Enhanced Recommendations with Alpha (No Borrow Restrictions)

Generated on: 2025-06-10 17:49:59

Signal Date: 2025-06-10

Report Configuration

Base Filter: Abs_Net_Flows_3M_ADVT_days > 1 (excluding 2587 HK)

Borrow Restrictions: NONE - All recommendations included regardless of borrow availability

Alpha Data: Joined from strat_asia_v1 alpha signal

Sort Order: By alpha descending

Summary Statistics

Total Recommendations: 37 (11 BUY, 26 SELL)

With Alpha Data: 36

With Price Data: 36

With Position Data: 9

Trade Calculations

Total BUY Amount: $10,000,000 across 11 recommendations ($909,091 each)

Total SELL Amount: $10,000,000 across 26 recommendations ($384,615 each)

Recommendations with Alpha Data

# Source BBG_Ticker Company_Name Sector Alpha MktCap UnivWt Country Net_Flows_3M_ADVT Price_Close ret2d ret3d Curr_Pos_Qty Curr_Pos_Val Qty_to_Trade USD_to_Trade External_RIC
1 SELL 603288 CG Haitian Flavouring & Food (A) Consumer Staples 0.1689 13568.265725295096 1.0 CN -4.0 41.720002 -2.59% -2.59% 12100.0 70297.31256071231 -9200 $-383824.0 603288.SH
2 SELL 002555 CS 37 Interactive Entertainment (A) Internet/Media & Entertainment 0.1020 4510.0558846253725 1.0 CN -2.2 14.640001 -0.88% -0.88% 0.0 0.0 -26300 $-385032.0 002555.ZK
3 SELL 300573 CS Shenyang Xingqi Pharmaceutical (A) Health Care 0.0882 1864.7764402773298 1.0 CN -1.1 54.580002 0.65% 0.65% 10300.0 78285.22488595375 -7000 $-382060.0 300573.ZK
4 SELL 300009 CS Anhui Anke Biotechnology (Group) (A) Health Care 0.0688 2112.4573560526046 1.0 CN -2.6 9.0699997 2.25% 2.25% 0.0 0.0 -42400 $-384568.0 300009.ZK
5 SELL 601390 CG China Railway Group (A) Capital Goods 0.0672 6957.775792825803 1.0 CN -3.4 5.5299998 -1.43% -1.43% -99.0 -76.23762206678116 -69600 $-384888.0 601390.SH
6 BUY 601077 CG Chongqing Rural Commercial Bank (A) Banks 0.0655 5671.762823143778 1.0 CN 5.3 7.5500002 1.62% 1.62% 0.0 0.0 120400 $909020.0 601077.SH
7 SELL 600745 CG Wingtech Tech (A) Tech Hardware & Semis 0.0377 4982.682835533008 1.0 CN -2.3 32.669999 0.80% 0.80% 0.0 0.0 -11800 $-385506.0 600745.SH
8 SELL 002128 CS Dian Tou Energy (A) Energy 0.0371 2738.6712294673607 1.0 CN -2.2 19.940003 1.32% 1.32% 0.0 0.0 -19300 $-384842.0 002128.ZK
9 SELL 601633 CG Great Wall Motor (A) Autos & Components 0.0228 3474.3015105438412 1.0 CN -1.5 22.210007 -1.16% -1.16% 0.0 0.0 -17300 $-384233.0 601633.SH
10 BUY 000933 CS Henan Shenhuo (A) Metals & Mining 0.0205 3703.3424054283114 1.0 CN 1.1 16.89 2.24% 2.24% 0.0 0.0 53800 $908682.0 000933.ZK
11 SELL 600642 CG Shenergy (A) Utilities 0.0162 2203.9134981377706 1.0 CN -1.9 8.7399998 0.34% 0.34% 0.0 0.0 -44000 $-384560.0 600642.SH
12 SELL 1797 HK East Buy Consumer Staples 0.0129 762.5276385123007 1.0 XH -1.3 13.0 4.00% 4.00% 0.0 0.0 -29600 $-384800.0 1797.HK
13 BUY 002600 CS Lingyi iTech (Guangdong) (A) Tech Hardware & Semis 0.0083 3345.062701383464 1.0 CN 1.2 8.3599997 -0.71% -0.71% 0.0 0.0 108700 $908732.0 002600.ZK
14 SELL 300034 CS Gaona Aero Material (A) Capital Goods 0.0081 1031.1860958736047 1.0 CN -1.3 16.020005 -0.62% -0.62% 0.0 0.0 -24000 $-384480.0 300034.ZK
15 SELL 002271 CS Oriental Waterproof Tech (A) Chemicals & Other Materials 0.0040 3668.986630025854 1.0 CN -3.5 11.03 -0.45% -0.45% 0.0 0.0 -34900 $-384947.0 002271.ZK
16 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining 0.0005 7550.469991489735 1.0 CN 1.2 6.8400002 1.63% 1.63% 0.0 0.0 132900 $909036.0 601600.SH
