A Stock Screen Combining Volatility, Institutional Flows, and Reversal Signals

Summary

This post describes a Chinese stock screen requiring daily amplitude above a threshold, positive institutional money flow, and a reversal-style technical condition. It includes sample formulas and Python logic. The examples approximate the reversal condition using recent high-low ranges and moving averages, while the flow condition sums positive net amounts over a recent period. The resulting signals are combined to filter stocks.

The author notes that the approach can miss fundamental information and broader market trends, and that reversal patterns involve subjective judgment. The post suggests adding financial measures such as valuation and profitability, as well as industry context, and adjusting the rules as conditions change. It provides no backtest, trading rules, or evidence that the screen predicts returns. The examples are illustrative and depend on the data fields and implementation details available on a given platform.

Key ideas

• The screen combines stock amplitude, institutional net flows, and a reversal-style technical signal.
• The sample reversal logic uses rolling price ranges and moving-average crossovers.
• The post advises considering financial and industry information alongside technical filters.
• No backtest or evidence of predictive performance is supplied.

Tags

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