Stock Screening with Intraday Range, Weekly MACD, and Institutional Holdings

Summary

This proposed stock screen combines a daily amplitude threshold above 1%, weekly MACD positioned above zero, and a condition described as institutional accumulation. The article presents these as a blend of volatility, trend, and ownership signals intended to identify stocks that may be attracting large investors. Its formula reference and sample data workflow point toward checking price range and comparing institutional holdings across periods.

The examples are not fully consistent: the stated weekly MACD condition differs from the sample Python comparison of weekly close with a moving average, while the institutional accumulation logic and sample holdings comparison are also described differently. No backtest results or evidence of predictive value are provided. The article notes that holdings data may be misread, that institutional buying does not prove a bottom, and that fundamental conditions and valuation can still matter. It recommends supplementing the filters and validating them statistically before relying on them.

Key ideas

• The proposed screen combines daily amplitude above 1%, weekly MACD above zero, and institutional accumulation.
• Its rationale treats price movement and trend as technical filters and institutional activity as an ownership signal.
• The formula description and sample Python logic do not implement identical conditions.
• The article provides no performance evidence and warns that institutional buying does not confirm a market bottom.

Tags

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