Chinese Stock Screening with Trend, Main-Player Control, and Buying Flow

Summary

This post proposes a Chinese stock screen combining three conditions: today's increase in holdings as a share of the stock above 5%, evidence of main-player control on the prior day, and an upward 30-day average. The post interprets the buying-flow measure as possible capital inflow, the control measure as active trading by major participants, and the rising average as a positive longer-term trend. These interpretations are presented as rationale, not as demonstrated causal effects.

It suggests adding a MACD bullish crossover and an RSI near 50, then provides an incomplete Python reference for retrieving stock data and calculating moving averages and MACD. The code does not implement the full screen or show a complete backtest. The stated risks include being caught in a position after inflows and exposure to short-term market swings. No performance figures, evaluation period, precise definitions for the control and holdings measures, or transaction-cost assumptions are provided, so the screen should be treated as a proposed filter rather than a validated strategy.

Key ideas

• The proposed screen combines a daily holdings increase above 5%, prior-day main-player control, and an upward 30-day average.
• The post interprets buying flow as potential inflow and the moving average as a longer-term trend filter.
• Suggested additions include a MACD bullish crossover and an RSI near 50.
• The Python example calculates some indicators but does not implement or validate the complete screen.
• The post identifies trapped capital and short-term volatility as risks, and supplies no performance evidence.

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