Chinese Stock Screening with Amplitude, Institutional Flow, and the 10-Day Average

Summary

This Chinese stock screening proposal combines three conditions: amplitude above one, a change in an institutional trading-volume measure, and an opening price within one percent of the 10-day moving average. It suggests running the screen after the market opens. The rationale is that proximity to the average may indicate a relatively stable short-term price, while institutional buying activity may signal interest.

The document gives indicator expressions and illustrative Python-style selection logic, but it does not present backtest results or evidence that the signals predict returns. Its institutional-flow proxy and sample code may not faithfully implement the stated criteria, and the article itself notes that a short-term technical screen can miss fundamentally attractive stocks and longer-term trends. It suggests adding fundamental and industry context, though it does not specify a validated combined model.

Key ideas

• The screen looks for amplitude above one and an institutional-volume measure that differs from the prior observation.
• It requires the opening price to fall within one percent of the 10-day moving average.
• The proposed rationale links the moving-average range to short-term stability and institutional activity to potential investment interest.
• The document provides no backtest evidence and warns that technical criteria can miss fundamentals and long-term trends.

Tags

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