A-Share Screen for High Amplitude, a Fixed Price, and Three Down Days

Summary

This document presents an A-share stock screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and three consecutive sessions in which the close is below the open. It frames the conditions as a mix of price movement, a price-level filter, and recent bearish candles. The accompanying formula expresses these criteria, while the Python example adds further universe filters involving listing history, board, trading activity, and other data checks.

The article cautions that the screen omits company fundamentals and may overlook stock-specific risks. It also acknowledges ambiguity in defining three consecutive down sessions, although its final rule specifies close below open for each of the latest three days. No historical performance or evidence of predictive value is supplied. The implementation contains additional checks beyond the headline screen, so the code and plain-language criteria are not fully equivalent; the specified price equality is also a narrow filter that users may need to adapt.

Key ideas

• The core screen combines amplitude above 1%, a close of 18.5 yuan, and three sessions closing below their opens.
• The example code applies additional eligibility and trading-activity filters beyond the stated screen.
• The article recommends adding fundamentals and liquidity-related measures for a broader selection process.
• The screen has no reported backtest results, and its price and candle definitions may constrain its use.

Tags

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