A-Share Screen Combining Amplitude, Institutional Buying, and Reversal

Summary

This post describes a Chinese A-share stock screen that combines three conditions: price amplitude above a threshold, a change in an institutional trading measure, and a reversal pattern in which the close exceeds the prior period’s high-low reference. It proposes running the screen after the market opens and supplies indicator expressions as examples of how to encode the filters.

The rationale is that larger price movement may identify active stocks, the institutional measure may suggest buying interest, and the reversal condition may capture a rebound after fluctuation. The post warns that volatile stocks can carry greater risk and that the filters may suit some market conditions better than others. It suggests adding valuation, earnings, or volume measures, but provides no backtest, performance evidence, or validated implementation; its sample Python is explicitly presented as requiring adaptation.

Key ideas

• The screen combines price amplitude, a change in an institutional trading measure, and a reversal condition.
• It is intended to identify candidates after the market opens.
• The post presents formula examples but supplies no performance results or backtest evidence.
• The author cautions that volatile stocks increase risk and that conditions may need adjustment across markets.

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