Chinese Stock Screen Using Intraday Inflows and Listing Age

Summary

This Chinese equity screen selects stocks with a daily range above 1%, afternoon large-order net inflows, and more than 90 days since listing. The stated rationale is to combine a volatility measure with a flow-based signal that may reflect market activity, while excluding very recent listings. The post includes a formula-style description and sample code, but provides no backtest, performance statistics, or evidence that the filters predict returns.

The post notes that the screen relies on only a few technical and flow-related conditions and omits company fundamentals and broader market direction. Excluding newer listings may also leave out some strong performers. The provided formula and code are illustrative and have implementation ambiguities, so they do not establish a reproducible, validated strategy. Suggested extensions include adding financial data, index direction, and sector trends. No entry, exit, or position-sizing rules are specified.

Key ideas

• The screen combines a daily range threshold with afternoon large-order net inflow.
• It excludes stocks listed for 90 days or less.
• The proposed rationale links range to volatility and order flows to market activity.
• The document flags missing fundamental and broad-market filters.
• It provides no performance evidence or defined trade management rules.

Tags

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