Short-Term Stock Screening with Volatility and Large-Order Activity

Summary

The document proposes a short-term stock screen combining daily price range, a large-order net quantity ranking, and a threshold for the day’s increase in holdings. It frames wider price swings and stronger buying activity as signs of active trading interest, then suggests prioritizing stocks that meet all three conditions. The article includes sample screening logic and illustrative implementation references, but provides no performance results or validation evidence.

The author cautions that volatile stocks can carry greater risk and that elevated buying activity may indicate overbought conditions. Suggested refinements include combining the screen with valuation measures, moving averages, statistical analysis, and explicit risk controls such as position management and stop-loss and take-profit rules. The provided examples may need adjustment to the data source and intended use.

Key ideas

• The screen combines price amplitude, large-order net activity, and a threshold for increased holdings.
• The article presents the criteria as a short-term stock selection approach.
• It gives sample formulas and implementation guidance but reports no backtest or realized returns.
• Volatility and elevated buying activity can increase downside and overbought risks.
• The author recommends adding other indicators and applying disciplined risk controls.

Tags

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