A-Share Screen for Large Daily Range, Fixed Price, and Seven Down Days
Summary
This note describes a simple A-share stock screen combining a daily high-low range above 1%, a closing price of 18.5 yuan, and seven consecutive sessions in which the close is lower than the prior close. It frames the range as a volatility filter, the price condition as a price-level constraint, and the run of declines as a recent-trend signal. The document also gives example formulas and Python-style selection logic, though the implementation details do not fully align with the stated criteria.
No performance results are reported. The author cautions that the screen omits company fundamentals and may select risky firms because its rules are basic. Suggested extensions include valuation, financial, technical, volume, and historical-trend measures. The fixed price threshold and simple price-pattern rules are specific to the described setup, and the note provides no evidence that they predict returns or remain effective across market conditions.
Key ideas
- The screen requires a daily high-low range above 1%.\nIt also requires a closing price of 18.5 yuan and seven consecutive lower closes.\nThe article presents the rules as measurable price filters for A-share selection.\nIt warns that the rules omit fundamentals and provide no tested evidence of performance.\nPossible additions include valuation, financial, volume, and other technical measures.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.