Stock Screen for Intraday Inflows, Volatility, and Moving-Average Alignment

Summary

This stock-selection approach combines three filters: daily amplitude above 1%, a proxy for afternoon large-order net inflow, and a condition described as at least five moving averages aligning. The accompanying indicator expressions and Python example show how the author intends to screen historical stock data, including a five-session test involving closes above their five-day moving average. The document also suggests adding valuation, profitability, industry, and other technical measures to broaden the analysis.

The rationale is to find stocks with movement, apparent buying pressure, and a favorable chart pattern. No backtest results or evidence of improved returns are provided. The inflow expression is a proxy rather than a clearly validated measure of large-order flows, and the written description of multiple moving averages does not fully match the supplied formula, which tests closes against one moving average across several observations. The author cautions that a technical screen can select volatile, speculative stocks and recommends risk controls and fundamental context.

Key ideas

• The screen combines amplitude, an afternoon buying-flow proxy, and a moving-average condition.
• The supplied Python example applies rolling calculations to historical stock data.
• The moving-average formula tests repeated closes above a five-day average, which differs from the prose description of five averages aligning.
• The approach gives no performance evidence and may select volatile stocks.
• Fundamental and industry filters are suggested as possible additions.

Tags

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