A-Share Screening with Opening Gain, Amplitude, Turnover, and Net Inflow

Summary

This document outlines an A-share stock screen using daily amplitude above 1, a 9:25 price gain below 6%, and turnover between 3% and 12%. Its final version also requires sustained net inflows, combining a volatility filter, an opening-price condition, trading activity, and a measure of money flow. The article describes the approach as a way to identify candidates for trading, but supplies no backtest results or performance evidence.

It includes example indicator logic and a Python sketch that fetches stock, price, turnover, and money-flow data. The examples do not fully align: the indicator formula uses additional price and low-range conditions, and the code's amplitude check is not a direct implementation of the stated threshold. The article also cautions that the screen omits long-term trend and company fundamentals, and that turnover may mislead in unusual markets. It suggests combining the filters with other indicators, but does not validate those additions.

Key ideas

• The screen combines an amplitude threshold, a limit on the 9:25 gain, and a turnover range.
• The final stated selection logic additionally requires persistent net money inflows.
• The document provides illustrative formula and data-fetching examples but no performance test.
• The examples and the described thresholds are not fully consistent.
• The author notes that the screen ignores fundamentals and long-term trends, and that turnover can be unreliable.

Tags

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