A-Share Screen for Small Profitable Companies with Stronger Buy Volume

Summary

This post presents an A-share stock screen that combines a daily price-range condition, market capitalization below the stated limit, positive net profit, and a buy-to-sell volume imbalance above 1.3. It includes an indicator-formula example and a Python example using a market-data library. The accompanying explanation treats the range and volume conditions as signals of activity, the size limit as a way to focus on smaller firms, and positive earnings as a basic quality filter.

The author cautions that the screen emphasizes short-term market activity and gives limited attention to long-term fundamentals. Suggested extensions include reviewing financial and industry context, adding risk controls, or considering dividends. The document provides no backtest or evidence that the volume ratio predicts returns. Its examples also do not align perfectly in how they express the range and volume filters, so users would need to verify the intended calculations and data definitions.

Key ideas

• The screen combines a price-range condition with a market-capitalization ceiling and positive net profit.
• A buy-to-sell volume ratio above 1.3 is used as an additional activity filter.
• The post recommends supplementing the screen with company analysis and risk controls.
• It provides formula and Python examples but no performance evidence or backtest.
• The example implementations should be checked for consistency in their calculations.

Tags

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