A-Share Momentum Screen Using Range, Volume, Gaps, and Recent Gains

Summary

The document describes a short-term A-share stock screen based on trading activity and recent price strength. Its stated conditions are intraday amplitude above a threshold, current volume above a threshold, an opening price above the prior close, and at least one large daily gain in the recent trading window. The accompanying discussion interprets range and volume as activity measures, a higher open as a sign of possible strength, and a recent large gain as evidence of momentum. It suggests adding fundamental, industry, technical, and risk-control filters to refine the candidate list.

The page includes example indicator logic and a Python outline, but it does not provide a backtest, realized returns, or evidence that the screen has an edge. The explanatory text also acknowledges that the initial rules omit company fundamentals and sector context and may be unsuitable for long-term investing. The supplied examples should be treated as implementation references rather than a verified specification: the narrative, formula, and code do not describe every condition in exactly the same way. Liquidity, price limits, slippage, and risk management would need evaluation before practical use.

Key ideas

• The proposed screen combines intraday amplitude, current volume, a higher open, and a recent large daily gain.
• The rules are intended to select active shares with recent momentum for short-term trading.
• The page recommends adding fundamental, sector, technical, and risk-control filters.
• No backtest or performance evidence is provided to establish that the screen is profitable.
• The narrative and code examples do not express every screening condition identically.

Tags

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