A-Share Stock Screen for Volatility, Limit-Ups, and Large-Order Buying

Summary

This Chinese-language post describes a short-term A-share stock screen combining price movement and trading-flow conditions. It selects stocks with a daily high-low range above one percent, at least two limit-up moves over the past 500 days, and positive large-order net flow for at least three consecutive days, with a stated threshold above 0.05. The post provides formula references and a Python example intended to illustrate how the conditions could be applied to stock and institutional-flow data.

The screen is presented as a way to find volatile stocks with repeated strong price moves and recent large-order buying. The post does not provide backtest results or evidence of predictive performance, and its sample code uses data fields and calculations that may not match the stated rules exactly. It warns that the approach ignores fundamentals and macroeconomic conditions, that order-flow measures may be inaccurate, and that selected stocks can carry substantial short-term risk. It suggests combining the screen with other analysis and risk controls.

Key ideas

• The screen combines a daily range threshold with repeated limit-up moves over a 500-day lookback.
• It also requires large-order net buying to remain positive for at least three consecutive days.
• The post presents the criteria as a short-term screening aid rather than a tested trading system.
• The author warns that the screen omits fundamentals and macroeconomic conditions and may select risky stocks.

Tags

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