Stock Screening with Price Range, Institutional Flow, and Volume Ratio

Summary

This Chinese-language post describes a stock screen combining daily price range, positive institutional net flow, and a relative-volume band. The stated rules select stocks with an amplitude above one, institutional flow above zero, and volume ratio between 1.5 and 6. The post explains these as filters for stronger price movement, positive large-investor activity, and elevated but bounded trading volume. It also sketches equivalent indicator logic and a Python example using market and fund data.

The post provides no backtest, return figures, or evidence that the screen predicts future performance. It notes that results may depend on market conditions and timing, that the rules omit company fundamentals and long-term prospects, and that volume ratios can be distorted in extreme conditions. It suggests adding fundamental measures and risk controls, but does not specify how to evaluate those additions or define a complete portfolio and execution process.

Key ideas

• The screen combines price amplitude, institutional net flow, and relative trading volume.
• It requires positive institutional flow and a volume ratio within a stated range.
• The post gives example indicator and Python implementations of the filters.
• It warns that timing, market conditions, and distorted volume readings can undermine the screen.
• The document provides no performance test or evidence of predictive value.

Tags

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