Enhanced Recommendations with Alpha (No Borrow Restrictions)

Generated on: 2025-06-11 16:22:53

Signal Date: 2025-06-11

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: 10

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 0.1764 13559.053394680559 1.0 CN -4.0 41.729996 -0.93% -0.93% 0.0 0.0 -9200 $-383916.0 603288.SH
2 SELL 300573 CS Shenyang Xingqi Pharmaceutical (A) Health Care 0.0895 1832.0014863169868 1.0 CN -1.1 53.669999 -3.45% -3.45% -20000.0 -149338.4441752531 -7200 $-386424.0 300573.ZK
3 SELL 002555 CS 37 Interactive Entertainment (A) Internet/Media & Entertainment 0.0829 4576.70366646617 1.0 CN -2.2 14.87 0.75% 0.75% 0.0 0.0 -25900 $-385133.0 002555.ZK
4 BUY 601077 CG Chongqing Rural Commercial Bank (A) Banks 0.0803 5606.51160989083 1.0 CN 5.3 7.4700003 -0.93% -0.93% 90000.0 93534.78844965195 121700 $909099.0 601077.SH
5 SELL 300009 CS Anhui Anke Biotechnology (Group) (A) Health Care 0.0731 2087.2484327172597 1.0 CN -2.6 8.9700003 -0.77% -0.77% 0.0 0.0 -42900 $-384813.0 300009.ZK
6 SELL 601390 CG China Railway Group (A) Capital Goods 0.0480 7001.6676834235395 1.0 CN -3.4 5.5699997 -0.18% -0.18% -99.0 -76.71855354069228 -69100 $-384887.0 601390.SH
7 SELL 002128 CS Dian Tou Energy (A) Energy 0.0443 2714.200670931659 1.0 CN -2.2 19.779999 0.15% 0.15% 0.0 0.0 -19400 $-383732.0 002128.ZK
8 SELL 600745 CG Wingtech Tech (A) Tech Hardware & Semis 0.0309 4975.059011287328 1.0 CN -2.3 32.649994 -0.24% -0.24% 0.0 0.0 -11800 $-385270.0 600745.SH
9 SELL 1797 HK East Buy Consumer Staples 0.0244 760.1426551785712 1.0 XH -1.3 12.960001 -0.15% -0.15% 0.0 0.0 -29700 $-384912.0 1797.HK
10 SELL 601633 CG Great Wall Motor (A) Autos & Components 0.0235 3480.4879328302136 1.0 CN -1.5 22.270005 -1.42% -1.42% 0.0 0.0 -17300 $-385271.0 601633.SH
11 BUY 000933 CS Henan Shenhuo (A) Metals & Mining 0.0210 3759.089027822932 1.0 CN 1.1 17.160004 2.75% 2.75% 0.0 0.0 53000 $909480.0 000933.ZK
12 SELL 600642 CG Shenergy (A) Utilities 0.0207 2204.409039362701 1.0 CN -1.9 8.75 0.34% 0.34% 0.0 0.0 -44000 $-385000.0 600642.SH
13 BUY 002600 CS Lingyi iTech (Guangdong) (A) Tech Hardware & Semis 0.0123 3361.9790255248413 1.0 CN 1.2 8.4099999 -0.83% -0.83% 0.0 0.0 108100 $909121.0 002600.ZK
14 SELL 300034 CS Gaona Aero Material (A) Capital Goods 0.0120 1027.666463849251 1.0 CN -1.3 15.98 -1.60% -1.60% 0.0 0.0 -24100 $-385118.0 300034.ZK
15 BUY 601211 CG Guotai Haitong Securities (A) Insurance & Other Financials 0.0082 31849.190590549006 1.0 CN 5.3 18.630005 0.43% 0.43% 107762.0 279311.3951634851 48800 $909144.0 601211.SH
16 SELL 002271 CS Oriental Waterproof Tech (A) Chemicals & Other Materials 0.0073 3668.940748773289 1.0 CN -3.5 11.04 -0.63% -0.63% 0.0 0.0 -34800 $-384192.0 002271.ZK
17 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining 0.0049 7653.8214192431105 1.0 CN 1.2 6.9399996 1.76% 1.76% 0.0 0.0 131000 $909140.0 601600.SH
18 BUY 601825 CG Shanghai Rural Comm. Bank (A) Banks -0.0181 8953.283709353742 1.0 CN 15.5 10.11 -1.08% -1.08% 80000.0 112525.5598094428 89900 $908889.0 601825.SH
