Stock Screening with Morning Price Limits, Afternoon Flow, and MA Convergence

Summary

This stock selection concept combines three filters: an indicated gain below 6% at 9:25, afternoon net inflow from large orders, and at least five moving averages converging on a stock. The article describes the intended logic at a high level, mentioning moving averages across several lookback periods, price and flow data, and numerical operations to compare values and determine whether inflows are positive. The combined screen is presented as a way to identify candidates with aligned technical and trading-flow conditions.

The article does not provide a complete, executable selection statement or define how it measures convergence, large-order net inflow, or the 9:25 gain. It offers no backtest, benchmark, or performance evidence. It also acknowledges that the filters may be too simple, omit company fundamentals and management quality, and remain vulnerable to market fluctuations; suggested use of more data or machine learning is not developed or evaluated.

Key ideas

• The proposed screen combines a 9:25 gain threshold, afternoon large-order net inflow, and moving-average convergence.
• The convergence condition calls for at least five moving averages to align.
• The article outlines calculations but does not precisely define the data fields or filter formulas.
• No executable final screen, backtest, or performance evidence is supplied.
• The author notes that simple filters omit fundamentals and can be affected by market volatility.

Tags

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