Enhanced Recommendations with Alpha (No Borrow Restrictions)

Generated on: 2025-06-15 18:21:57

Signal Date: 2025-06-15

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: 37

With Position Data: 6

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 0.1293 13355.943761010718 1.0 CN -4.0 41.070008 -1.58% -1.58% 0.0 0.0 -9400 $-386058.0 603288.SH
2 BUY 601077 CG Chongqing Rural Commercial Bank (A) Banks 0.0949 5446.015580439203 1.0 CN 5.3 7.25 -2.95% -2.95% -1000000.0 -1009524.3821512358 125400 $909150.0 601077.SH
3 SELL 300573 CS Shenyang Xingqi Pharmaceutical (A) Health Care 0.0769 1754.6399948397216 1.0 CN -1.1 51.360001 -4.30% -4.30% 0.0 0.0 -7500 $-385200.0 300573.ZK
4 BUY 601211 CG Guotai Haitong Securities (A) Insurance & Other Financials 0.0642 31140.494950689823 1.0 CN 5.3 18.199997 -2.31% -2.31% 62.0 157.1237413859199 50000 $910000.0 601211.SH
5 SELL 002128 CS Dian Tou Energy (A) Energy 0.0514 2639.5985618603377 1.0 CN -2.2 19.220002 -2.83% -2.83% 0.0 0.0 -20000 $-384400.0 002128.ZK
6 SELL 300009 CS Anhui Anke Biotechnology (Group) (A) Health Care 0.0503 2084.3636121695667 1.0 CN -2.6 8.9499999 -0.22% -0.22% 0.0 0.0 -43000 $-384850.0 300009.ZK
7 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining 0.0342 7505.79279908903 1.0 CN 1.2 6.8000002 -2.02% -2.02% 0.0 0.0 133700 $909160.0 601600.SH
8 SELL 1797 HK East Buy Consumer Staples 0.0336 751.7923173079641 1.0 XH -1.3 12.82 -1.08% -1.08% 0.0 0.0 -30000 $-384600.0 1797.HK
9 SELL 600745 CG Wingtech Tech (A) Tech Hardware & Semis 0.0335 4762.728504444382 1.0 CN -2.3 31.229996 -4.35% -4.35% 0.0 0.0 -12300 $-384129.0 600745.SH
10 BUY 601825 CG Shanghai Rural Comm. Bank (A) Banks 0.0254 8686.124338471089 1.0 CN 15.5 9.8000002 -3.07% -3.07% -400000.0 -545839.4012130752 92800 $909440.0 601825.SH
11 SELL 002271 CS Oriental Waterproof Tech (A) Chemicals & Other Materials 0.0243 3505.7504789134928 1.0 CN -3.5 10.54 -4.53% -4.53% 0.0 0.0 -36500 $-384710.0 002271.ZK
12 SELL 002555 CS 37 Interactive Entertainment (A) Internet/Media & Entertainment 0.0232 4759.256098811801 1.0 CN -2.2 15.45 3.90% 3.90% 0.0 0.0 -24900 $-384705.0 002555.ZK
13 BUY 000933 CS Henan Shenhuo (A) Metals & Mining 0.0178 3722.8160412439042 1.0 CN 1.1 16.979996 -1.05% -1.05% 0.0 0.0 53500 $908430.0 000933.ZK
14 SELL 300034 CS Gaona Aero Material (A) Capital Goods 0.0110 1015.6666082629474 1.0 CN -1.3 15.78 -1.25% -1.25% 0.0 0.0 -24400 $-385032.0 300034.ZK
15 SELL 600642 CG Shenergy (A) Utilities 0.0044 2203.7601178308214 1.0 CN -1.9 8.7399998 -0.11% -0.11% 0.0 0.0 -44000 $-384560.0 600642.SH
16 SELL 601390 CG China Railway Group (A) Capital Goods 0.0021 6994.74378122715 1.0 CN -3.4 5.5600005 -0.18% -0.18% -99.0 -76.6458828803839 -69200 $-384752.0 601390.SH
17 SELL 601633 CG Great Wall Motor (A) Autos & Components 0.0000 3441.210702913447 1.0 CN -1.5 22.0 -1.21% -1.21% 0.0 0.0 -17500 $-385000.0 601633.SH
18 BUY 002600 CS Lingyi iTech (Guangdong) (A) Tech Hardware & Semis -0.0022 3276.812984867277 1.0 CN 1.2 8.1899996 -2.62% -2.62% 0.0 0.0 111000 $909090.0 002600.ZK
