Screening Stocks by Price Range, Listing Age, and Large-Order Activity

Summary

This stock selection approach filters for shares with a daily price range above a threshold, at least a year since listing, and a high ranking in large-order net volume. The article frames the range condition as a way to find active stocks, listing age as a proxy for greater stability, and large-order activity as a rough indication of institutional interest. It provides sample formula and Python references for screening and ranking candidates.

The article warns that large-order rankings do not capture a stock’s full investment quality and may miss other promising names; highly ranked stocks can also face profit-taking. It suggests combining the flow measure with fundamental growth measures and technical indicators, and adjusting the ranking over time. No backtest or performance evidence is included, and the code example’s data fields and logic should be checked against the intended conditions before implementation.

Key ideas

• The screen combines a minimum daily price range, listing age, and a high large-order net-volume ranking.
• The article treats large-order activity as a rough proxy for institutional interest.
• A high flow ranking can miss candidates and may precede profit-taking.
• Fundamental growth measures and technical indicators are suggested as additional filters.
• The document provides no backtest evidence for the screening rules.

Tags

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