A Chinese Stock Screen Combining Intraday Inflows, Volatility, and Robotics

Summary

This document describes a Chinese A-share screening rule that combines daily amplitude above 1%, afternoon large-order net inflow, a robotics concept label, and circulating market capitalization below 10 billion yuan. It presents the conditions as a way to find volatile, relatively small robotics-related stocks that show buying activity during the afternoon. The article also gives example indicator expressions and a Python outline that uses stock data to filter securities by price movement, volume, concept classification, and market value.

The document offers no historical performance results or evidence that the screen predicts returns. Its discussion recognizes that a narrow market-cap threshold can exclude candidates and that concept popularity, market moves, and simple technical filters can produce weak or overly popular selections. It recommends checking financial and operational fundamentals, adding trend analysis, and applying risk and capital controls. The code examples may not precisely implement the stated conditions: for example, the Python outline uses average daily range and a volume-based expression as proxies, while the prose describes an afternoon flow measure. Data availability and definitions therefore matter when reproducing the screen.

Key ideas

• The screen selects stocks with daily amplitude above 1%, afternoon large-order net inflow, a robotics concept classification, and circulating market value below 10 billion yuan.
• The article presents volatility, intraday buying flow, sector theme, and company size as complementary selection dimensions.
• It suggests adding trend analysis and reviewing company fundamentals before treating screened stocks as investments.
• The source supplies example formulas and code but no backtest or performance evidence.
• Its code and prose may operationalize the afternoon inflow and amplitude conditions differently.

Tags

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