A-Share Stock Screen Using Accumulation, Order Flow, and Limit-Ups

Summary

This post describes a short-term A-share screen combining three conditions: today’s accumulation ratio must exceed five percent, the outside-to-inside trading volume ratio must be above 1.3, and the stock must have had more than two limit-up days in the previous ten days. It presents these filters as signs of buying interest and recent price strength, then provides illustrative screening logic and code references.

The accompanying explanation acknowledges that turnover and trading activity do not establish a company’s underlying value, and that stocks attracting short-lived speculation can carry substantial risk. It suggests adding fundamental measures such as financial condition, profitability, growth prospects, market capitalization, or valuation. The post supplies no backtest results, holding period, exit rules, or evidence that the screen predicts returns. Its description of the outside-to-inside ratio is internally inconsistent, so that signal’s interpretation requires care; the code examples are also presented as templates requiring adaptation.

Key ideas

• The screen combines an accumulation threshold, an outside-to-inside volume ratio above 1.3, and repeated recent limit-up sessions.
• The post interprets the conditions as signs of buying activity and short-term market attention.
• It warns that trading activity and turnover do not substitute for fundamental analysis.
• It suggests adding company financial and valuation measures to refine the screen.
• The post gives no performance evidence, and its explanation of the volume ratio is inconsistent.

Tags

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