Chinese Stock Screen for Intraday Inflows, Price Range, and Profitable Small Caps

Summary

This stock screen combines a daily price-range threshold, an afternoon large-order inflow condition, a market-capitalization ceiling, and positive earnings across recent quarters. The article explains the filters as a mix of price activity, money-flow behavior, and a basic profitability check. It also provides indicator formulas and a sample implementation outline using Chinese equity data sources.

The author warns that price range and flow indicators react to short-term market swings and do not establish a company’s long-term prospects. The screen can miss broader financial weaknesses, and the selected stocks require additional company and risk review. The article offers no backtest or return evidence. Its sample code and descriptions may not align exactly—for example, the stated multi-quarter profitability condition is not clearly equivalent to summing reported profits—so the data definitions and calculations should be verified before use.

Key ideas

• The screen combines a daily price-range filter with an afternoon large-order inflow condition.
• It limits candidates by market capitalization and positive recent quarterly earnings.
• The author recommends further fundamental review and active risk management.
• Short-term price and flow signals may not represent lasting company strength.
• No performance evidence is given, and sample calculations should be validated.

Tags

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