Screening Chinese Stocks by Price Range, Main-Fund Flow, and Turnover

Summary

This proposed China A-share screen combines three conditions: daily amplitude above 1%, positive prior-day main-fund flow, and turnover between 3% and 12%. The post frames the amplitude and turnover filters as ways to focus on active, liquid stocks, while the fund-flow condition is intended as a proxy for institutional demand. It also gives example formulas and a Python-style outline for applying the filters.

The article provides no backtest, selected-stock results, or evidence that the criteria reliably identify an uptrend. Its fund-flow proxy is a formula-based estimate, and the example code mixes platform-specific expressions with stock data fields, so implementation would need validation against the chosen data source. The author notes that the screen omits company fundamentals and that its turnover range may yield few candidates under some market conditions. Adding fundamental measures or adjusting turnover thresholds is suggested, but no tested optimization is reported.

Key ideas

• The screen requires amplitude above 1%, positive prior-day main-fund flow, and turnover from 3% to 12%.
• The proposed filters use price activity, estimated fund flow, and trading activity to select stocks.
• The article provides formula references and an illustrative implementation outline.
• No backtest or performance evidence is included.
• The screen omits fundamentals, and its thresholds may reduce the number of candidates.

Tags

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