, or how candidates would be traded.

Key ideas

• Candidates must show a current holdings increase above 5% and positive institutional activity.
• The 10-day return must be positive and below 35%.
• The note recommends adding financial data and technical indicators for further assessment.
• It provides no backtest and leaves signal definitions and trading rules unspecified.

Tags

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