Selecting 2021 Stocks with High Daily Range and a Rising Moving-Average Trend

Summary

This post describes a stock-selection screen combining daily range, a calendar-year filter, and moving averages. It selects stocks whose high-to-low range exceeds one percent, whose observations fall in 2021, and whose 20-day moving average is above the 120-day average. The author interprets the range condition as a way to find more volatile stocks and the moving-average relationship as evidence of an upward trend. Selected names enter a candidate investment pool rather than receiving a specified buy or sell instruction.

The post includes example formulas for a screening platform and a Python-style data workflow. It does not report a backtest, portfolio construction rules, or measured returns, so the proposed rationale is not validated by performance evidence. The author notes that greater volatility carries market risk and that moving averages lag. Possible additions include valuation measures, other technical indicators, and stop-loss or take-profit levels; no parameter selection or risk-control results are supplied.

Key ideas

• The screen requires a daily high-to-low range greater than one percent and data from 2021.
• It selects stocks when the 20-day moving average exceeds the 120-day moving average.
• The moving-average condition is intended to identify an upward trend, though it can lag.
• The selected stocks form a candidate pool rather than a complete trading system.
• The post suggests adding valuation measures, technical indicators, and exit controls but reports no performance test.

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