Stock Screening with Turnover, Order Flow, and Rising Lows

Summary

This post describes a stock screen that combines turnover between 3% and 12%, a positive relationship between price change and large-order net volume, and a rising-bottom pattern. Its explanation presents rising lows as a technical sign of improving price behavior and says the conditions aim to select stocks showing buying pressure. Formula and Python examples are included, with the Python version adding further filters such as price, recent volume expansion, and a ranking based on trading activity.

The post acknowledges that the screen omits company fundamentals and industry context, may be vulnerable to market swings, and could select stocks with limited potential. It suggests adding fundamental and technical measures, but provides no performance data, backtest methodology, or validation for the signals. The written selection logic and code examples also do not describe a full trading system: portfolio construction, transaction costs, exits, and risk controls are not established.

Key ideas

• The stated screen combines turnover, price movement relative to large-order net volume, and rising lows.
• The Python example includes additional price, volume, and ranking conditions beyond the short description.
• The post identifies missing fundamentals and industry context as limitations.
• No backtest evidence or complete entry, exit, and risk management rules are supplied.

Tags

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