Screening A-Shares for Recent Gains and Afternoon Large-Order Inflows

Summary

This post proposes a short-term A-share screen using three conditions: today’s position-increase ratio must exceed 5%, afternoon net inflow from large orders must be positive, and the stock’s 10-day return must be above zero but below 35%. The stated rationale is to combine evidence of recent buying activity with a positive, but not extreme, recent price move. The post suggests that the position-increase ratio may indicate institutional buying and that afternoon inflows may reflect buying pressure.

It cautions that the filter focuses on short-term price action and flows, omitting company fundamentals and longer-term prospects; large market moves may also produce misleading selections. Suggested additions include valuation ratios and moving averages. The code sketch does not implement the complete stated rule: it checks a daily percentage-change measure above 5% and positive afternoon flow, but omits the 10-day return bounds and does not define the data sources. No backtest or performance evidence is reported, so the screen’s interpretation and usefulness remain unverified.

Key ideas

• The proposed screen requires a position-increase ratio above 5% and positive afternoon large-order net inflow.
• It also specifies a 10-day return above zero and below 35%.
• The rationale combines recent buying activity with a positive but bounded price trend.
• The code sketch omits the 10-day return condition, and the post provides no performance evaluation.

Tags

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