Enhanced Recommendations with Alpha (No Borrow Restrictions)

Generated on: 2025-06-23 20:50:31

Signal Date: 2025-06-23

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: 5

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 0.1211 12503.714481534047 1.0 CN -4.0 38.440003 -0.65% -0.65% 98200.0 525750.322405774 -10000 $-384400.0 603288.SH
2 SELL 300866 CS Anker Innovations Technology (A) Tech Hardware & Semis 0.0696 7768.912477157007 1.0 CN -1.1 104.94001 -2.91% -2.91% 9.0 131.54315611927083 -3700 $-388278.0 300866.ZK
3 SELL 300573 CS Shenyang Xingqi Pharmaceutical (A) Health Care 0.0602 1729.7803064741342 1.0 CN -1.1 50.619996 -0.33% -0.33% 0.0 0.0 -7600 $-384712.0 300573.ZK
4 BUY 601211 CG Guotai Haitong Securities (A) Insurance & Other Financials 0.0578 31558.83937823948 1.0 CN 5.3 18.440003 0.60% 0.60% 62.0 159.2345569573692 49300 $909092.0 601211.SH
5 SELL 300009 CS Anhui Anke Biotechnology (Group) (A) Health Care 0.0578 1924.1386198984608 1.0 CN -2.6 8.2600003 -0.84% -0.84% 0.0 0.0 -46600 $-384916.0 300009.ZK
6 SELL 1797 HK East Buy Consumer Staples 0.0475 680.2099532206589 1.0 XH -1.3 11.600001 -1.53% -1.53% 0.0 0.0 -33200 $-385120.0 1797.HK
7 BUY 601825 CG Shanghai Rural Comm. Bank (A) Banks 0.0367 8909.880992218867 1.0 CN 15.5 10.050001 1.41% 1.41% 0.0 0.0 90500 $909525.0 601825.SH
8 BUY 601077 CG Chongqing Rural Commercial Bank (A) Banks 0.0351 5635.182392804824 1.0 CN 5.3 7.5 3.59% 3.59% 0.0 0.0 121200 $909000.0 601077.SH
9 BUY 000933 CS Henan Shenhuo (A) Metals & Mining 0.0338 3539.5117990508907 1.0 CN 1.1 16.14 -1.53% -1.53% 0.0 0.0 56300 $908682.0 000933.ZK
10 SELL 002128 CS Dian Tou Energy (A) Energy 0.0252 2686.9470096889877 1.0 CN -2.2 19.559998 2.03% 2.03% 0.0 0.0 -19700 $-385332.0 002128.ZK
11 BUY 002600 CS Lingyi iTech (Guangdong) (A) Tech Hardware & Semis 0.0027 3297.621587961517 1.0 CN 1.2 8.2399998 -1.67% -1.67% 0.0 0.0 110300 $908872.0 002600.ZK
12 SELL 300034 CS Gaona Aero Material (A) Capital Goods 0.0027 995.9564727951765 1.0 CN -1.3 15.470001 0.59% 0.59% 0.0 0.0 -24900 $-385203.0 300034.ZK
13 SELL 600642 CG Shenergy (A) Utilities 0.0002 2189.1649327656 1.0 CN -1.9 8.6800004 -1.59% -1.59% 0.0 0.0 -44300 $-384524.0 600642.SH
14 SELL 002555 CS 37 Interactive Entertainment (A) Internet/Media & Entertainment -0.0020 5117.832772132775 1.0 CN -2.2 16.610001 0.36% 0.36% 0.0 0.0 -23200 $-385352.0 002555.ZK
15 SELL 002271 CS Oriental Waterproof Tech (A) Chemicals & Other Materials -0.0026 3489.9702140477957 1.0 CN -3.5 10.49 0.38% 0.38% 0.0 0.0 -36700 $-384983.0 002271.ZK
16 SELL 601633 CG Great Wall Motor (A) Autos & Components -0.0049 3289.976688669069 1.0 CN -1.5 21.029999 -0.38% -0.38% 0.0 0.0 -18300 $-384849.0 601633.SH
17 SELL 601390 CG China Railway Group (A) Capital Goods -0.0080 6883.196555589024 1.0 CN -3.4 5.4700003 0.92% 0.92% -99.0 -75.42358856063518 -70300 $-384541.0 601390.SH
18 BUY 300679 CS Electric Connector Technology (A) Tech Hardware & Semis -0.0102 2458.946988477845 1.0 CN 1.6 41.660004 -1.23% -1.23% 0.0 0.0 21800 $908188.0 300679.ZK
