Stock Screening with Amplitude, Institutional Flow Changes, and Positive Returns

Summary

This note describes a daily stock screen that combines amplitude above 1, a change in a measure labeled institutional buying, and a positive return. Its final rules define amplitude using a platform-specific indicator, institutional activity through the absolute difference between current and prior institutional-volume measures, and return as the open-to-current price change. The article frames large amplitude as a source of both opportunity and risk, and institutional buying as a potentially supportive signal.

The post provides formula and Python examples, but gives no backtest results or evidence that the signals predict future returns. The sample code uses a single stock for the institutional series and combines data conditions whose alignment across symbols and dates is unclear. It also measures a change in the institutional-volume proxy rather than directly establishing net buying, and it does not account for institutional selling behavior. The author suggests adding valuation or technical indicators and explicit profit targets and stop losses, while cautioning that historical signals may fail as market conditions change.

Key ideas

• The proposed screen combines amplitude above 1, a change in an institutional-volume proxy, and a positive intraday return.
• The institutional condition detects a difference between current and previous proxy values, rather than confirming net purchases.
• The article recommends adding fundamental or technical filters and defining profit targets and stop losses.
• No backtest evidence is supplied, and historical signals may not transfer across market conditions.

Tags

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