A-Share Screen for Price Amplitude, Fixed Price, and Daily Gains

Summary

This note proposes screening main-board A-share stocks by price amplitude above 1%, a closing price of 18.5 yuan, and a daily gain greater than 1%. It frames the conditions as filters for volatility, a chosen price level, and recent positive performance. The article includes indicator-style and Python examples, with the Python section also describing stock-list retrieval, some exclusions, financial-data checks, and ranking candidates by money-flow data.

The note provides no backtest or performance evidence for the screen. It acknowledges that the conditions emphasize very short-term price behavior and omit a full assessment of company value and fundamentals. Its suggestions for refinement include adding debt, growth, industry, market capitalization, dividend measures, and longer-horizon returns, as well as broadening the market segments considered. The examples should be read as an implementation sketch: the stated selection criteria and code include additional checks and data-handling choices, and the article does not reconcile every difference between them.

Key ideas

• The proposed screen combines amplitude above 1%, a closing price of 18.5 yuan, and a daily gain above 1% for main-board stocks.
• The article supplies indicator-style and Python illustrations but no evidence of tested returns.
• The rationale emphasizes volatility, a selected price level, and recent upward movement.
• The author warns that short-term filters omit important fundamental and longer-term context.
• Suggested extensions include company, industry, dividend, market-capitalization, and longer-horizon measures.

Tags

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