A-Share Screening with Positive Net Large-Order Flow and Opening Gains

Summary

This note outlines an A-share screening approach that ranks stocks by volume ratio, then selects those with net-volume readings above 0.05 for at least three consecutive days and a 9:25 a.m. price change below 6%. It presents the conditions as a way to combine recent large-order buying pressure with the pre-open price move.

The document cautions that these few filters may miss promising stocks and do not account for special situations such as consolidation. It suggests adding company size, valuation, and technical measures such as Bollinger Bands or moving averages. No backtest results or performance evidence are provided, so the screening logic is an unvalidated starting point rather than evidence of an effective strategy.

Key ideas

• The screen ranks candidates by volume ratio, from high to low.
• It requires net volume above 0.05 for at least three consecutive days.
• It filters for a 9:25 a.m. price change below 6%.
• The note recommends adding valuation, size, or trend filters, but supplies no performance results.

Tags

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