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Understanding the Opponent

In the investment market, understanding your “opponent” (institutional investors) is the first step in developing effective investment strategies. This experiment will help you identify key signals of institutional behavior, understand their trading logic, and thus occupy a more favorable position in the market.

Institutional “Tricks”: Identifying Fake Breakouts

Institutional investors often use various strategies to create market volatility to achieve their trading goals. One of the most common strategies is creating fake breakouts.
A fake breakout refers to a phenomenon where prices briefly break through key technical levels (such as resistance or support levels) and then quickly reverse direction. Through this method, institutions can:
  • Attract follow-up buyers
  • Trigger stop-loss orders
  • Build or close positions at ideal prices
  • Abnormal volume: Volume does not match during the breakout, lacking sustainability
  • Small breakout range: Prices only slightly break through key levels, failing to effectively hold
  • Short duration: Quickly reverses after the breakout, failing to form a trend
  • Indicator divergence: Technical indicators diverge from price trends
  • Upward fake breakout: Institutions push prices to break through resistance levels, attracting retail investors to chase rises, then reverse to short positions
  • Downward fake breakout: Institutions suppress prices to break through support levels, triggering retail investors’ stop-losses, then accumulate positions at low prices

Interpreting Volume-Price Relationships: The “Fingerprint” of Institutional Funds

Trading volume is an important indicator for identifying institutional behavior. By analyzing volume-price relationships, we can discover the flow and intentions of institutional funds.

Key Volume-Price Signals

Low Volume Decline

High Volume Rebound

Volume Increase with Price Stagnation

Volume Decrease with Price Rise

Volume Analysis Experiment

Let’s learn how to analyze volume through a simple experiment:
  1. Select Target: Choose a stock you follow, such as Kweichow Moutai (600519)
  2. Collect Data: Collect daily volume and price data for the past 3 months
  3. Identify Patterns: Look for dates with abnormally high or low volume and observe corresponding price changes
  4. Analyze Significance: Based on volume-price relationships, determine possible institutional behaviors and intentions
  5. Verify Results: Observe subsequent price trends to verify if your analysis is correct
It is recommended to choose large-cap stocks with good liquidity for the experiment, as institutional behavior is more obvious in these stocks.

Tracking Institutional Position Changes

Institutional position changes are an important window into understanding their investment strategies. By analyzing institutional position data, we can discover their focus points and preferences.

Sources of Institutional Position Data

  • Public fund quarterly reports: Disclose position information once a quarter
  • Listed company financial reports: Disclose top ten shareholders and tradable shareholders
  • Northbound capital flows: Reflect buying and selling trends of foreign capital
  • Block trading data: Information on large transactions between institutions

Key Points for Analyzing Institutional Positions

  • New entry/exit: Pay attention to stocks newly entered or exited by institutions
  • Increase/decrease in holdings: Analyze changes in institutional attitudes towards specific stocks
  • Concentration: Observe the concentration of institutional holdings to understand market consensus
  • Industry preferences: Analyze changes in institutional allocation ratios across different industries
Case Analysis: In the first quarter of 2025, public funds significantly increased their holdings of gold ETFs and reduced holdings of high-valuation technology stocks, reflecting institutional concerns about economic downturn and inflationary pressure.

Time Characteristics of Institutional Behavior

Trading behaviors of institutional investors often have obvious time characteristics. Understanding these characteristics can help us better grasp market rhythms.

Intraday Trading Patterns

  • Early trading (9:30-10:30): Institutions often conduct large transactions during this time, setting the daily price range
  • Midday trading (13:00-14:00): Trading is relatively清淡, institutions may make small adjustments
  • End-of-day trading (14:30-15:00): Institutions often conduct concentrated trading before the close, affecting the closing price

Cyclical Characteristics

  • Monthly: Institutional position adjustments are more frequent at the end and beginning of the month
  • Quarterly: At the end of the quarter, institutions may lift their holdings to beautify performance
  • Annual: The end of the year is usually when institutions settle accounts and formulate strategies for the next year

Experimental Task: Establish Your “Institutional Behavior Observation Log”

To help you systematically learn to identify institutional behavior, we have designed a simple but effective experimental task:
1

Select Observation Targets

Choose 3-5 stocks with good liquidity as observation objects
2

Record Daily Data

Record price trends, volume changes, market news and other information every day
3

Identify Abnormal Phenomena

Look for price anomalies, volume abnormalities and other phenomena that may be related to institutional behavior
4

Analyze Possible Intentions

Based on the observed phenomena, analyze the possible trading intentions of institutions
5

Verify and Summarize

Observe subsequent trends, verify your analysis, and summarize experiences and lessons
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