Chinese Stock Screen Using Intraday Flow, Price Range, and Float Value

Summary

This stock selection approach combines three filters: daily amplitude above 1%, afternoon large-order net inflow, and circulating market value between 5 billion and 10 billion yuan. From stocks that pass, it proposes selecting the one with the highest gain. The document presents these criteria as a way to find active, medium-sized companies and suggests that sharp declines may be followed by short-term rebounds.

The page includes indicator formulas and sample Python code, but does not provide backtest results or define how the afternoon flow measure is calculated in a reproducible way. Its own caveats are that market conditions and longer-term fundamentals are omitted, and market value alone is an incomplete quality screen. It recommends adding financial measures and repeatedly testing the rules. The code’s data calls and scoring logic do not clearly implement the stated ranking procedure, so the example should not be treated as a validated strategy.

Key ideas

• The screen requires amplitude above 1%, afternoon large-order net inflow, and circulating market value from 5 billion to 10 billion yuan.
• Among qualifying stocks, the stated selection rule favors the highest gainer.
• The document frames amplitude and order flow as signs of activity and possible short-term rebound potential.
• It warns that market value alone omits broader financial and market conditions.
• No performance evidence is provided, and the sample code does not clearly validate the stated ranking rule.

Tags

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