Stock Screening with Range, Ten-Day Gains, and Institutional Buying

Summary

The post describes an equity screen that combines daily price range, positive but capped ten-day appreciation, and evidence of increased institutional holdings. Its rationale is that range can indicate movement, while a moderate recent gain may identify stocks that have risen without becoming excessively extended. The example filters price data, calculates the ten-day return, retrieves institutional holding changes, and retains stocks with an increase. It proposes adding valuation measures such as price-to-earnings and price-to-book ratios for broader review.

The screen is presented as a selection idea, not a tested strategy: the post gives no backtest, returns, or risk measurements. It also acknowledges that “institutional buying” is not precisely defined and that the approach lacks fundamental analysis unless supplemented. Data definitions, timing, and the interpretation of holding changes could affect the selected stocks, so the stated filters alone do not establish investment merit.

Key ideas

• The proposed screen combines a price-range condition with a bounded positive ten-day return.
• It uses an increase in reported institutional holdings as an additional selection filter.
• The post suggests supplementing the screen with valuation measures.
• Institutional buying is left insufficiently defined, and the idea has no reported performance evidence.
• The screening rules alone omit a full assessment of company fundamentals and investment risk.

Tags

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