A-Share Stock Screen Combining Turnover, Profit Growth, and Large-Order Flow
Summary
This post proposes an A-share stock screen that combines trading activity, reported earnings growth, and short-term order flow. It selects stocks with turnover between 3% and 12%, parent-company net profit growth between 20% and 100%, and large-order net volume above a stated threshold for at least three consecutive days. The post interprets persistent positive large-order flow as a sign of stronger buying interest, then ranks qualifying stocks by institutional ownership and takes the top five. The document gives screening rules and code references, but it does not present a backtest, performance evidence, or validation of the order-flow signal. It also notes that the screen omits valuation and may perform poorly if market conditions change. The author suggests incorporating valuation measures such as earnings and book multiples, along with broader market information. The material is therefore a rule-based screening example rather than evidence of a proven strategy; its specified fundamentals and flow data may also depend on source definitions and availability.
Key ideas
- The screen combines turnover, year-over-year parent-company profit growth, and persistent positive large-order net flow.
- Eligible stocks are ranked by institutional ownership, with the top five selected.
- The post provides implementation examples but reports no backtest or performance results.
- Valuation is omitted, and the author identifies changing market conditions as a risk.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.