A-Share Screen Using Institutional Flows and Opening-Price Change
Summary
This proposed stock screen combines three signals: today’s increase in holdings must exceed 5%, institutional direction must be positive, and the 9:25 price gain must be below 6%. The accompanying explanation interprets the first two as signs of buying interest and the last as a cap on sharp early appreciation. It therefore aims to find shares with apparent inflows that have not already risen substantially before the session.
The document cautions that meeting these conditions does not ensure a price increase and that changing market conditions can reduce their usefulness. It recommends considering valuation, technical filters, and stop-loss or take-profit rules, but supplies no test results. Its example code is only a sketch: the opening-price condition is written as a comparison of the price to a fraction of itself, rather than as a gain calculation, and the data-fetching functions are placeholders. The stated screen is therefore clearer than its implementation.
Key ideas
- The screen requires today’s increase in holdings to exceed 5% and institutional direction to be positive.\nIt also caps the reported 9:25 gain below 6%.\nThe rationale is to combine buying-interest signals with a limit on early price appreciation.\nThe code does not correctly express a price-gain comparison and leaves data functions unimplemented.\nThe document provides no backtest or performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.