Stock Screening with Moving-Average Crossovers and Afternoon Money Flows

Summary

This stock-selection idea looks for daily price amplitude above 1%, three moving averages crossing upward in sequence, and positive large-order net inflow during the afternoon. The article treats the inflow as a possible indication of investor interest and combines it with a technical trend condition. It also suggests considering company fundamentals and industry prospects alongside the signal.

The post provides indicator references and sample Python logic, but the examples do not establish that the conditions are profitable or consistently measurable. It acknowledges that technical inputs alone can produce unreliable selections and recommends adding business quality, valuation, and market context. The moving-average periods are adjustable, and the supplied code should be treated as illustrative rather than a validated implementation.

Key ideas

• The screen combines amplitude above 1%, sequential upward moving-average crossovers, and positive afternoon net inflow.
• The moving-average periods can be adjusted to change the signal definition.
• The article provides formula and Python examples but reports no backtest or performance evidence.
• It identifies the lack of fundamental and industry analysis as a limitation and suggests adding those inputs.

Tags

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