A-Share Screen for Volatility, Large Float Capitalization, and Recent Price Surges
Summary
This A-share stock screen combines three conditions: an amplitude measure above 1, circulating market capitalization above 100 hundred-million yuan, and at least one daily gain of 10% or more during the previous 25 trading days. The article frames these filters as a way to find larger stocks with notable price movement and recent strong performance. It includes formula and Python examples intended to calculate the conditions from market data, but does not validate their data fields or implementation.
The article notes that short-term gains can reflect market-wide moves or company news, and that poorly chosen thresholds may make the screen too broad or too restrictive. It suggests adding technical indicators and fundamental or industry information, and mentions machine-learning methods for parameter selection. No backtest, selected-stock examples, or performance results are presented, so the screen is a candidate filter rather than evidence of a profitable strategy.
Key ideas
- The screen requires amplitude above 1 and circulating market capitalization above 100 hundred-million yuan.
- It also requires at least one daily gain of 10% or more within the prior 25 trading days.
- Recent price surges can arise from market conditions or stock-specific news.
- Threshold choices affect how many stocks pass the screen.
- The article proposes combining technical and fundamental inputs but reports no backtest results.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.