A Chinese Stock Screen Using Amplitude, Control, and Institutional Flow

Summary

This Chinese-market stock selection idea screens for shares with daily amplitude above 1, a measure labeled “today’s control” above 21, and institutional movement or funds flow above zero. The article explains these as filters for price fluctuation, a control or capital condition, and the direction of large-investor activity. It also shows example formulas and Python-like pseudocode, including sorting selected stocks by recent price change.

The post offers no backtest results, benchmark, or evidence that the filters improve returns. It warns that market conditions and changes in indicator behavior can affect performance, and suggests checking data quality, adding other technical or fundamental variables, and adapting criteria to market and industry conditions. The definitions and units behind the control and institutional-flow measures are not established in the text, so implementation depends on the data provider and should be validated before use.

Key ideas

• The screen requires amplitude above 1, today’s control above 21, and institutional movement above zero.
• The article interprets the filters as signals about volatility, capital conditions, and institutional activity.
• Example implementations select stocks meeting all three conditions and may rank them by recent price change.
• The post provides no performance data or benchmark for evaluating the screen.
• The indicator definitions and data quality require verification before implementation.

Tags

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