19 BUY 300679 CS Electric Connector Technology (A) Tech Hardware & Semis -0.0291 2578.137596969366 1.0 CN 1.6 43.690003 -4.31% -4.31% 0.0 0.0 20800 $908752.0 300679.ZK
20 SELL 300866 CS Anker Innovations Technology (A) Tech Hardware & Semis -0.0305 8236.266744959345 1.0 CN -1.1 111.28 -0.97% -0.97% 9.0 139.45639437408354 -3500 $-389480.0 300866.ZK
21 SELL 002007 CS Hualan Biological (A) Health Care -0.0342 2953.4071336762486 1.0 CN -3.9 16.119996 -1.71% -1.71% 0.0 0.0 -23900 $-385268.0 002007.ZK
22 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods -0.0596 1182.604016987996 1.0 CN -3.2 6.3199997 1.44% 1.44% 0.0 0.0 -60900 $-384888.0 600755.SH
23 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples -0.0629 2813.9466475543886 1.0 CN 1.4 184.06 -2.10% -2.10% 0.0 0.0 4900 $901894.0 300972.ZK
24 BUY 688608 CG Bestechnic (Shanghai) (A) Tech Hardware & Semis -0.0747 5813.056378734114 1.0 CN 3.9 378.0 -1.89% -1.89% 0.0 0.0 2400 $907200.0 688608.SH
25 SELL 300633 CS Sonoscape Medical Corp. Class A Health Care -0.0799 1947.3750940614582 1.0 CN -1.9 32.320008 -2.83% -2.83% 0.0 0.0 -11900 $-384608.0 300633.ZK
26 SELL 002812 CS Yunnan Energy New Material (A) Chemicals & Other Materials -0.0832 3120.8609480268356 1.0 CN -3.1 26.270005 -6.71% -6.71% 0.0 0.0 -14600 $-383542.0 002812.ZK
27 SELL 300294 CS China Resources Boya Bio-pharmaceutical Group (A) Health Care -0.0833 1308.3672112768322 1.0 CN -2.0 26.619996 -0.89% -0.89% 0.0 0.0 -14400 $-383328.0 300294.ZK
28 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods -0.0903 2984.6943631405406 1.0 CN -1.3 22.339997 -1.15% -1.15% 0.0 0.0 -17200 $-384248.0 601567.SH
29 SELL 300118 CS Risen Energy (A) Tech Hardware & Semis -0.0937 1390.570652647788 1.0 CN -2.7 8.7600003 -8.46% -8.46% 0.0 0.0 -43900 $-384564.0 300118.ZK
30 SELL 603659 CG Shanghai Putailai New Energy (A) Chemicals & Other Materials -0.1029 3966.2676989564297 1.0 CN -1.7 16.660004 0.96% 0.96% 9974.0 23137.86438082869 -23100 $-384846.0 603659.SH
31 SELL 688295 CG Zhongfu Shenying Carbon Fiber (A) Chemicals & Other Materials -0.1106 392.40298397584047 0.9999621968242546 CN -4.7 19.570008 -5.82% -5.82% 0.0 0.0 -19700 $-385529.0 688295.SH
32 SELL 600438 CG Tongwei (A) Tech Hardware & Semis -0.1278 5492.3905537523415 1.0 CN -1.2 15.930001 -1.30% -1.30% 0.0 0.0 -24100 $-383913.0 600438.SH
33 SELL 002407 CS Do-Fluoride Chemicals (A) Chemicals & Other Materials -0.1307 1926.1483554673757 1.0 CN -1.8 11.62 -2.84% -2.84% 0.0 0.0 -33100 $-384622.0 002407.ZK
34 SELL 002240 CS Shenzhen Chengxin Lithium (A) Chemicals & Other Materials -0.1505 1201.699234268599 1.0 CN -2.3 11.36 -5.33% -5.33% 0.0 0.0 -33900 $-385104.0 002240.ZK
35 SELL 300450 CS Wuxi Lead Intelligent (A) Capital Goods -0.1588 3262.4763238530268 1.0 CN -1.4 22.0 3.29% 3.29% 0.0 0.0 -17500 $-385000.0 300450.ZK
36 BUY 600760 CG AVIC Shenyang Aircraft (A) Capital Goods -0.1710 7162.454555637652 1.0 CN 1.2 54.899994 2.83% 2.83% 0.0 0.0 16600 $911340.0 600760.SH
37 BUY 603194 CG Zhejiang E-P Equipment (A) Capital Goods - 1265.1300378103779 0.0 CN 1.3 42.75 1.79% 1.79% 0.0 0.0 21300 $910575.0 603194.SH

Column Descriptions