Stock Screening with Turnover, Three Down Sessions, and Fund Flow Strength

Summary

This stock selection article proposes screening for turnover between 3% and 12%, three consecutive declining sessions, and relatively strong fund flow. The intent is to find shares that have recently weakened while still showing a favorable capital-flow measure. It gives a formula reference and a Python example that scans stock data, calculates indicators, and collects symbols that meet its conditions.

The implementation should be treated cautiously. Its sample code uses consecutive negative MACD histogram values as a stand-in for three declining sessions, and calculates a volume ratio that may not represent standard turnover rate. The formula reference also appears to use a moving-average crossover, which does not fully match the described three-part screen. No backtest results, benchmark, or performance evidence are presented. The article acknowledges market uncertainty and suggests adding technical and fundamental inputs or adjusting thresholds, but does not specify how to validate such changes or control trading risk.

Key ideas

• The proposed screen combines a 3% to 12% turnover range with three declining sessions and a fund-flow strength condition.
• The article supplies formula and Python examples for applying the screen to stocks.
• The sample code uses negative MACD histogram readings to approximate consecutive declines.
• The code and formula do not fully match the stated selection logic.
• No empirical performance results are provided, and market risk remains.

Tags

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