Stock Screening with Rising Thirty-Day Averages and Large-Order Flows

Summary

This stock screen ranks candidates by a volume ratio, then filters for positive large-order net volume above 0.05 for at least three consecutive days and a rising 30-day average. The article interprets stronger volume ratios and persistent large-order inflows as signs of investor attention, while the rising average serves as a trend filter. It sketches simple indicator calculations, though the examples do not fully specify how these quantities are defined or aligned with market data.

The document offers no backtest, return figures, or evidence that the signals predict future gains. It recognizes that the rule omits company finances and industry conditions, and that historical flow and trend measures cannot reveal future outcomes. Suggested additions include fundamental and industry inputs or further technical indicators, but no combined scoring method is validated. The thresholds and calculations therefore serve as a screening proposal, not a demonstrated trading system.

Key ideas

• The screen sorts stocks by volume ratio and requires sustained positive large-order net volume above 0.05.
• It also requires the 30-day average to be rising.
• The document provides no backtest or evidence of predictive performance.
• Its flow calculations and proposed composite score are underspecified and would need careful data validation.
• Fundamental, industry, and other technical inputs are suggested but not tested.

Tags

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