Stock Screening by Intraday Inflows, Price, and Daily Range

Summary

This document outlines a stock screen combining a daily price range above 1%, a closing price below 20, and afternoon large-order net inflows. It presents these as filters for volatility, lower-priced shares, and recent buying interest. The proposed rationale is that combining price movement with money-flow activity may help identify stocks attracting attention, though the document supplies no backtest or performance evidence.

The text cautions that the screen may miss smaller or less liquid stocks and newly listed shares, and that short-term price and flow signals can overlook company fundamentals and long-term value. It suggests adding financial measures, growth, market share, valuation ratios, industry research, and macroeconomic context. Formula examples are included, but the descriptions of afternoon timing and money-flow fields are not fully clear, so their implementation may require checking the data definitions.

Key ideas

• The screen combines a daily range above 1%, a closing price below 20, and afternoon large-order net inflows.
• The document treats range as a volatility filter and afternoon inflows as a sign of recent buying interest.
• It warns that short-term signals may omit less liquid or newly listed shares and overlook fundamentals.
• The suggested refinements include financial quality, valuation, industry, and macroeconomic analysis.

Tags

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