Chinese Equity Screen Combining Large-Order Flow and Revenue Growth
Summary
This note proposes screening Chinese stocks by large-order trading activity and revenue growth. It describes measuring capital intensity with the share of trades above a stated transaction-size threshold, ranking stocks by net large-order volume, and selecting highly ranked names. It also introduces a condition comparing revenue in 2021 with revenue in 2018, though the title and body use different thresholds: the title says the ratio exceeds one, while the explanation says it exceeds 1.1. The discussion presents revenue expansion and investor attention as possible signs of strength.
The note flags market, company, and technical-analysis risks, and suggests improving the activity and revenue calculations with broader data. Its final selection rules omit the revenue condition, leaving the screen incomplete and internally inconsistent. It gives no backtest, performance results, or precise operational definition of the ranking cutoff. Treat the criteria as an exploratory idea that needs reconciliation and empirical testing, rather than as a validated strategy.
Key ideas
- The proposed screen ranks stocks by net large-order activity and looks for strong revenue growth.
- The document gives inconsistent revenue-ratio thresholds in its title and explanation.
- Its final selection description omits the revenue-growth condition stated earlier.
- Market fluctuations, company fundamentals, and limits of historical analysis remain relevant risks.
- No backtest evidence or exact ranking cutoff is provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.