A-Share Screen Combining Daily Range, Reversal Pattern, and Market Filters

Summary

This note outlines an A-share stock screen based on a daily price range above 1%, excluding Beijing-listed shares, requiring a specified reversal or engulfing pattern, and capping circulating market value at 10 billion yuan. It provides formula and Python examples as references for applying those conditions. The article describes the reversal condition as a way to filter for a particular price pattern, while the market-value limit constrains the eligible universe.

The article acknowledges that the screen omits company fundamentals, that excluding one region does not remove broader regional risks, and that a reversal label cannot fully account for institutional holdings. It recommends adding financial and valuation analysis and broadening risk checks. Although the article discusses possible improvements, it reports no backtest, sample, or measured outcome. The criteria are presented as a screening idea rather than a validated strategy, and the examples depend on platform-specific fields and pattern definitions.

Key ideas

• The screen combines a daily range threshold, a reversal pattern, regional exclusion, and a circulating market-value cap.
• It excludes Beijing-listed shares and limits circulating market value to 10 billion yuan.
• The note warns that the rules do not evaluate company fundamentals or fully capture regional risk.
• The article offers implementation examples but no measured performance evidence.

Tags

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