In this study, Stock Fund Flows Strength Index was taken as our research target, the time series analysis method and the modified algorithm ICSS was used to obtain the structural break points of Shanghai A-share index based on the Shanghai A-share index transactions date from May 4, 2010 to May 22, 2015. Then, the structural break points was empirical analysised and applied researched. The results showed the Shanghai A-share Fund Flows Strength Index is a stable non-normality time series. Shanghai stock market is volatility clustering, and it is the market policy. The Stock Fund Flows Strength Index discrimination method was constracted to classify the structural break points of Stock Fund Flows Strength Index easily.