Chinese Stock Screen Using Intraday Fund Flows and Lower Lows

Summary

This Chinese stock selection post describes a short-term screen combining daily price range, afternoon large-order net inflow, and a new low relative to the prior session. Its stated conditions seek stocks with more than a 1% high-low range relative to the previous close, a flow-related threshold, and a current low below yesterday’s low. The post also gives example indicator formulas and a Tushare-based sketch for applying the filters.

The rationale is to combine volatility, an approximation of capital flow, and recent price movement. The source cautions that this approach emphasizes short-term behavior and can select speculative, volatile names; it recommends risk controls and suggests adding financial, industry, and relative-strength measures. It reports no backtest or evidence of returns. The flow calculation and implementation details are only reference examples, and the article’s claims about combining short-, medium-, and long-term factors are not demonstrated by its mainly daily conditions.

Key ideas

• The screen combines a daily range threshold, an afternoon large-order flow proxy, and a lower low than the previous session.
• The post provides example formulas and a basic data-screening implementation.
• Its stated rationale combines volatility, capital-flow information, and price movement.
• The author warns that the short-term screen may produce volatile and speculative selections.
• No backtest or performance results are presented.

Tags

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