Enhanced Recommendations with Alpha (No Borrow Restrictions)

Generated on: 2025-06-12 16:30:11

Signal Date: 2025-06-12

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 0.1714 13405.828535291683 1.0 CN -4.0 41.289994 -1.03% -1.03% 0.0 0.0 -9300 $-383997.0 603288.SH
2 SELL 300573 CS Shenyang Xingqi Pharmaceutical (A) Health Care 0.0857 1810.817771206085 1.0 CN -1.1 53.089997 -2.73% -2.73% -20000.0 -147611.62076373183 -7200 $-382248.0 300573.ZK
3 BUY 601077 CG Chongqing Rural Commercial Bank (A) Banks 0.0702 5557.226798944425 1.0 CN 5.3 7.4099999 -1.85% -1.85% 90000.0 92712.55803501757 122700 $909207.0 601077.SH
4 SELL 002555 CS 37 Interactive Entertainment (A) Internet/Media & Entertainment 0.0633 4631.638319770063 1.0 CN -2.2 15.060001 2.87% 2.87% 0.0 0.0 -25500 $-384030.0 002555.ZK
5 SELL 300009 CS Anhui Anke Biotechnology (Group) (A) Health Care 0.0586 2127.504946816804 1.0 CN -2.6 9.1499997 0.88% 0.88% 0.0 0.0 -42000 $-384300.0 300009.ZK
6 SELL 002128 CS Dian Tou Energy (A) Energy 0.0477 2688.816203946098 1.0 CN -2.2 19.610001 -1.65% -1.65% 0.0 0.0 -19600 $-384356.0 002128.ZK
7 BUY 601211 CG Guotai Haitong Securities (A) Insurance & Other Financials 0.0404 31483.166867629836 1.0 CN 5.3 18.429993 -0.43% -0.43% 107762.0 276101.4361404817 49300 $908599.0 601211.SH
8 SELL 1797 HK East Buy Consumer Staples 0.0318 751.8066648003208 1.0 XH -1.3 12.82 -1.38% -1.38% 0.0 0.0 -30000 $-384600.0 1797.HK
9 SELL 600745 CG Wingtech Tech (A) Tech Hardware & Semis 0.0297 4899.693218251183 1.0 CN -2.3 32.179993 -1.50% -1.50% 0.0 0.0 -12000 $-386160.0 600745.SH
10 BUY 000933 CS Henan Shenhuo (A) Metals & Mining 0.0167 3756.214839260222 1.0 CN 1.1 17.160004 1.60% 1.60% 0.0 0.0 53000 $909480.0 000933.ZK
11 SELL 601390 CG China Railway Group (A) Capital Goods 0.0158 6983.463332612064 1.0 CN -3.4 5.5600005 0.54% 0.54% -99.0 -76.5222757876251 -69200 $-384752.0 601390.SH
12 SELL 601633 CG Great Wall Motor (A) Autos & Components 0.0157 3454.4003946543507 1.0 CN -1.5 22.119996 -0.41% -0.41% 0.0 0.0 -17400 $-384888.0 601633.SH
13 SELL 600642 CG Shenergy (A) Utilities 0.0136 2205.241028477938 1.0 CN -1.9 8.7600003 0.23% 0.23% 0.0 0.0 -43900 $-384564.0 600642.SH
14 SELL 300034 CS Gaona Aero Material (A) Capital Goods 0.0107 1021.7398834507626 1.0 CN -1.3 15.9 -0.75% -0.75% 0.0 0.0 -24200 $-384780.0 300034.ZK
15 BUY 002600 CS Lingyi iTech (Guangdong) (A) Tech Hardware & Semis 0.0094 3347.4249646479716 1.0 CN 1.2 8.3800002 0.24% 0.24% 0.0 0.0 108500 $909230.0 002600.ZK
16 SELL 002271 CS Oriental Waterproof Tech (A) Chemicals & Other Materials 0.0088 3636.248513241714 1.0 CN -3.5 10.95 -0.73% -0.73% 0.0 0.0 -35100 $-384345.0 002271.ZK
17 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining -0.0003 7625.929621897631 1.0 CN 1.2 6.9200001 1.17% 1.17% 0.0 0.0 131400 $909288.0 601600.SH
18 SELL 300866 CS Anker Innovations Technology (A) Tech Hardware & Semis -0.0100 8205.989083180528 1.0 CN -1.1 111.05001 0.05% 0.05% 9.0 138.9437332774361 -3500 $-388675.0 300866.ZK
