Screening Stocks for Seven-Day Declines and High Large-Order Net Volume

Summary

This stock-selection proposal combines a turnover-rate band of 3% to 12%, seven consecutive daily declines, and a high ranking for net volume attributed to large orders. The idea is to look for stocks that have recently fallen while showing comparatively strong large-order activity. The document also suggests adding indicators such as MACD and KDJ, along with industry and broader market context, to refine candidate selection.

The screen is presented as a selection concept rather than a tested strategy: no performance data, trading rules for entries or exits, or transaction-cost analysis is supplied. Its stated limitation is that it omits other technical and fundamental considerations and may be exposed to news, sector, and market risks. The included code references are implementation examples, but their conditions differ: the Python version adds further price, indicator, and industry filters beyond the core screen. Results therefore depend on data definitions and implementation choices.

Key ideas

• The core screen requires turnover between 3% and 12%, seven straight declining sessions, and a high large-order net-volume rank.
• The proposed signal combines recent price weakness with comparatively strong large-order activity.
• MACD, KDJ, sector direction, and market conditions are suggested as additional filters.
• The article provides no backtest or evidence that the screen produces profitable trades.
• Its code examples apply different conditions, so implementation details can change the selected stocks.

Tags

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