A Chinese Stock Screen Using Intraday Inflows, Volatility, and Float Size

Summary

This Chinese-language post proposes screening stocks for daily amplitude above 1, a circulating share count no greater than 5.5 billion, and positive large-order net inflow during the afternoon session. It presents volatility as a sign of trading activity, the float threshold as a way to select smaller-capitalization names, and afternoon inflows as a possible sign of buying interest. It includes example indicator and Python logic for applying the filters and ranking candidates by turnover.

The post cautions that the screen omits company financials and fundamentals, and that broad market conditions can affect results. It suggests adding measures such as profitability, assets, growth, and industry outlook, as well as adjusting the rules as market volatility changes. The document supplies no backtest, returns, or evidence that these signals predict performance. Its code snippets are illustrative, and the stated inflow calculation and implementation details would need validation before use.

Key ideas

• The screen combines a daily amplitude threshold, a maximum circulating share count, and positive afternoon large-order inflow.
• The post treats afternoon inflow as an indicator of buying interest, though it does not demonstrate predictive value.
• It proposes ranking qualifying names by turnover when limiting the final list.
• The author identifies missing fundamentals and changing market conditions as important limitations.
• No backtest or performance evidence is provided.

Tags

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