A Chinese Stock Screen Using Range, Large-Order Flow, and Turnover

Summary

This post outlines a short-term stock selection screen using daily price range, a large-order net-flow ranking, and a turnover or volume-ratio band. Its stated filters include a range above one percent, a ratio above 1.5 and below 6, and ranking by large-order net flow. The accompanying explanation presents these conditions as a way to find volatile, actively traded stocks that may have near-term upside potential.

The author cautions that the screen focuses on short-term technical and trading-activity measures rather than long-term fundamentals. A narrow ratio band may leave out candidates, and short-term selection can be unstable; the post suggests tracking results and considering additional indicators or fundamental data. The code examples do not cleanly match the stated screen: they use turnover fields as proxies for some conditions and contain different thresholds. No backtest results or evidence of returns are supplied, so the proposed logic should be treated as an idea requiring verification.

Key ideas

• The proposed screen combines price range, large-order net flow, and a bounded trading-activity ratio.
• The post frames the filters as a short-term technical selection method.
• It warns that the screen omits long-term fundamentals and may select few stocks.
• The example code does not fully align with the written criteria.
• No performance evidence is provided, so the method requires independent testing.

Tags

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