Weekly Stock Screening with Institutional Participation and MA Crossovers

Summary

This stock-selection screen combines three conditions: amplitude above one, institutional participation above thirty, and a weekly five-period moving average crossing above the ten-period average. It is intended to be run at the weekend, using volatility, institutional activity, and a trend signal to identify candidate stocks.

The article explains the screening logic and flags its limits: it does not assess company fundamentals, and weekly signals may keep capital tied up longer when markets are volatile. It suggests adding financial and sector analysis or volume-based technical checks. The document provides indicator expressions and a code example, but no backtest results or evidence that the screen predicts returns. The example also refers to weekly index data, which may not fully represent the described stock universe.

Key ideas

• The screen combines amplitude, institutional participation, and a weekly moving-average crossover.
• It selects stocks on weekends using a five-period average crossing above a ten-period average.
• The article warns that the screen omits fundamental and earnings quality checks.
• Weekly signals may lengthen holding periods and reduce capital flexibility.
• The document gives no performance evidence and recommends further validation.

Tags

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