Stock Screening with Turnover, Three Down Days, and Large-Order Flow

Summary

This A-share screening proposal selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and a top-ten ranking by large-order net flow. It combines a liquidity-related measure, recent price weakness, and a money-flow ranking. The article includes formula and Python examples intended to illustrate the screening process, but it supplies no backtest, performance evidence, or rationale establishing that the combination is predictive.

The stated limitation is that the screen omits company fundamentals and industry characteristics, and that money flow alone cannot ensure good selection results. The article suggests broadening the approach with fundamental, industry, technical, and flow factors. Its code examples do not reliably match the stated rules: the Python turnover bounds are identical, and the declining-price checks do not clearly implement three consecutive bearish candles. The ranking logic also differs from the described top-ten selection. These discrepancies make the examples unsuitable as a verified implementation without correction and testing.

Key ideas

• The proposed screen combines turnover between 3% and 12%, three declining sessions, and a top-ten large-order net-flow rank.
• The article provides sample formulas and code but no performance results.
• It cautions that money-flow signals omit fundamentals and industry context.
• The examples contain inconsistencies with the stated thresholds and price conditions.

Tags

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