Equity Screening by Intraday Amplitude, Afternoon Flows, and Position Increase

Summary

This document proposes selecting Chinese stocks with amplitude above 1, afternoon large-order net inflow, and a stated increase in holdings above 5%. It interprets the amplitude as a sign of greater price movement, afternoon inflow as possible buying pressure, and increased holdings as stronger market interest. It includes indicator expressions and sample Python-style screening logic, but supplies no backtest, performance statistics, or evidence that the proposed signals predict returns.

The post notes that high amplitude can bring substantial risk. It suggests adding indicators such as RSI or MACD alongside company fundamentals and financial analysis, then combining the results into a diversified portfolio. The flow and holdings measures are presented as possible signals, not guarantees of future gains. The displayed implementation also leaves important definitions and data handling unclear, so its sample calculations do not establish that the stated selection rules are correctly measured or tested.

Key ideas

• The proposed screen requires amplitude above 1, afternoon large-order net inflow, and an increase in holdings above 5%.
• The post treats afternoon inflow and increased holdings as possible signs of buying interest.
• It warns that selecting high-amplitude stocks exposes the strategy to greater volatility risk.
• It recommends combining technical and fundamental analysis, but reports no tested results.

Tags

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