Chinese Stock Screening with Price Range, Afternoon Inflows, and Limit-Ups

Summary

The document presents a short-term Chinese equity screening rule combining three conditions: daily price amplitude above 1%, afternoon large-order net inflow, and a recent limit-up event within a 25-trading-day lookback. It gives a formula reference for the amplitude and inflow conditions, plus example Python logic using stock data to filter candidate symbols. A limit-up is approximated using a daily gain above 9.97%, while the text frames the recent-event condition in terms of the current day and the prior 24 sessions.

The rationale is that elevated price movement, afternoon buying pressure, and recent strong performance may identify active stocks. However, the document reports no backtest or live results. It also acknowledges that the screen relies on a few short-term indicators and omits longer-term trends and fundamentals. The example implementation’s data handling and condition details would need careful review before use, and the screen is not a complete entry, exit, or risk-management plan.

Key ideas

• The screen combines price amplitude, afternoon large-order inflow, and a recent limit-up event.
• The document supplies formula references and example filtering logic for Chinese stocks.
• The stated rationale links volatility, buying pressure, and recent strength to candidate selection.
• No performance evidence is presented, and the rule omits longer-term trends and fundamentals.
• The screen does not define a complete trading or risk-management process.

Tags

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