A-Share Screen for High Amplitude and a Two-Day High

Summary

The proposed A-share screen selects stocks whose amplitude exceeds 1% and whose current high is the highest across the latest two days, while excluding companies classified as being in Beijing. The article frames amplitude as a volatility condition and the two-day high as a sign of recent price strength. It includes indicator-formula and Python-style examples, and notes that platform-specific calculation and ranking conventions may need adjustment.

The document gives no performance data or tested evidence that these filters improve returns. It acknowledges that excluding Beijing-listed companies can remove otherwise suitable stocks and suggests considering valuation, market capitalization, and regional differences. The examples also leave an additional filter unspecified, so they do not fully define a reproducible selection process. The described rules are a basic technical screen rather than a complete trading strategy, since the post does not specify entry timing, exits, sizing, or risk controls.

Key ideas

• The screen combines amplitude above 1% with a current high equal to the highest high over two days.
• It excludes stocks associated with Beijing.
• The article suggests valuation and market-capitalization filters as possible additions but does not define them.
• No backtest or return evidence is presented, and an example condition remains unspecified.
• The post does not define entry, exit, position-sizing, or risk-management rules.

Tags

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