Stock Screening with Price Swings, Large Orders, and Recent Gains

Summary

This post describes a technical stock screen combining price activity, large-order net volume, and a recent strong daily gain. Its stated conditions seek stocks with amplitude above a threshold, rank them by large-order net volume, and require at least one daily rise of 10% or more in the preceding 25 trading days. The examples also show filters involving price relative to a moving average, elevated volume, and the day’s low relative to its close.

The rationale is to find active stocks that have shown sharp upside movement, but the post gives no backtest results or evidence that these filters predict future returns. It cautions that order-flow and price signals may lag, and that the strong-gain condition may be overly optimistic. It suggests adding technical and fundamental inputs, adapting filters to market conditions, and controlling position size and risk. The accompanying code and formulas do not align perfectly with the prose, so the exact screen requires careful interpretation.

Key ideas

• The screen combines price amplitude, large-order net volume, and a recent large daily gain.
• The stated lookback condition requires a qualifying gain within the prior 25 trading days.
• Example formulas add moving-average, volume, and price-location filters.
• The post offers no performance evidence and warns that signals may lag or overstate prospects.
• The prose and sample implementations differ, making the precise rules ambiguous.

Tags

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