Chinese Stock Screening by Intraday Range, Afternoon Flows, and Company Type

Summary

This stock-screening proposal combines a daily amplitude threshold above 1% with an afternoon large-order net-inflow condition and a company classification such as industry or region. The document frames the screen as mixing technical and company-related information, then suggests reviewing fundamentals and broad market conditions before deciding whether selected shares merit investment. It provides a formula-style reference for amplitude and a separate expression intended to represent afternoon inflow, as well as example implementation material.

The classification choice is left to the user, so that part of the screen is subjective. The source warns that the rules may overlook company fundamentals and macro conditions, and that short-term returns may be unstable or experience drawdowns. It recommends examining financial condition, industry prospects, and management, and applying risk controls such as take-profit and stop-loss levels. No historical test, performance figures, precise validation method, or evidence of predictive value is supplied.

Key ideas

• The proposed screen combines daily amplitude above 1%, an afternoon large-order flow condition, and a chosen company classification.
• Industry or regional classification is left to the user's judgment.
• The source recommends checking company fundamentals and market conditions after screening.
• It identifies unstable short-term returns and drawdowns as possible risks.
• No backtest or measured performance evidence is provided.

Tags

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