Institutional momentum label
The Strongly Rising … Strongly Falling label on stock pages and screens.
Computed for securities with at least 5 tracked holders, from three comparable-set ratios:
- breadth = Δholders ÷ prior holders, capped at ±30%
- flow = Δshares ÷ prior shares, capped at ±30%
- net-new = (new positions − exits) ÷ holders, capped at ±20%
m = 0.4·breadth + 0.4·flow + 0.2·net-new
Labels: m ≥ +8% Strongly Rising · m ≥ +2% Rising · m ≤ −8% Strongly Falling · m ≤ −2% Falling · otherwise Stable.
Securities with fewer than 5 tracked holders show no label — too few observations for the ratios to mean anything.
Limites
A historical description of reported ownership change among tracked managers — not a forecast, and not evidence that a trend will persist. Sector-wide flows can move every member's momentum together.