Stock Screening by Fund Flow Strength and Afternoon Large-Order Inflows

Summary

This stock-screening idea ranks candidates by capital-flow strength and afternoon net inflows from large orders, while also referring to performance during 2021. The post explains that stronger inflow is treated as evidence of greater buying support. Its proposed final logic adds all-day large-order net inflow and favorable performance in 2021, broadening the original afternoon-only flow filter.

The author identifies two limitations: the initial screen omits outflows and considers only afternoon trading. The suggested refinements add outflow information and whole-day flow measures. A code fragment gestures at calculating indicators from downloaded price and turnover data, but is incomplete and does not establish that these calculations measure large-order net flow or implement the screening logic. No backtest results, selection thresholds, or risk-adjusted evidence are provided, so the idea remains a qualitative screening sketch rather than a validated strategy.

Key ideas

• The screen ranks stocks by capital-flow strength and afternoon large-order net inflow.
• It also considers all-day large-order net inflow and performance during 2021.
• The post warns that ignoring outflows can give an incomplete view of buying support.
• It recommends including full-day activity alongside afternoon flows.
• The code fragment is incomplete, and the post provides no performance evidence.

Tags

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