Screening Stocks by Revenue Growth, Large-Order Flow, and Daily Range

Summary

This document describes an equity screen combining three conditions: a daily high-low range above one percent, a high ranking on a large-order net-flow measure, and revenue growth of more than ten percent between the referenced periods. It presents equivalent screening logic and sample implementations, then sorts selected stocks by market capitalization.

The rationale is to pair a price-activity signal and an order-flow signal with a basic company growth measure. The text suggests adding profitability and valuation measures, and tailoring criteria to industries. It provides no backtest, performance evidence, or selection results, so the screen's predictive value is not established. Its example Python implementation also refers to undefined helper functions and contains a variable-name inconsistency in its sorting step; readers would need to resolve these issues and validate data definitions, timing, and survivorship effects before relying on it.

Key ideas

• The screen combines daily price range, large-order net flow, and multi-year revenue growth.
• The revenue condition requires growth greater than ten percent over the stated comparison period.
• The sample ranks qualifying stocks by market capitalization.
• The document offers no empirical performance evidence and notes that industry differences and omitted fundamentals may limit the screen.

Tags

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