19 BUY 300679 CS Electric Connector Technology (A) Tech Hardware & Semis -0.0267 2654.6925568442703 1.0 CN 1.6 45.059998 1.65% 1.65% 20000.0 125284.98233651275 20200 $910212.0 300679.ZK
20 SELL 002007 CS Hualan Biological (A) Health Care -0.0301 3021.81317668795 1.0 CN -3.9 16.520005 1.41% 1.41% 0.0 0.0 -23300 $-384916.0 002007.ZK
21 BUY 601825 CG Shanghai Rural Comm. Bank (A) Banks -0.0328 8902.1934496353 1.0 CN 15.5 10.060001 -1.57% -1.57% 80000.0 111883.45348708631 90400 $909424.0 601825.SH
22 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods -0.0445 1186.3015317953966 1.0 CN -3.2 6.3500004 2.42% 2.42% 0.0 0.0 -60600 $-384810.0 600755.SH
23 BUY 688608 CG Bestechnic (Shanghai) (A) Tech Hardware & Semis -0.0499 5640.3204399180595 1.0 CN 3.9 367.36011 -4.58% -4.58% 5100.0 260459.3934421567 2500 $918400.0 688608.SH
24 SELL 600438 CG Tongwei (A) Tech Hardware & Semis -0.0619 5507.628486024901 1.0 CN -1.2 16.0 0.25% 0.25% 0.0 0.0 -24000 $-384000.0 600438.SH
25 SELL 300633 CS Sonoscape Medical Corp. Class A Health Care -0.0658 1968.8976937970363 1.0 CN -1.9 32.729996 -3.68% -3.68% 0.0 0.0 -11800 $-386214.0 300633.ZK
26 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples -0.0691 2968.1496340966773 1.0 CN 1.4 194.46001 6.04% 6.04% 0.0 0.0 4700 $913962.0 300972.ZK
27 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods -0.0735 2974.546361240144 1.0 CN -1.3 22.300004 0.17% 0.17% 0.0 0.0 -17200 $-383560.0 601567.SH
28 SELL 603659 CG Shanghai Putailai New Energy (A) Chemicals & Other Materials -0.0768 3950.361891384979 1.0 CN -1.7 16.619996 -2.92% -2.92% -99926.0 -230880.50855250773 -23100 $-383922.0 603659.SH
29 SELL 300294 CS China Resources Boya Bio-pharmaceutical Group (A) Health Care -0.0830 1330.7924656810656 1.0 CN -2.0 27.119996 0.04% 0.04% 0.0 0.0 -14200 $-385104.0 300294.ZK
30 SELL 300118 CS Risen Energy (A) Tech Hardware & Semis -0.1000 1464.4007636708384 1.0 CN -2.7 9.2399998 -3.04% -3.04% 0.0 0.0 -41600 $-384384.0 300118.ZK
31 SELL 002812 CS Yunnan Energy New Material (A) Chemicals & Other Materials -0.1057 3303.2285110708267 1.0 CN -3.1 27.850007 -0.25% -0.25% 0.0 0.0 -13800 $-384330.0 002812.ZK
32 SELL 688295 CG Zhongfu Shenying Carbon Fiber (A) Chemicals & Other Materials -0.1288 407.38488107143195 0.9999621968242546 CN -4.7 20.350007 0.35% 0.35% 0.0 0.0 -18900 $-384615.0 688295.SH
33 SELL 300450 CS Wuxi Lead Intelligent (A) Capital Goods -0.1328 3181.7076408347393 1.0 CN -1.4 21.490006 -0.05% -0.05% -25800.0 -77078.64919427656 -17900 $-384671.0 300450.ZK
34 SELL 002407 CS Do-Fluoride Chemicals (A) Chemicals & Other Materials -0.1380 1964.415587102664 1.0 CN -1.8 11.87 0.42% 0.42% 0.0 0.0 -32400 $-384588.0 002407.ZK
35 SELL 002240 CS Shenzhen Chengxin Lithium (A) Chemicals & Other Materials -0.1684 1254.680003924083 1.0 CN -2.3 11.880001 1.28% 1.28% 0.0 0.0 -32400 $-384912.0 002240.ZK
36 BUY 600760 CG AVIC Shenyang Aircraft (A) Capital Goods -0.1690 6939.893996132593 1.0 CN 1.2 53.279999 0.74% 0.74% 0.0 0.0 17100 $911088.0 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