Stock Screening with Weekly Moving-Average Crossovers and Afternoon Inflows

Summary

This stock screen combines three conditions: amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and net large-order inflow in the afternoon. It aims to pair a price-trend signal with a measure of trading activity attributed to larger orders. The document also gives formulas and a Python example, but the examples do not consistently implement the stated rules: the code calculates daily moving averages, and the inflow measure is a simplified proxy based on price change and turnover.

The article describes the logic as a way to find shares with favorable technical conditions and apparent buying interest. It provides no backtest results or evidence of returns. The author cautions that fixed filters may not adapt to changing market conditions and that flow measurements can be uncertain and volatile. Additional technical, market, and flow indicators are suggested, with thresholds adjusted to the market and the user's needs.

Key ideas

• The screen combines an amplitude threshold, a weekly moving-average crossover, and afternoon large-order inflow.
• The article frames the crossover as a trend filter and inflow as a measure of buying interest.
• Its formulas and code use inconsistent time frames and simplified flow proxies.
• The document provides no performance evidence and warns that fixed conditions and flow data may be unreliable.

Tags

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