A-Share Screening by Recent Gains, Float Value, and Capital Inflows

Summary

This note describes a short-term A-share screen combining a positive but limited ten-day return, a circulating market value between 5 and 10 billion yuan, and a same-day increase in holdings above five percent. The intended idea is to find stocks with recent upward movement and signs of capital inflow, while avoiding those that have already risen sharply. It also recommends considering profitability and financial condition, with trend measures as possible supporting inputs.

The document does not provide results, a test period, or evidence that the thresholds predict future gains. It explicitly notes that the criteria omit fundamentals and may miss longer-term trends or perform poorly during volatile markets. Its sample code includes fundamental fields but does not use them to decide eligibility, and its stated market-value units appear inconsistent with the strategy description. These details should be resolved before implementation.

Key ideas

• The proposed screen combines a positive, capped ten-day return with a mid-sized float value and recent holding increases.
• The capital-flow threshold is presented as a possible indicator of buying interest.
• The note recommends adding profitability and balance-sheet measures, but does not define their use.
• No backtest or predictive evidence is supplied, and the code does not apply the suggested fundamental filters.

Tags

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