A Chinese Stock Screen Using Amplitude, Share Control, and Float Capitalization

Summary

The post proposes screening Chinese shares for daily amplitude above 1, a daily control measure above 21, and circulating market capitalization between 5 billion and 10 billion yuan. It frames the combination as a contrarian search for possible medium term rebounds, using price movement and a measure of concentrated share control alongside company size. Formula and Python examples are included as implementation references.

The post cautions that adverse company fundamentals or industry conditions can drive further losses, and says the relatively narrow capitalization band may limit the candidate pool. It suggests adding momentum or relative strength measures, fundamental analysis, and position controls, then assessing the approach through backtesting and live use. No backtest results or evidence of excess returns are provided, and the control measure and thresholds are not validated in the text, so the stated rebound rationale remains a hypothesis.

Key ideas

• The proposed screen combines daily amplitude, a share control measure, and circulating market capitalization.
• The post presents the screen as a contrarian way to seek potential medium term rebounds.
• It warns that weak fundamentals or industry conditions can lead selected shares to fall further.
• The author suggests adding technical and fundamental filters and evaluating the approach through testing.
• The document provides implementation examples but reports no strategy performance results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.