17 BUY 601211 CG Guotai Haitong Securities (A) Insurance & Other Financials -0.0106 31673.11091499508 1.0 CN 5.3 18.509995 0.05% 0.05% 107762.0 277767.2096150619 49100 $908841.0 601211.SH
18 SELL 002007 CS Hualan Biological (A) Health Care -0.0202 2984.760851129226 1.0 CN -3.9 16.289994 0.80% 0.80% 0.0 0.0 -23600 $-384444.0 002007.ZK
19 BUY 300679 CS Electric Connector Technology (A) Tech Hardware & Semis -0.0289 2616.0858643352503 1.0 CN 1.6 44.330002 0.89% 0.89% 0.0 0.0 20500 $908765.0 300679.ZK
20 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods -0.0303 1160.230292367505 1.0 CN -3.2 6.1999999 -0.16% -0.16% 0.0 0.0 -62000 $-384400.0 600755.SH
21 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples -0.0416 2803.7459477436514 1.0 CN 1.4 183.38001 -0.59% -0.59% 0.0 0.0 5000 $916900.0 300972.ZK
22 BUY 688608 CG Bestechnic (Shanghai) (A) Tech Hardware & Semis -0.0547 5921.271597345576 1.0 CN 3.9 385.01001 -0.66% -0.66% 5100.0 273433.1896705684 2400 $924024.0 688608.SH
23 SELL 600438 CG Tongwei (A) Tech Hardware & Semis -0.0615 5503.117024938498 1.0 CN -1.2 15.960001 -0.81% -0.81% -5200.0 -11557.004686705444 -24100 $-384636.0 600438.SH
24 SELL 300866 CS Anker Innovations Technology (A) Tech Hardware & Semis -0.0726 8215.375199332902 1.0 CN -1.1 110.99001 5.28% 5.28% 9.0 139.1026589116244 -3500 $-388465.0 300866.ZK
25 SELL 300294 CS China Resources Boya Bio-pharmaceutical Group (A) Health Care -0.0794 1332.5435918249955 1.0 CN -2.0 27.110001 -1.17% -1.17% 0.0 0.0 -14200 $-384962.0 300294.ZK
26 SELL 300633 CS Sonoscape Medical Corp. Class A Health Care -0.0901 2047.5367277720757 1.0 CN -1.9 33.979996 3.85% 3.85% 0.0 0.0 -11300 $-383974.0 300633.ZK
27 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods -0.0917 3091.7924698414513 1.0 CN -1.3 23.14 3.40% 3.40% 0.0 0.0 -16600 $-384124.0 601567.SH
28 SELL 002812 CS Yunnan Energy New Material (A) Chemicals & Other Materials -0.0998 3317.1101052111294 1.0 CN -3.1 27.919999 0.50% 0.50% 0.0 0.0 -13800 $-385296.0 002812.ZK
29 SELL 603659 CG Shanghai Putailai New Energy (A) Chemicals & Other Materials -0.0999 4076.0622333053475 1.0 CN -1.7 17.119996 7.07% 7.07% -26.0 -61.9849190511888 -22500 $-385200.0 603659.SH
30 SELL 688295 CG Zhongfu Shenying Carbon Fiber (A) Chemicals & Other Materials -0.1052 406.6674878036441 0.9999621968242546 CN -4.7 20.279999 -1.12% -1.12% 0.0 0.0 -19000 $-385320.0 688295.SH
31 SELL 300118 CS Risen Energy (A) Tech Hardware & Semis -0.1097 1512.9063844923294 1.0 CN -2.7 9.5299998 1.28% 1.28% 0.0 0.0 -40400 $-385012.0 300118.ZK
32 BUY 601825 CG Shanghai Rural Comm. Bank (A) Banks -0.1219 9059.017969621525 1.0 CN 15.5 10.220001 2.20% 2.20% 0.0 0.0 89000 $909580.0 601825.SH
33 SELL 002407 CS Do-Fluoride Chemicals (A) Chemicals & Other Materials -0.1303 1959.437016825236 1.0 CN -1.8 11.82 0.25% 0.25% 0.0 0.0 -32500 $-384150.0 002407.ZK
34 SELL 300450 CS Wuxi Lead Intelligent (A) Capital Goods -0.1347 3188.5510403608228 1.0 CN -1.4 21.5 7.50% 7.50% -25800.0 -77244.43437975289 -17900 $-384850.0 300450.ZK
35 SELL 002240 CS Shenzhen Chengxin Lithium (A) Chemicals & Other Materials -0.1597 1240.9254477026284 1.0 CN -2.3 11.73 0.60% 0.60% 0.0 0.0 -32800 $-384744.0 002240.ZK
36 BUY 600760 CG AVIC Shenyang Aircraft (A) Capital Goods -0.1900 6900.703618184422 1.0 CN 1.2 52.89 5.78% 5.78% 0.0 0.0 17200 $909708.0 600760.SH
37 BUY 603194 CG Zhejiang E-P Equipment (A) Capital Goods - - - nan 1.3 - - - 0.0 0.0 0 $0.0 603194.SH

Column Descriptions