Stock Screening with Moving-Average Trend, Turnover, and Fund Inflows

Summary

This stock screen combines three conditions: the 20-day moving average is above the 120-day average, the prior day’s trading value exceeds the stated threshold, and the current increase in holdings is above the stated percentage. The document interprets these as signs of a stronger short-term trend, active trading, and recent capital inflow. It also proposes checking company finances and industry prospects before selecting stocks.

The article offers rationale and sample code, but no backtest, performance figures, or evidence that the conditions predict returns. Its risks include omitting fundamental and industry factors and potentially selecting volatile stocks. The code example does not clearly implement every stated condition: it calculates moving averages and volume but does not include the holdings-increase filter, and its data handling appears inconsistent. Treat the screen as a rough idea to verify and test, not as a demonstrated strategy.

Key ideas

• The screen looks for a 20-day moving average above the 120-day average.
• It adds a prior-day trading-activity threshold and a current holdings-increase condition.
• The article suggests including company finances and industry prospects in further review.
• No performance evidence is supplied, and the sample code does not implement every stated filter.

Tags

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