19 SELL 002007 CS Hualan Biological (A) Health Care -0.0227 3002.156394516783 1.0 CN -3.9 16.399994 0.43% 0.43% 0.0 0.0 -23500 $-385400.0 002007.ZK
20 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods -0.0343 1164.77366965635 1.0 CN -3.2 6.2299996 0.16% 0.16% 0.0 0.0 -61700 $-384391.0 600755.SH
21 BUY 300679 CS Electric Connector Technology (A) Tech Hardware & Semis -0.0423 2692.10005285537 1.0 CN 1.6 45.660004 1.24% 1.24% 20000.0 127050.38355591982 19900 $908634.0 300679.ZK
22 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples -0.0426 2871.7426895887684 1.0 CN 1.4 188.0 1.99% 1.99% 0.0 0.0 4800 $902400.0 300972.ZK
23 SELL 600438 CG Tongwei (A) Tech Hardware & Semis -0.0530 5560.071449774137 1.0 CN -1.2 16.14 -0.80% -0.80% 0.0 0.0 -23800 $-384132.0 600438.SH
24 SELL 300866 CS Anker Innovations Technology (A) Tech Hardware & Semis -0.0550 8309.882845509013 1.0 CN -1.1 112.37 5.41% 5.41% 9.0 140.7028615258207 -3400 $-382058.0 300866.ZK
25 BUY 688608 CG Bestechnic (Shanghai) (A) Tech Hardware & Semis -0.0559 5920.290728963166 1.0 CN 3.9 385.30005 -1.67% -1.67% 5100.0 273387.8950128179 2400 $924720.0 688608.SH
26 SELL 300633 CS Sonoscape Medical Corp. Class A Health Care -0.0737 2002.3111462699658 1.0 CN -1.9 33.259995 0.42% 0.42% 0.0 0.0 -11600 $-385816.0 300633.ZK
27 SELL 300294 CS China Resources Boya Bio-pharmaceutical Group (A) Health Care -0.0753 1319.0429106859278 1.0 CN -2.0 26.860001 -2.93% -2.93% 0.0 0.0 -14300 $-384098.0 300294.ZK
28 SELL 603659 CG Shanghai Putailai New Energy (A) Chemicals & Other Materials -0.0760 3965.278809866308 1.0 CN -1.7 16.669999 3.22% 3.22% -99926.0 -231752.33392438467 -23100 $-385077.0 603659.SH
29 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods -0.0977 3016.8697628529776 1.0 CN -1.3 22.600007 1.69% 1.69% 0.0 0.0 -17000 $-384200.0 601567.SH
30 SELL 002812 CS Yunnan Energy New Material (A) Chemicals & Other Materials -0.1064 3342.5522840425424 1.0 CN -3.1 28.160004 0.07% 0.07% 0.0 0.0 -13700 $-385792.0 002812.ZK
31 SELL 300118 CS Risen Energy (A) Tech Hardware & Semis -0.1123 1517.861328595718 1.0 CN -2.7 9.5699997 -1.03% -1.03% 0.0 0.0 -40200 $-384714.0 300118.ZK
32 SELL 300450 CS Wuxi Lead Intelligent (A) Capital Goods -0.1262 3155.9899129933747 1.0 CN -1.4 21.300004 -1.62% -1.62% -25800.0 -76455.62283669507 -18100 $-385530.0 300450.ZK
33 SELL 688295 CG Zhongfu Shenying Carbon Fiber (A) Chemicals & Other Materials -0.1265 416.3111608868834 0.9999621968242546 CN -4.7 20.779999 -0.48% -0.48% 0.0 0.0 -18500 $-384430.0 688295.SH
34 SELL 002407 CS Do-Fluoride Chemicals (A) Chemicals & Other Materials -0.1345 1980.8247591615038 1.0 CN -1.8 11.960001 0.08% 0.08% 0.0 0.0 -32200 $-385112.0 002407.ZK
35 SELL 002240 CS Shenzhen Chengxin Lithium (A) Chemicals & Other Materials -0.1681 1268.3231888675157 1.0 CN -2.3 12.0 2.04% 2.04% 0.0 0.0 -32100 $-385200.0 002240.ZK
36 BUY 600760 CG AVIC Shenyang Aircraft (A) Capital Goods -0.1848 6959.543232441647 1.0 CN 1.2 53.39 -2.31% -2.31% 0.0 0.0 17000 $907630.0 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