Stock Screening with Large-Order Flow, Seven Declining Sessions, and Range

Summary

This proposed stock screen combines a price-range condition, a ranking based on large-order net volume, and a seven-session declining-price condition. The explanation frames range and order-flow ranking as market-activity filters, while consecutive declines are intended to identify pessimistic sentiment that might present an opportunity. It provides example indicator logic and a Python-style outline, then sorts selected stocks by market capitalization.

The author warns that short-term technical and sentiment conditions can be noisy, especially without confirmation from other indicators, and may perform poorly in unusual markets. Suggested refinements include adding valuation measures and validating the decline condition with another signal. The examples do not establish that the signal predicts reversals or show backtest or live results; the rule is presented as a screen that needs broader analysis and adjustment across market regimes.

Key ideas

• The screen combines a range filter, large-order net-flow ranking, and seven consecutive declining sessions.
• The decline condition is intended to find stocks under pessimistic sentiment that may merit further review.
• The post cautions that technical and sentiment filters can create noisy signals and struggle in unusual markets.
• It recommends adding valuation data and confirming the decline condition with other indicators.
• No backtest or live evidence is given for the screen's effectiveness.

Tags

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