Chinese Stock Screen Using Intraday Range and Large-Order Fund Strength

Summary

This document describes a Chinese equity screening rule that combines a daily price-range threshold, a large-order net-volume ranking, and fund-strength ordering. It presents the signals as a way to find volatile stocks with concentrated large-order activity and stronger apparent capital inflows. It also gives example implementations for a market screening formula and a Python workflow, though the examples rely on platform-specific data functions.

The document cautions that the screen omits fundamentals, industry conditions, and broader market direction, and suggests adding those inputs and risk controls. It provides no backtest, performance evidence, or validation for the proposed signals. The text also describes the approach as suitable for longer-term opportunities while discussing range and large-order criteria in terms of short-term swings, so the intended holding horizon is unclear. The thresholds and data definitions may need adjustment for a particular platform or universe.

Key ideas

• The screen combines a price-range filter with large-order net-volume and fund-strength signals.
• The proposed ranking favors stocks with greater measured fund strength.
• The document suggests adding fundamental, industry, and market-context analysis.
• No backtest or performance evidence is provided, and signal definitions may depend on the data platform.

Tags

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