A-Share Screen Using Daily Range, Main-Force Control, and Two-Day Highs

Summary

This document describes a short-term A-share stock screen based on three conditions: daily amplitude above one percent, a claim of main-force control on the previous day, and a high price that is the highest across a two-day window. The post presents these as technical and capital-flow filters intended to select relatively strong stocks. It includes an indicator expression for the two-day-high condition and a Python-style example combining a range calculation, a proxy for money flow, and a rolling high comparison.

The post acknowledges that the screen ignores company fundamentals, relies on fixed criteria, and focuses on short-term behavior, leaving longer-term performance unaddressed. It suggests combining the technical filters with fundamental information, other indicators, broader market conditions, capital flows, and risk controls. The examples do not explain how “main-force control” is measured, and the code is not demonstrated or tested. No backtest results or other evidence establish that the proposed conditions predict returns.

Key ideas

• The screen selects stocks using daily amplitude, prior-day main-force control, and a two-day high condition.
• The document gives an indicator expression and a sample rolling-high comparison.
• It warns that fixed technical filters may ignore fundamentals, changing market conditions, and longer-term performance.
• It recommends adding fundamental, market, trend, and risk measures.
• The post does not define its money-flow proxy clearly or provide performance evidence.

Tags

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