Screening Stocks for Large Intraday Moves and Relative Fund Strength

Summary

This Chinese-language post outlines a stock screen using daily amplitude above 1 and a day’s maximum decline between 4% and 5% in magnitude, then ranking qualifying stocks by a measure described as fund strength. The accompanying discussion frames the sharp decline and large range as possible rebound conditions, while treating relative money flow as a way to order candidates. It provides an illustrative formula and Python example, but the implementation does not cleanly match the stated screen: the code checks a low-price threshold and uses recent return direction and volume ratio as proxies for fund strength.

The post warns that short-term technical signals can fail, relative flow can shift with broader market conditions, and liquidity and position sizing matter. It suggests adding sentiment or fundamental filters and reviewing the rules over time. No backtest results or evidence of profitability are supplied, and the definitions, units, and code inconsistencies mean the rule would need careful specification before testing.

Key ideas

• The proposed screen combines daily price range, a sharp intraday decline, and ranking by relative fund strength.
• The post interprets a large range and steep decline as possible rebound conditions, but does not validate that premise.
• Its example implementation uses return direction and volume ratio as a proxy for fund strength.
• The written conditions and code do not fully agree, so the screening rule is ambiguous as presented.
• Short-term signals, changing flows, and liquidity can cause losses, making risk controls and evaluation necessary.

Tags

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