A-Share Screen Using Daily Range and a Rising DEA Signal

Summary

This post outlines a stock screen that combines a daily price-range threshold with a rising DEA signal, while applying geographic exclusions. It then suggests expanding the screen with valuation measures such as price-to-earnings and price-to-book ratios, additional technical indicators, and risk controls. The document includes example formula and Python snippets, but these are references rather than a complete, internally consistent implementation; the prose and code differ in places, and the snippets depend on data and variables not fully defined in the post.

The author identifies key limitations: a narrow reliance on technical signals can omit company and industry fundamentals, a simple range filter may be crude, and geographic exclusions can discard candidates. No backtest, performance results, or evidence that the proposed additions improve selection is presented. The screen is therefore best read as a basic indicator-based selection idea with suggested extensions, not as a validated investment strategy.

Key ideas

• The initial screen selects stocks with a daily range above one percent and a rising DEA signal.
• The post excludes stocks based on geographic or board criteria.
• It suggests adding valuation measures, moving averages, MACD, and risk filters.
• The author warns that technical-only selection and rigid exclusions can create false signals or omit candidates.
• No performance test validates the screen or its proposed refinements.

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