Chinese Stock Screen for Institutional Buying and a Rising 30-Day Average

Summary

This Chinese-language post outlines a stock screen that combines price amplitude above one, institutional participation above 30% over five days, and a rising 30-day moving average. The intended logic is to find volatile shares with reported institutional involvement and a recent upward trend. The post supplies example indicator expressions and Python-style code, and recommends adding company fundamentals such as earnings per share, return on equity, and net profit, as well as considering entry timing.

The post cautions that the screen focuses on recent price action and institutional activity while omitting fundamental quality, so selected stocks may carry substantial risk. It provides no backtest, benchmark, or evidence that institutional participation predicts future returns. The code example also leaves key data definitions and implementation details unclear, including how the participation measure is calculated and how the moving average is applied. Treat the conditions as a proposed screening heuristic that needs data validation and independent evaluation.

Key ideas

• The proposed screen requires high price amplitude, substantial recent institutional participation, and a rising 30-day moving average.
• The moving-average condition is intended to select stocks with a recent upward trend.
• The post recommends adding company fundamentals and considering technical entry criteria.
• The author warns that focusing on recent activity while omitting fundamentals creates risk.
• No performance test is included, and the example data and code require validation.

Tags

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