Turnover, Previous-Day Leaderboard, and Moving-Average Crossover Screen

Summary

This proposed stock screen looks for turnover within a specified band, an appearance on the previous day’s market leaderboard, and three moving-average crossovers involving 15-, 30-, 60-, and 120-period averages. The article presents the combination as a way to bring together liquidity, market attention, and trend signals. Its formula and sample dataframe filter provide sketches of how those conditions could be encoded.

The author identifies overfitting and neglect of company fundamentals as risks, and recommends considering profitability, growth, and valuation alongside technical signals. The text does not report backtest outcomes or establish that leaderboard appearances predict future gains. There is also a mismatch between the stated requirement for three simultaneous crossovers and the sample Python filter, which checks relative average levels instead of crossover events. Entry timing, exits, sizing, and risk controls are not specified, so the screen is not a complete trading strategy.

Key ideas

• The screen combines a bounded turnover rate with a previous-day leaderboard flag.
• It specifies crossovers among four moving-average periods.
• The article warns that technical filters can overfit and omit fundamental information.
• Its sample dataframe logic checks average ordering rather than explicit crossover events.
• No performance results or position-management rules are provided.

Tags

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