Chinese Stock Screen Using Ten-Day Gains, Opening Gains, and Fund Flows

Summary

This proposed equity screen ranks stocks by capital-flow strength, keeps stocks whose ten-day price change is positive but below 35%, and excludes stocks whose quoted 9:25 a.m. gain is 6% or higher. The price-change band seeks stocks that have risen recently without exceeding the stated upper bound, while the opening-price condition limits the screen’s exposure to stocks showing a large early gain. The post presents these conditions as a way to combine recent price behavior with buying-flow data.

The author notes that price and flow measures alone may not predict future movement and may omit company finances, industry prospects, and policy conditions. The post recommends considering such broader factors and more data. It includes a partial Python example, but the code shown does not implement all stated rules or establish a complete strategy. No backtest, transaction assumptions, or performance evidence is given, so the filter’s effectiveness remains unverified.

Key ideas

• The screen selects positive ten-day returns below 35%.
• It excludes stocks with a 9:25 a.m. gain of 6% or more.
• Stocks are ranked by the stated measure of capital-flow strength.
• The post warns that price and flow filters omit company and market context.
• The supplied code is partial and does not demonstrate strategy performance.

Tags

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