A-Share Screen Using Amplitude, Float Size, and Relative Volume

Summary

This short-term A-share screening method looks for stocks with amplitude above 1, a circulating share count no greater than 5.5 billion, and a volume ratio between 1.5 and 6. The article frames these filters as a way to find stocks with meaningful price movement, a comparatively limited float, and elevated trading activity. It also describes an example of ranking qualifying names by turnover and selecting a subset.

The document supplies sample indicator calculations and Python-style screening logic, but no historical test or results to establish that the conditions have an edge. It identifies several limitations: the criteria are sensitive to market conditions and company-specific news, omit fundamental analysis, and may react to short-lived speculative volume or noise. Suggested refinements include combining technical and fundamental inputs and checking other measures of activity, such as turnover or capital flows. The stated thresholds are screening choices, not validated performance claims.

Key ideas

• The screen selects stocks with amplitude above 1 and circulating shares at or below 5.5 billion.
• It requires a volume ratio above 1.5 and below 6 to identify unusually active trading.
• The example ranks qualifying stocks by turnover and takes a portion of the list.
• The article warns that volume spikes, short-term noise, and weak fundamentals can undermine the screen.
• No backtest or performance evidence is provided.

Tags

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