Turnover and Buy-Sell Volume Filters for Stock Selection

Summary

The post describes a stock screen using a turnover range of 3% to 12%, a ratio of aggressive buying volume to selling volume above 1.3, and a date restriction to 2021. It presents the turnover band as a way to filter trading activity and the buy-sell volume balance as a possible indicator of demand. Example snippets show how the author intends to apply the conditions to stocks and their trading data.

The post gives no backtest, returns, or empirical evidence that the filters identify higher-quality stocks. It notes that the rules may exclude strong performers that fail the thresholds and cannot anticipate changing market conditions. The material also contains inconsistencies: the headline says the volume ratio need only exceed 1, while the body specifies 1.3; the formula example compares current volume with prior volume rather than outer-market volume with inner-market volume; and the time filter is described as 2021. These differences make the intended screen ambiguous and should be resolved before use.

Key ideas

• The stated screen combines turnover between 3% and 12% with a buy-sell volume ratio above 1.3.
• The described universe is restricted to stocks in 2021.
• The post offers code examples but provides no measured performance evidence.
• Thresholds may exclude stocks that rise strongly while satisfying neither filter.
• The headline and example formulas conflict with the body on the ratio and data being compared.

Tags

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