Stock Momentum Screen Using Limit-Ups and Institutional Flow

Summary

This note proposes screening Chinese stocks by ranking fund strength, requiring positive institutional activity, and selecting shares with more than two limit-up sessions in the past 10 days. The accompanying explanation interprets strong fund inflows and net institutional buying as signs of investor interest, while repeated limit-ups are treated as evidence of market attention and recent price momentum. The final logic specifies taking the top 100 stocks by fund strength alongside the other conditions.

The author notes that fund-flow and institutional-activity indicators can shift with sentiment and changing capital flows, while limit-up counts may reflect temporary themes. The note recommends adding other indicators and market data, but does not define the fund-strength or institutional-flow calculations precisely. It gives no backtest or performance evidence. The code excerpt is truncated and uses unrelated or unclear calculations, so it does not establish a reproducible implementation or validate the screen’s predictive claims.

Key ideas

• The proposed screen combines fund-strength ranking, positive institutional activity, and more than two limit-ups in the past 10 days.
• The final selection logic ranks stocks among the top 100 by fund strength.
• The note treats institutional buying and repeated limit-ups as signs of attention and momentum.
• The author warns that these indicators can be distorted by market sentiment and temporary themes.
• No performance evidence is supplied, and the code excerpt is incomplete.

Tags

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