Chinese Stock Screen Combining Range, Institutional Buying, and Turnover

Summary

This premarket screening idea combines three conditions: amplitude above 1%, an institutional-buying signal, and prior-day turnover above 60 million yuan. The stated signal threshold for institutional participation is above 30, while the turnover condition is expressed through the platform’s amount indicator. The note presents these as filters for volatile, actively traded stocks with institutional interest and suggests adding technical, balance-sheet, and sentiment inputs.

The document includes indicator expressions and a Python example, but it does not establish that the code correctly implements all conditions or that its data fields are comparable to the platform’s indicators. It reports no historical test or return evidence. Its caveats are that poor broad-market conditions can undermine candidates, technical factors are omitted from the original screen, and a single institutional-flow signal may not provide enough evidence of investment quality.

Key ideas

• The screen requires amplitude above 1%, an institutional participation signal above 30, and prior-day turnover above 60 million yuan.
• The selection is intended to run before the market opens.
• The note recommends combining the flow signal with technical, balance-sheet, and sentiment factors.
• The code is illustrative, and the note provides no backtest or performance results.

Tags

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