A-Share Screen Combining Capital Inflow, Three Down Days, and Dividends

Summary

This post describes an A-share stock screen combining three conditions: a measure of the day’s position increase above a threshold, three consecutive sessions with falling closing prices, and a dividend ratio above a threshold for a specified past year. It frames the combination as seeking stocks with recent capital inflows, a short run of price weakness, and a history of substantial dividends. The post also includes illustrative screening code, though its data functions and filtering expressions are not fully explained.

The author notes that the combination may produce few candidates, can miss other promising stocks, and may fail as market conditions change. A historical dividend ratio does not guarantee future distributions because company policy can change. Suggested refinements include adding valuation, profitability, and industry information. No backtest, performance figures, or evidence that the screen predicts returns is presented. The criteria are therefore best understood as a screening concept requiring precise definitions, data checks, and independent testing before use.

Key ideas

• The screen combines a daily capital-inflow condition with three falling sessions and a historical dividend-ratio filter.
• The post presents the criteria as a way to find stocks with recent inflows and a record of substantial dividends.
• A narrow set of filters may yield few candidates and overlook other stocks.
• Past dividend policy can change, and the screen has no reported performance evidence.
• The author suggests adding valuation, profitability, and industry analysis.

Tags

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