Screening Stocks for High Daily Range and Positive Institutional Flow

Summary

This stock-screening example selects shares with a daily high-to-low range above one percent, observations from 2021, and positive institutional net flow. It explains the range threshold as a way to find more volatile names and treats positive institutional flow as a sign of buying interest. The post supplies a formula-style expression and a Python workflow that joins daily price data with institutional-flow data before applying the filters.

The author notes that institutional inflows do not prove investment value, high-range stocks carry greater volatility, and institutional flows can reverse quickly. Suggested refinements include adding fundamental or technical filters and reconsidering the flow measurement period. The screen is presented as a way to build a candidate pool, not as a complete trading system. It reports no backtest, return figures, transaction costs, or rules for entries, exits, and portfolio risk, so the criteria alone provide no evidence of profitability.

Key ideas

• The screen combines a daily range threshold, a calendar-year condition, and positive institutional net flow.
• The high-range condition seeks volatile shares, while institutional flow is used as a buying-interest signal.
• The example describes combining daily price data with institutional-flow data before filtering.
• Positive institutional flow may not indicate lasting investment value, and flows can change quickly.
• The post proposes adding fundamental or technical filters but gives no performance validation.

Tags

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