19 SELL 600745 CG Wingtech Tech (A) Tech Hardware & Semis -0.0119 4852.364087478157 1.0 CN -2.3 31.809998 1.53% 1.53% 0.0 0.0 -12100 $-384901.0 600745.SH
20 BUY 688608 CG Bestechnic (Shanghai) (A) Tech Hardware & Semis -0.0268 5362.696206240267 1.0 CN 3.9 348.62989 -8.64% -8.64% 0.0 0.0 2600 $906438.0 688608.SH
21 BUY 601600 CG Aluminum Corp. of China (A) Metals & Mining -0.0322 7629.0687393303 1.0 CN 1.2 6.9099999 1.77% 1.77% 0.0 0.0 131600 $909356.0 601600.SH
22 SELL 002007 CS Hualan Biological (A) Health Care -0.0369 2844.1727804300976 1.0 CN -3.9 15.520001 0.13% 0.13% 0.0 0.0 -24800 $-384896.0 002007.ZK
23 SELL 601567 CG Ningbo Sanxing Medical Electric (A) Capital Goods -0.0406 2834.4148051748325 1.0 CN -1.3 21.210007 -0.80% -0.80% 0.0 0.0 -18100 $-383901.0 601567.SH
24 BUY 600760 CG AVIC Shenyang Aircraft (A) Capital Goods -0.0474 6921.478748504971 1.0 CN 1.2 53.039994 -0.80% -0.80% 0.0 0.0 17100 $906984.0 600760.SH
25 BUY 300972 CS Fujian Wanchen Biotechnology Group (A) Consumer Staples -0.0519 2630.2118447019866 1.0 CN 1.4 172.0 0.05% 0.05% 0.0 0.0 5300 $911600.0 300972.ZK
26 SELL 600755 CG Xiamen International Trade Group (A) Capital Goods -0.0522 1152.945658625871 1.0 CN -3.2 6.1599999 1.32% 1.32% 0.0 0.0 -62400 $-384384.0 600755.SH
27 SELL 300633 CS Sonoscape Medical Corp. Class A Health Care -0.0588 1784.5240889600245 1.0 CN -1.9 29.610001 -2.28% -2.28% 0.0 0.0 -13000 $-384930.0 300633.ZK
28 SELL 300294 CS China Resources Boya Bio-pharmaceutical Group (A) Health Care -0.0848 1259.5243400980294 1.0 CN -2.0 25.619996 0.08% 0.08% 0.0 0.0 -15000 $-384300.0 300294.ZK
29 SELL 600438 CG Tongwei (A) Tech Hardware & Semis -0.0916 5193.695097345721 1.0 CN -1.2 15.060001 0.53% 0.53% 0.0 0.0 -25500 $-384030.0 600438.SH
30 SELL 300118 CS Risen Energy (A) Tech Hardware & Semis -0.1107 1422.6654809335894 1.0 CN -2.7 8.9600001 2.05% 2.05% 0.0 0.0 -42900 $-384384.0 300118.ZK
31 SELL 603659 CG Shanghai Putailai New Energy (A) Chemicals & Other Materials -0.1142 4138.687733386605 1.0 CN -1.7 17.380005 1.70% 1.70% 74.0 179.12914945837935 -22100 $-384098.0 603659.SH
32 SELL 300450 CS Wuxi Lead Intelligent (A) Capital Goods -0.1216 3445.717462625178 1.0 CN -1.4 23.229996 3.11% 3.11% 0.0 0.0 -16600 $-385618.0 300450.ZK
33 SELL 688295 CG Zhongfu Shenying Carbon Fiber (A) Chemicals & Other Materials -0.1322 386.6821691267437 0.9999586885060903 CN -4.7 19.279999 0.78% 0.78% 0.0 0.0 -19900 $-383672.0 688295.SH
34 SELL 002812 CS Yunnan Energy New Material (A) Chemicals & Other Materials -0.1352 3181.0357996284006 1.0 CN -3.1 26.770005 2.02% 2.02% 0.0 0.0 -14400 $-385488.0 002812.ZK
35 SELL 002407 CS Do-Fluoride Chemicals (A) Chemicals & Other Materials -0.1446 1901.7477144211762 1.0 CN -1.8 11.470001 1.87% 1.87% 0.0 0.0 -33500 $-384245.0 002407.ZK
36 SELL 002240 CS Shenzhen Chengxin Lithium (A) Chemicals & Other Materials -0.1983 1313.0917586981802 1.0 CN -2.3 12.41 0.57% 0.57% 0.0 0.0 -31000 $-384710.0 002240.ZK
37 BUY 603194 CG Zhejiang E-P Equipment (A) Capital Goods - 1224.8853151689236 0.0 CN 1.3 41.380005 -2.04% -2.04% 0.0 0.0 22000 $910360.0 603194.SH

Column Descriptions