Stock Screening with Intraday Inflows, Price Range, and Control

Summary

This Chinese-language post describes an equity screening rule that combines a daily price-range threshold, afternoon large-order net inflows, and a measure labeled “today’s control” above a stated threshold. Its rationale is that a wider range may indicate activity, afternoon inflows may suggest buying interest, and a higher control reading may reflect stronger bullish sentiment. It provides corresponding indicator formulas and sample Python screening logic using market data and rolling volume calculations.

The post offers no backtest, performance results, or evidence that these signals predict returns. It acknowledges that high-control stocks may face pressure near a local peak and that wider price ranges carry greater volatility. It recommends supplementing the screen with valuation, financial, and business information, plus portfolio and risk controls. The example code’s data handling and formulas are not independently validated in the document, so the stated rationale should be treated as a hypothesis for further testing rather than established edge.

Key ideas

• The screen combines price range, afternoon large-order inflows, and a control indicator threshold.
• The author interprets the three conditions as signals of activity, buying pressure, and bullish sentiment.
• The post supplies indicator formulas and an example implementation using stock data and rolling volume.
• It reports no backtest or evidence that the screening rules generate profitable returns.
• The author notes volatility and local-peak risks and suggests adding fundamental checks and risk controls.

Tags

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