A Stock Screen Using Intraday Inflows, Volatility, and Ten-Day Returns

Summary

This Chinese community post proposes a stock selection rule combining daily price range, a positive but bounded ten-day return, and positive afternoon net inflow from large orders. The stated rationale is to find stocks with some recent appreciation and trading activity while avoiding names that have already risen excessively. It also suggests supplementing the screen with technical indicators, company fundamentals, and broader market context.

The post warns that a small number of filters may miss company-specific and market conditions, including major shareholder or institutional selling. It offers example formula and Python references, but these do not fully demonstrate the stated rule: the formula uses an intraday price change and volume comparison, while the sample function does not implement the ten-day return bounds. No backtest results or evidence of profitability are supplied, so the screen should be treated as an idea requiring careful specification and evaluation.

Key ideas

• The proposed screen combines price amplitude, a bounded positive ten-day return, and afternoon large-order net inflow.
• The rationale is to select stocks with recent gains and active buying without chasing very large recent appreciation.
• The post recommends adding technical and fundamental measures and considering market conditions.
• Its examples do not fully encode every stated selection condition, and no performance evidence is reported.

Tags

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