A-Share Screen for High Amplitude, Fixed Price, and Long-Term Trend

Summary

This document presents an A-share screening rule combining daily price movement, a specified share price, and a long-term trend filter. The stated criteria are amplitude above 1, a share price of 18.5 yuan, and the previous day's close above the 250-day moving average. The text frames amplitude as a way to identify volatile stocks and the moving-average condition as a long-term trend check. It includes a formula reference and a Python example intended to select stocks using market data.

The document itself flags that the approach relies on technical conditions and omits fundamental analysis and broader indicator confirmation. It suggests adding measures such as MACD, RSI, valuation ratios, dividend yield, volume, and historical trend analysis. No backtest results or evidence of predictive performance are provided. The prose and code do not align perfectly in every implementation detail, so the described thresholds and data handling should be checked before use; the screen alone does not define a complete trading or risk-management plan.

Key ideas

• The proposed screen combines amplitude above 1, a price of 18.5 yuan, and a prior close above the 250-day moving average.
• The 250-day average is used as a proxy for a longer-term upward trend.
• The document recommends combining technical filters with fundamental measures and other market data.
• No backtest evidence is reported, and the example implementation should be checked against the stated rules.

Tags

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