Chinese Stock Screen for Range, Main-Fund Control, and Rising DEA

Summary

This Chinese-language post describes an equity screening rule that selects stocks with an amplitude threshold, prior-day main-fund control, and a rising DEA. It frames the conditions as combining price activity and fund-flow participation with a short-term momentum signal. The post also gives a MACD-related formula reference and illustrative Python-style selection logic, though its code mixes data and expressions whose implementation is not fully specified.

The author cautions that the screen emphasizes technical conditions and may omit company fundamentals or broader market conditions. Suggested refinements include adding other technical measures and assessing profitability, asset quality, and operating efficiency. No backtest, sample definition, or returns are supplied, and the post does not rigorously define the main-fund-control measure. The rule should therefore be treated as a screening idea requiring validation, not as evidence of an effective strategy.

Key ideas

• The screen combines a minimum price amplitude, prior-day main-fund control, and rising DEA.
• The post interprets the conditions as combining activity, capital participation, and short-term trend information.
• It provides formula and code examples, but the implementation details are incomplete.
• The author notes that technical filters can overlook fundamentals and market conditions.
• No test results or strategy performance evidence are presented.

Tags

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