A Historical Stock Screen Combining Price Amplitude and Company Type

Summary

This post describes a historical A-share filter that combines daily price amplitude above 1%, observations from 2021, and a company-type classification. It presents amplitude as a way to identify more volatile stocks and company type as context for considering industry, business model, and prospects. The proposed output is a candidate pool rather than a complete investment decision, and the post recommends further fundamental review and setting exit levels for risk control.

The document provides formula-like and Python examples, but no backtest, performance evidence, or precise explanation of what the company-type categories represent. It also has an apparent mismatch in the rationale: selecting stocks from 2021 is described as identifying the best current market conditions, although historical data alone cannot establish present attractiveness. The author acknowledges that amplitude can mean higher risk and that company classification can be interpreted subjectively.

Key ideas

• The filter selects observations with amplitude above 1% in 2021 and applies a company-type classification.
• The proposed screen is a candidate-generation step, not a demonstrated trading system.
• High amplitude can bring larger price swings and greater risk.
• The document recommends fundamental review and predefined exit levels, but supplies no performance validation.

Tags

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