A Stock Screen Using Price Range, Ten-Day Gains, and Institutional Flows

Summary

This Chinese-language post describes an equity screen using three conditions: price amplitude above 1%, a ten-day gain greater than zero but below 35%, and a positive institutional-flow measure. It explains these filters as seeking stocks with some recent movement and gains, while avoiding the strongest recent advances, and with a positive signal for institutional activity. The accompanying Python example further filters for a specified range of circulating market capitalization and sorts candidates by a large-order flow measure.

The post cautions that institutional flows alone do not establish investment value and that the criteria may be too narrow; it suggests adding technical and fundamental measures and managing risk. It offers no backtest results or performance evidence. The example's flow ratio and filtering details depend on the data fields available, and the description does not establish that the implementation precisely matches every stated screening condition.

Key ideas

• The screen combines a price-amplitude threshold, a bounded ten-day return, and positive institutional activity.
• The accompanying example adds a circulating-market-capitalization filter and ranks stocks by a large-order flow measure.
• The post presents recent gains and institutional activity as screening signals rather than proof of future returns.
• The author warns that the criteria are incomplete and suggests adding technical or fundamental factors.
• No backtest results are provided to demonstrate the screen's performance.

Tags

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