Stock Screening with Range, MACD, and Afternoon Net Inflows

Summary

The proposed stock screen combines three conditions: daily price range above a threshold, MACD above its zero line, and positive afternoon net large-order inflow. The accompanying rationale treats a wide range as evidence of volatility, positive MACD as a bullish indication, and net inflow as possible buying pressure. It suggests adding fundamental and industry filters, and mentions market sentiment and capital flows as further considerations.

The document includes example indicator references and a Python outline for obtaining market and trade-flow data, but it does not present a backtest, defined portfolio construction, execution costs, or risk-adjusted results. Its formula and code references may also depend on platform-specific definitions of the range and money-flow fields; the description does not validate that they measure the stated afternoon large-order condition consistently. The screen is therefore a candidate for independent data checks and testing, not evidence that its selected stocks will rise.

Key ideas

• The screen selects stocks using a range threshold, MACD above zero, and positive afternoon net inflow.
• The proposed rationale links these conditions to volatility, bullish momentum, and buying pressure.
• The article recommends supplementing technical and flow filters with fundamental and industry analysis.
• The document provides formula and data-fetching examples but no performance test or risk-adjusted evidence.
• Platform-specific indicator definitions and the implementation of afternoon inflow require validation.

Tags

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