Stock Screening with High Amplitude, Institutional Participation, and a Two-Day High
Summary
This stock-selection rule combines three conditions: amplitude greater than 1, institutional participation above 25% over 15 days as the article defines institutional buying, and a recent high that is the highest across a two-day window. The post frames the amplitude filter as a way to identify more volatile shares and the other filters as signs of institutional interest and a possible technical signal. It includes indicator references and a code example that sorts selected names by reported popularity.
The article offers no backtest, performance data, benchmark, or rules for entering and exiting positions, so it does not establish whether the screen predicts returns. Its discussion also cautions that the conditions leave company fundamentals and valuation underexamined. It suggests combining the screen with other measures, such as MACD, RSI, fund flows, sector performance, and broader market trends. These are proposed extensions rather than tested improvements, and the example implementation should be treated as illustrative.
Key ideas
- The screen combines amplitude above 1, institutional participation above 25% over 15 days, and a two-day high condition.\nThe article treats volatility, institutional interest, and price action as complementary selection inputs.\nIt suggests adding valuation, fundamental data, and other technical indicators.\nThe post provides no evidence from backtesting or live trading.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.