Chinese Stock Screening with Large-Order Flows and Rising Averages

Summary

This stock selection approach combines three filters: price amplitude above a threshold, positive large-order net volume for at least three consecutive days, and upward divergence among moving averages. It frames the order-flow condition as a possible signal of institutional buying and the moving averages as evidence of upward momentum. The article also provides example formulas and Python-style screening logic, including optional profitability and return-on-equity filters.

The document offers no backtest results or evidence that these signals predict future returns. Its formula examples do not align cleanly with the stated screening rules, so they should be treated as illustrative rather than a precise implementation. It acknowledges that a few indicators cannot capture company fundamentals and that technical and flow conditions can change quickly; it suggests adding fundamental filters and managing holding periods and risk.

Key ideas

• The screen seeks stocks with elevated price movement, sustained positive large-order net volume, and rising moving averages.
• The article interprets positive large-order flow as a possible sign of institutional demand.
• It suggests profitability and return-on-equity filters as additional checks.
• The document presents no performance validation, and its sample formulas may not fully match the stated criteria.

Tags

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