A-Share Screening with Rising Lows and Afternoon Large-Order Inflows

Summary

This proposed A-share screen combines amplitude above 1, a rising price base, and net inflow from large orders in the afternoon. The article frames the flow condition as a way to include stocks with apparent buying support, and suggests adding fundamental criteria. It offers formula references and partial Python logic using rolling price and trade-flow measures.

The note provides no backtest or other evidence that these signals predict returns. It warns that reliance on afternoon large-order flows can overlook valuation and company fundamentals, and that a sharp rise may be followed by a reversal or affected by policy and other events. The formula and code are sketches rather than a fully specified strategy: the base definition and fundamental requirements are unclear, and the flow proxy is not fully explained. Parameter adjustment and further evaluation would be needed before drawing conclusions about effectiveness.

Key ideas

• The proposed screen combines amplitude above 1, rising lows, and afternoon net inflow from large orders.
• The article suggests incorporating fundamental and valuation criteria alongside price and flow signals.
• It warns that order-flow emphasis may encourage chasing rapid rises and may miss company-specific risks.
• The formulas and code are partial, and the note reports no tested performance.

Tags

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