A-share Screen for Turnover, Prior-Day Dragon-Tiger Listing, and Inflow
Summary
This A-share stock screen combines a daily turnover range of 3% to 12% with a listing on the previous day’s Dragon-Tiger List, an afternoon large-order net inflow, and more than a year since listing. The document presents these filters as ways to incorporate liquidity, institutional attention, and intraday money flow into candidate selection. It also gives example implementations for a formula-based screener and a Python data frame filter.
The article offers no performance statistics or backtest evidence. It cautions that the screen omits company fundamentals and other important factors, and that large-order inflows can reflect short-term speculation rather than durable demand. The author recommends combining the conditions with additional technical and fundamental analysis and adapting them to market conditions; the narrow filter alone is not presented as a complete investment decision process.
Key ideas
- The screen requires turnover between 3% and 12%.\nIt selects stocks that appeared on the Dragon-Tiger List the previous day and showed afternoon large-order net inflow.\nIt excludes stocks listed for less than a year.\nThe article warns that flow signals can reflect short-term speculation and omit fundamentals.\nThe stated rules are screening conditions, not evidence of profitability.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.