Stock Screening with Afternoon Large-Order Flows and Positive Net Buying

Summary

This China equities screening idea combines three conditions: daily price amplitude above 1%, afternoon large-order inflows, and large-order net volume above 0.05 for at least three consecutive days. Among stocks that pass, it proposes selecting the one with the strongest price gain. The accompanying indicator examples express the amplitude and net-volume filters, while the article’s Python sketch attempts to scan listed stocks and rank candidates.

The rationale is to find volatile shares with signs of sustained buying pressure. The article cautions that the screen omits company fundamentals and may have limited suitability outside range-bound markets. It suggests adding valuation measures, but supplies no performance test or evidence that the proposed filters predict returns. Its sample code and data-field references are illustrative and should be checked before use; the written description is the clearest statement of the intended selection logic.

Key ideas

• The screen requires price amplitude above 1%, afternoon large-order inflows, and net large-order volume above 0.05 for at least three days.
• It proposes choosing the qualifying stock with the strongest gain.
• The stated rationale is to combine volatility with evidence of persistent buying activity.
• The approach ignores fundamentals and is described as having limited suitability across market conditions.
• The document provides no backtest results validating the signal.

Tags

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