Block Trade Accumulation
Block trades are unusually large single transactions, typically institutional. This scan looks for stocks whose block-trade intensity, averaged over the last two sessions, runs more than 1.5 standard deviations above their own industry average, while the order book’s bid side outweighs the ask side and buyers stack deeper than sellers. Both are microstructure signals for accumulation happening below the surface of the price chart. Comparing within industry keeps the bar fair to sectors that normally trade in size.
What this scan looks for
- Daily SMA(fw_block_trade_intensity_z_ind, 2) greater than 1.5 within 5 bars
- Daily SMA(fw_bid_side_book_slope, 2) greater than SMA(fw_ask_side_book_slope, 2)
16 stocks match this scan
Matches as of · delayed 1 day · Live on Super Pro
This is a Super Pro plan scan, and it matches rarely enough that publishing its result list would be publishing the scan itself. Where the matches sit:
- Manufacturing 8
- Finance, Insurance, And Real Estate 6
- Mining 2
Run this scan yourself
This scan uses filters from the Super Pro plan. Load it as a preset, adjust any filter, and run it against live market data.
View pricingRelated scans
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- Relative Strength LeadersThe names carrying the highest RS ratings in the market.
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- Triple Momentum StocksRSI, MACD and moving averages all pointing the same way.