A-Share Screening with Turnover, Rising DEA, and Positive Institutional Flow
Summary
This A-share stock screen combines a turnover range of 3% to 12%, a rising DEA signal, and positive institutional net buying. The intended logic is to pair a liquidity filter and a trend condition with a measure of institutional activity. The post describes institutional buying as a possible sign of demand for longer-term holdings, but it does not provide performance data or a backtest to support that interpretation.
The screen may miss smaller, less liquid companies, and a positive net-buying reading alone does not capture how institutional flows change over time. The source also cautions that results may be less stable in sideways markets or during large market swings. It suggests assessing changes in institutional flows and combining the screen with additional technical indicators, such as RSI. The document gives indicator formulas and example implementation references, but does not specify a testing period, execution rules, or portfolio risk controls.
Key ideas
- The screen requires turnover between 3% and 12%.\nIt selects stocks with a rising DEA signal and positive institutional net buying.\nThe source warns that it may miss smaller stocks and may be unstable in volatile or sideways markets.\nTracking changes in institutional flows or adding other technical indicators are suggested refinements.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.