A-Share Screen for Moderate Gains, Large-Order Flow, and Range

Summary

This note describes a Chinese A-share stock screen that combines daily amplitude above 1%, a ranking by large-order net volume, and a positive 10-day return below 35%. It presents the criteria as a way to find active stocks with recent gains, aiming at potential short- to medium-term opportunities. An indicator formula encodes the amplitude and return filters, while the accompanying Python example adds turnover and trading-value conditions. The code does not clearly implement the stated large-order ranking, so the written strategy and examples are not fully aligned.

The article warns that the screen omits company fundamentals and may chase short-lived themes or already extended prices. It suggests adding technical and fundamental checks, narrowing candidates, and testing the approach. No measured returns, benchmark comparison, or backtest results are provided, so the proposed opportunity and stability remain unverified.

Key ideas

• The screen seeks stocks with amplitude above 1%, a positive 10-day gain below 35%, and a high large-order net-volume rank.
• The accompanying formula encodes amplitude and 10-day return conditions.
• The Python example adds turnover and trading-value filters, but does not clearly reproduce the stated large-order ranking.
• The article identifies limited fundamental analysis and momentum-chasing risk as key weaknesses.
• It recommends further screening and backtesting but reports no performance evidence.

Tags

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