Stock Screening with Turnover, Ten-Day Gains, and Large-Order Flow

Summary

This Chinese-language post outlines an equity screening rule that combines a 3%–12% turnover range, a positive but less than 35% ten-day gain, and a threshold condition involving the product of price change and net volume from very large orders. It presents the rule as a way to find actively traded stocks with strong price movement. A technical formula reference and a Python example are included, though the example’s volume and price-change filter is not a direct implementation of the stated large-order net-flow condition.

The post cautions that the screen omits company fundamentals and industry conditions, and recommends adding measures of financial health, business stability, and industry strength. It provides no performance data, validation method, or details for choosing the threshold. The screen is therefore a proposed selection heuristic, not evidence of a profitable strategy; its definitions and implementation would need clarification and testing before use.

Key ideas

• The proposed screen combines a 3%–12% turnover range with a positive ten-day gain below 35%.\nIt uses a threshold on price change multiplied by net flow from very large orders.\nThe included Python example uses volume and price-change data, which may not match the stated large-order flow measure.\nThe post advises adding fundamental and industry analysis because the technical screen omits them.\nNo backtest results or threshold-selection procedure are provided.

Tags

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