A-Share Screen for Volatility, Buying Activity, and Prior Control

Summary

This post describes a short-term A-share stock screen combining daily amplitude above 1, an indication of main-force control on the previous day, positive auction-period buying activity, and combined large and extra-large order buying above 0.7 thousand ten-thousands. The stated rationale is to find volatile stocks with active buying flows that may attract speculative interest. It also gives example indicator mappings and a Python sketch, though the sketch uses different data filters and does not clearly implement every stated condition.

The article offers no backtest, performance figures, or comparison against a baseline. It cautions that the screen ignores company fundamentals and that highly volatile stocks may not suit every investor. It suggests adding turnover, market value, valuation, and fundamental analysis, but these are proposals rather than tested improvements. The criteria therefore describe a candidate-selection heuristic, not evidence of a reliable trading edge.

Key ideas

• The screen combines amplitude, a prior-day control proxy, auction buying activity, and large-order inflows.
• Its stated aim is to find volatile stocks with active capital flows for short-term speculation.
• The example code and the written criteria do not fully align.
• The post reports no measured results and flags volatility and omitted fundamentals as limitations.

Tags

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