Stock Screening with Turnover, Ten-Day Average, and Afternoon Inflows

Summary

This Chinese-language post describes an equity screening rule using turnover between 3% and 12%, an opening price near the ten-day moving average, and afternoon net inflows from large orders. The accompanying formula interprets “near” as within 5% above or below the average and includes additional amount, volume, and market-type conditions. It also gives a Python example that applies comparable filters to price and trading data.

The post argues that the combined conditions may identify stocks with short-term upside potential. It warns that the screen may exclude promising stocks without strong afternoon inflows and that delayed exchange data can distort large-order flow readings. It suggests adding indicators such as RSI and using fresher data; machine learning is mentioned as a possible optimization, without a tested implementation. No backtest results, performance figures, or evidence of predictive value are provided, so the rule should be treated as an unvalidated screening idea.

Key ideas

• The screen combines turnover between 3% and 12% with an opening price within 5% of the ten-day moving average.
• It adds afternoon net inflows attributed to large orders as a buying-pressure condition.
• The sample formula also filters by amount, volume, and market type.
• Delayed flow data may distort selections, while the rule may miss stocks with weaker afternoon inflows.
• The post provides no backtest or performance evidence for the screen.

Tags

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