A-Share Screen for High Amplitude, Small Float, and Prior Limit-Down Opens

Summary

This note describes an A-share stock screen combining price amplitude above 1, a circulating share count no greater than 5.5 billion, and a prior session’s 9:15 matching price at the daily limit down. It presents the conditions as a way to find volatile, smaller-float stocks that might rebound after a sharp opening decline. It also gives formula and Python examples for applying the filters and ranking candidates, including a volume-ratio ranking step.

The note cautions that the screen omits company fundamentals and that a limit-down matching price captures only a moment in market conditions. The selection rules do not establish that a stock is undervalued or likely to recover. It recommends adding technical and fundamental checks and using risk controls such as stop-loss and profit-taking rules. No backtest, performance evidence, or evaluation of the proposed threshold choices is provided, so the strategy’s effectiveness remains un demonstrated.

Key ideas

• The screen selects for amplitude above 1 and circulating shares at or below 5.5 billion.
• It adds a condition that the prior day’s 9:15 matching price was at the limit down.
• The examples combine the filters and rank eligible stocks using volume ratio.
• The note warns that short-term price conditions do not capture company fundamentals or assure a rebound.
• It recommends broader analysis and explicit risk controls.

Tags

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