Screening Stocks for Seven Down Days, Turnover, and Positive Main Fund Flows

Summary

This stock screening proposal selects shares with turnover between 3% and 12%, seven consecutive days of falling prices, and positive net buying attributed to major market participants on the prior day. The rationale is to look for heavily declining stocks where recent fund flows might signal a possible rebound. The document provides both a formula-style specification and a Python example that groups price data by stock and checks turnover, closing prices, and fund inflows.

The source warns that the screen omits fundamentals and financial data, and that large investors' buying and selling may be affected by sudden events. It suggests adding company fundamentals and adjusting flow criteria to suit market conditions. No historical backtest, benchmark, or live results are supplied, so the rebound premise remains unvalidated; implementation also depends on matching indicator names and timing conventions to the data source.

Key ideas

• The screen combines a turnover range with seven consecutive declining sessions and positive prior-day main fund inflow.
• The proposed interpretation is that positive fund flow may signal rebound potential after a sustained decline.
• The document supplies formula and Python approaches, but data field names may need adaptation.
• The author notes that the screen omits fundamentals and may be distorted by sudden events.
• No backtest or performance evidence is provided to validate the strategy.

Tags

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