Stock Screening with a Rising 30-Day Average and Large-Order Flows

Summary

This stock screening idea ranks shares by a large-order net flow measure, from strongest to weakest, and combines that ranking with a rising 30-day moving average. The intended logic is to favor stocks showing both stronger measured fund inflows and an upward price trend. The post also suggests checking trading volume and turnover, or using a shorter moving average to respond more quickly to price changes.

The source gives a simple illustrative calculation for net flow and a rolling average, but does not specify screening thresholds, portfolio construction, rebalancing frequency, transaction costs, or a backtest. It warns that relying on flow and trend alone can miss other relevant factors, while a 30-day average may react slowly. The proposed signals should therefore be treated as a basic screening hypothesis; the document provides no evidence that the screen predicts returns or remains effective across market conditions.

Key ideas

• Rank stocks by the stated large-order net flow measure to prioritize stronger apparent inflows.
• Use the direction of the 30-day moving average as a trend filter.
• The post proposes combining the screen with volume and turnover measures.
• A shorter moving average may respond faster but the document gives no comparative test.
• The post provides no backtest or evidence that the screening rules generate superior returns.

Tags

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