A-Share Screen Using Amplitude, Price, and a Prior-Day Control Proxy
Summary
The proposed screen selects stocks with amplitude above 1, a closing price below 20, and a condition described as main-fund control on the previous day. The article frames these as short-term price and trading-activity filters, then recommends broadening the screen with financial measures, longer lookback periods, and potentially machine-learning methods. It provides indicator and Python examples, but no backtest or evidence that the combined conditions predict returns.
The implementation is not a clear match for the stated concept: its formulas use a ratio of close to volume and compare it with the prior day, rather than measuring an independently defined main-fund control signal. The Python example similarly carries that proxy forward. The article itself cautions that technical conditions and fund-flow indicators can be delayed or inaccurate, and that market sentiment, policy news, and company fundamentals may affect outcomes. Its proposed additions are optimization ideas, not validated results.
Key ideas
- The stated screen requires amplitude above 1, a price below 20, and prior-day main-fund control.
- The examples approximate the control condition with a close-to-volume ratio unchanged from the previous day.
- The article suggests adding financial measures and longer-term analysis, but presents no performance evidence.
- Market conditions and delayed or inaccurate fund-flow data may weaken the screen.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.