A-Share Screening with Intraday Inflows and a Prior-Limit-Up Exclusion

Summary

This A-share screening idea combines three conditions: daily price amplitude above 1%, afternoon large-order net inflow, and exclusion of stocks that hit the upper price limit the previous day. The proposed rationale is to find stocks with activity and buying interest while avoiding names that may be extended after a sharp rise. The article includes indicator formulas and illustrative Python filtering logic, but does not present a backtest, performance figures, or evidence that the rules improve returns.

The author flags competition and market risk, and notes that these filters alone do not establish a stock’s quality. Suggested refinements include adding valuation, profitability, and industry information, or changing how prior limit-up stocks are excluded. The code and formulas are references rather than a fully validated implementation; data handling and the precise meaning of the order-flow condition may affect results. The approach is therefore a screening template, not a demonstrated trading system.

Key ideas

• The screen requires daily amplitude above 1% and afternoon large-order net inflow.
• It excludes stocks that reached the upper price limit on the previous day.
• The article frames the exclusion as a way to avoid possible post-surge volatility.
• It suggests adding company fundamentals and industry context to the screening rules.
• No performance test is provided, so the strategy’s effectiveness is unknown.

Tags

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